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GRNY vs. BRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRNY vs. BRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) and Brown & Brown, Inc. (BRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRNY achieves a 9.98% return, which is significantly higher than BRO's -13.05% return.


GRNY

1D
-0.37%
1M
-0.94%
6M
5.26%
YTD
9.98%
1Y
17.27%
3Y*
5Y*
10Y*
ALL TIME*
19.76%

BRO

1D
-0.59%
1M
16.65%
6M
-13.38%
YTD
-13.05%
1Y
-33.02%
3Y*
-0.37%
5Y*
6.03%
10Y*
15.04%
ALL TIME*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRNY vs. BRO - Yearly Performance Comparison


2026 (YTD)20252024
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.98%24.05%-0.45%
BRO
Brown & Brown, Inc.
-13.05%-21.37%-7.93%

Correlation

The correlation between GRNY and BRO is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

-0.04

The correlation between GRNY and BRO shifts across timeframes, from -0.22 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GRNY vs. BRO — Risk / Return Rank

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

GRNY
GRNY Risk / Return Rank: 3535
Overall Rank
GRNY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 3333
Sortino Ratio Rank
GRNY Omega Ratio Rank: 3232
Omega Ratio Rank
GRNY Calmar Ratio Rank: 3838
Calmar Ratio Rank
GRNY Martin Ratio Rank: 3838
Martin Ratio Rank

BRO
BRO Risk / Return Rank: 1111
Overall Rank
BRO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 77
Sortino Ratio Rank
BRO Omega Ratio Rank: 77
Omega Ratio Rank
BRO Calmar Ratio Rank: 1818
Calmar Ratio Rank
BRO Martin Ratio Rank: 1818
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.

GRNY vs. BRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) and Brown & Brown, Inc. (BRO). 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.


GRNYBRODifference
Sharpe ratioReturn per unit of total volatility

+2.06

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.17

0.81

+0.36

Calmar ratioReturn relative to maximum drawdown

1.49

-0.71

+2.20

Martin ratioReturn relative to average drawdown

4.48

-1.17

+5.65

GRNY vs. BRO - Sharpe Ratio Comparison

The current GRNY Sharpe Ratio is 0.96, which is higher than the BRO Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of GRNY and BRO, 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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Drawdowns

GRNY vs. BRO - Drawdown Comparison

The maximum GRNY drawdown since its inception was -24.18%, smaller than the maximum BRO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for GRNY and BRO.


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Drawdown Indicators


GRNYBRODifference

Max Drawdown

Largest peak-to-trough decline

-24.18%

-55.85%

+31.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-46.93%

+35.30%

Max Drawdown (3Y)

Largest decline over 3 years

-55.85%

Max Drawdown (5Y)

Largest decline over 5 years

-55.85%

Max Drawdown (10Y)

Largest decline over 10 years

-55.85%

Current Drawdown

Current decline from peak

-2.68%

-44.02%

+41.34%

Average Drawdown

Average peak-to-trough decline

-3.84%

-13.63%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

28.61%

-24.75%

Volatility

GRNY vs. BRO - Volatility Comparison

The current volatility for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) is 4.09%, while Brown & Brown, Inc. (BRO) has a volatility of 11.02%. This indicates that GRNY experiences smaller price fluctuations and is considered to be less risky than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRNYBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

11.02%

-6.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

23.89%

-10.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

30.37%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

25.27%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

23.84%

-1.04%

Dividends

GRNY vs. BRO - Dividend Comparison

GRNY's dividend yield for the trailing twelve months is around 0.07%, less than BRO's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BRO
Brown & Brown, Inc.
0.94%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GRNY and BRO have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRO has higher volatility (11.02%) compared to GRNY (4.09%). In terms of maximum drawdown, GRNY dropped -24.18% vs BRO's -55.85%.

GRNY currently has the higher Sharpe Ratio (0.96 vs -1.09), 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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