DRUP vs. TSYY
DRUP (GraniteShares Nasdaq Select Disruptors ETF) and TSYY (GraniteShares YieldBOOST TSLA ETF) are both exchange-traded funds - DRUP is a Large Cap Growth Equities fund tracking the Nasdaq US Large Cap Select Disruptors Index - Benchmark TR Gross, while TSYY is a Derivative Income fund actively managed by GraniteShares. DRUP is passively managed, while TSYY is actively managed. Over the past year, DRUP returned 4.84% vs -9.82% for TSYY. At a 0.44 correlation, their price movements are largely independent. DRUP charges 0.60%/yr vs 1.15%/yr for TSYY.
Performance
DRUP vs. TSYY - Performance Comparison
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Returns By Period
In the year-to-date period, DRUP achieves a -3.78% return, which is significantly higher than TSYY's -17.57% return.
DRUP
- 1D
- -0.12%
- 1M
- 4.97%
- 6M
- -4.10%
- YTD
- -3.78%
- 1Y
- 4.84%
- 3Y*
- 16.43%
- 5Y*
- 9.27%
- 10Y*
- —
TSYY
- 1D
- -2.23%
- 1M
- -1.00%
- 6M
- -18.01%
- YTD
- -17.57%
- 1Y
- -9.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DRUP vs. TSYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DRUP GraniteShares Nasdaq Select Disruptors ETF | -3.78% | 18.18% | -4.33% |
TSYY GraniteShares YieldBOOST TSLA ETF | -17.57% | -15.96% | -3.30% |
Correlation
The correlation between DRUP and TSYY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024 | 0.44 |
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Return for Risk
DRUP vs. TSYY — Risk / Return Rank
DRUP
TSYY
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DRUP | TSYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.97 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.35 | +0.56 |
| Martin ratioReturn relative to average drawdown | 0.50 | -0.59 | +1.09 |
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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
| DRUP | TSYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.29% | -41.52% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -23.21% | -28.39% | +5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | — | — |
Current DrawdownCurrent decline from peak | -6.61% | -37.43% | +30.82% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -26.58% | +18.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 16.64% | -6.87% |
Volatility
DRUP vs. TSYY - Volatility Comparison
The current volatility for GraniteShares Nasdaq Select Disruptors ETF (DRUP) is 5.59%, while GraniteShares YieldBOOST TSLA ETF (TSYY) has a volatility of 6.93%. This indicates that DRUP experiences smaller price fluctuations and is considered to be less risky 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
| DRUP | TSYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 6.93% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 18.27% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 30.15% | -9.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.93% | 36.84% | -14.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.19% | 36.84% | -13.65% |
DRUP vs. TSYY - Expense Ratio Comparison
DRUP has a 0.60% expense ratio, which is lower than TSYY's 1.15% 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 247.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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 | 247.87% | 256.64% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DRUP and TSYY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSYY has higher volatility (6.93%) compared to DRUP (5.59%). In terms of maximum drawdown, DRUP dropped -31.29% vs TSYY's -41.52%.
On 1-year performance, DRUP leads with 4.84% vs -9.82% for TSYY. On fees, DRUP is cheaper at 0.60% per year. On volatility, DRUP has been the lower-risk option at 5.59%. 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 4.84% return vs -9.82%. 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 1.15% for TSYY.
TSYY has the higher dividend yield at 247.87%, 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 1.15% for TSYY.
DRUP currently has the higher Sharpe Ratio (0.24 vs -0.33), 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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