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DRUP vs. TSYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRUP vs. TSYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Nasdaq Select Disruptors ETF (DRUP) and GraniteShares YieldBOOST TSLA ETF (TSYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRUP achieves a -1.00% return, which is significantly higher than TSYY's -16.60% return.


DRUP

1D
-2.41%
1M
12.68%
YTD
-1.00%
6M
-2.39%
1Y
11.88%
3Y*
19.79%
5Y*
11.71%
10Y*

TSYY

1D
0.17%
1M
-1.04%
YTD
-16.60%
6M
-16.47%
1Y
-12.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRUP vs. TSYY - Yearly Performance Comparison


2026 (YTD)20252024
DRUP
GraniteShares Nasdaq Select Disruptors ETF
-1.00%18.18%-0.72%
TSYY
GraniteShares YieldBOOST TSLA ETF
-16.60%-15.96%-0.18%

Correlation

The correlation between DRUP and TSYY is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.45

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Return for Risk

DRUP vs. TSYY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRUP
DRUP Risk / Return Rank: 1717
Overall Rank
DRUP Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DRUP Sortino Ratio Rank: 1818
Sortino Ratio Rank
DRUP Omega Ratio Rank: 1919
Omega Ratio Rank
DRUP Calmar Ratio Rank: 1515
Calmar Ratio Rank
DRUP Martin Ratio Rank: 1515
Martin Ratio Rank

TSYY
TSYY Risk / Return Rank: 55
Overall Rank
TSYY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TSYY Sortino Ratio Rank: 55
Sortino Ratio Rank
TSYY Omega Ratio Rank: 55
Omega Ratio Rank
TSYY Calmar Ratio Rank: 55
Calmar Ratio Rank
TSYY Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRUP vs. TSYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Nasdaq Select Disruptors ETF (DRUP) and GraniteShares YieldBOOST TSLA ETF (TSYY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DRUPTSYYDifference

Sharpe ratio

Return per unit of total volatility

0.61

-0.39

+1.00

Sortino ratio

Return per unit of downside risk

0.95

-0.33

+1.28

Omega ratio

Gain probability vs. loss probability

1.12

0.96

+0.16

Calmar ratio

Return relative to maximum drawdown

0.54

-0.45

+1.00

Martin ratio

Return relative to average drawdown

1.37

-0.85

+2.22

DRUP vs. TSYY - Sharpe Ratio Comparison

The current DRUP Sharpe Ratio is 0.61, which is higher than the TSYY Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of DRUP and TSYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DRUPTSYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

-0.39

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

-0.59

+1.27

Drawdowns

DRUP vs. TSYY - Drawdown Comparison

The maximum DRUP drawdown since its inception was -31.29%, smaller than the maximum TSYY drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for DRUP and TSYY.


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Drawdown Indicators


DRUPTSYYDifference

Max Drawdown

Largest peak-to-trough decline

-31.29%

-41.52%

+10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-23.21%

-27.31%

+4.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.77%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

Current Drawdown

Current decline from peak

-3.91%

-36.69%

+32.78%

Average Drawdown

Average peak-to-trough decline

-8.42%

-25.88%

+17.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.25%

14.49%

-5.24%

Volatility

DRUP vs. TSYY - Volatility Comparison

GraniteShares Nasdaq Select Disruptors ETF (DRUP) has a higher volatility of 6.91% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 4.86%. This indicates that DRUP's price experiences larger fluctuations and is considered to be riskier than TSYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRUPTSYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

4.86%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

19.69%

-3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

31.77%

-12.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

37.52%

-15.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.22%

37.52%

-14.30%

DRUP vs. TSYY - Expense Ratio Comparison

DRUP has a 0.60% expense ratio, which is lower than TSYY's 0.99% expense ratio.


Dividends

DRUP vs. TSYY - Dividend Comparison

DRUP has not paid dividends to shareholders, while TSYY's dividend yield for the trailing twelve months is around 282.79%.


PositionTTM2025202420232022202120202019
DRUP
GraniteShares Nasdaq Select Disruptors ETF
0.00%0.00%0.00%0.40%0.51%0.28%0.53%0.19%
TSYY
GraniteShares YieldBOOST TSLA ETF
282.79%256.64%0.19%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DRUP and TSYY have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DRUP has higher volatility (6.91%) compared to TSYY (4.86%). In terms of maximum drawdown, DRUP dropped -31.29% vs TSYY's -41.52%.

On 1-year performance, DRUP leads with 11.88% vs -12.29% for TSYY. On fees, DRUP is cheaper at 0.60% per year. On volatility, TSYY has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DRUP has performed better with a 11.88% return vs -12.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRUP is cheaper with a 0.60% expense ratio, compared with 0.99% for TSYY.

TSYY has the higher dividend yield at 282.79%, compared with 0.00% for DRUP.

DRUP is categorized as Large Cap Growth Equities, while TSYY is Derivative Income. Their fees differ too: 0.60% for DRUP and 0.99% for TSYY.

DRUP currently has the higher Sharpe Ratio (0.61 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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