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FINY vs. TECY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FINY vs. TECY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST Financials ETF (FINY) and GraniteShares YieldBOOST Technology ETF (TECY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FINY

1D
0.04%
1M
2.80%
YTD
6M
1Y
3Y*
5Y*
10Y*

TECY

1D
0.52%
1M
-4.35%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FINY vs. TECY - Yearly Performance Comparison


Correlation

The correlation between FINY and TECY is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

-0.03

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Return for Risk

FINY vs. TECY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Financials ETF (FINY) and GraniteShares YieldBOOST Technology ETF (TECY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FINY vs. TECY - Sharpe Ratio Comparison


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Drawdowns

FINY vs. TECY - Drawdown Comparison

The maximum FINY drawdown since its inception was -0.63%, smaller than the maximum TECY drawdown of -5.92%. Use the drawdown chart below to compare losses from any high point for FINY and TECY.


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Drawdown Indicators


FINYTECYDifference

Max Drawdown

Largest peak-to-trough decline

-0.63%

-5.92%

+5.29%

Current Drawdown

Current decline from peak

0.00%

-4.85%

+4.85%

Average Drawdown

Average peak-to-trough decline

-0.07%

-1.97%

+1.90%

Volatility

FINY vs. TECY - Volatility Comparison


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Volatility by Period


FINYTECYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

4.53%

14.91%

-10.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.53%

14.91%

-10.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.53%

14.91%

-10.38%

FINY vs. TECY - Expense Ratio Comparison

Both FINY and TECY have an expense ratio of 1.07%.


Dividends

FINY vs. TECY - Dividend Comparison

FINY's dividend yield for the trailing twelve months is around 3.88%, less than TECY's 8.15% yield.


Frequently Asked Questions


FINY and TECY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FINY and TECY have the same expense ratio: 1.07% per year.

TECY has the higher dividend yield at 8.15%, compared with 3.88% for FINY.

Portfolio Optimizer

Find the right allocation for FINY and TECY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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