PortfoliosLab logoPortfoliosLab logo
GRNY vs. FTAG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRNY vs. FTAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots US Large Cap ETF (GRNY) and First Trust Indxx Global Agriculture ETF (FTAG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GRNY vs. FTAG - Yearly Performance Comparison


2026 (YTD)20252024
GRNY
Fundstrat Granny Shots US Large Cap ETF
-2.95%24.05%-1.09%
FTAG
First Trust Indxx Global Agriculture ETF
12.78%14.82%-5.76%

Returns By Period

In the year-to-date period, GRNY achieves a -2.95% return, which is significantly lower than FTAG's 12.78% return.


GRNY

1D
0.67%
1M
-4.26%
YTD
-2.95%
6M
-4.49%
1Y
30.67%
3Y*
5Y*
10Y*

FTAG

1D
0.20%
1M
-0.68%
YTD
12.78%
6M
16.01%
1Y
23.51%
3Y*
3.20%
5Y*
1.71%
10Y*
5.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GRNY vs. FTAG - Expense Ratio Comparison

GRNY has a 0.75% expense ratio, which is higher than FTAG's 0.70% expense ratio.


Return for Risk

GRNY vs. FTAG — Risk / Return Rank

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

GRNY
GRNY Risk / Return Rank: 7373
Overall Rank
GRNY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 7272
Sortino Ratio Rank
GRNY Omega Ratio Rank: 6868
Omega Ratio Rank
GRNY Calmar Ratio Rank: 8282
Calmar Ratio Rank
GRNY Martin Ratio Rank: 7373
Martin Ratio Rank

FTAG
FTAG Risk / Return Rank: 7171
Overall Rank
FTAG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FTAG Sortino Ratio Rank: 7575
Sortino Ratio Rank
FTAG Omega Ratio Rank: 6969
Omega Ratio Rank
FTAG Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTAG Martin Ratio Rank: 6262
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. FTAG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Large Cap ETF (GRNY) and First Trust Indxx Global Agriculture ETF (FTAG). 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.


GRNYFTAGDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.35

-0.09

Sortino ratio

Return per unit of downside risk

1.86

1.98

-0.12

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

2.41

2.17

+0.25

Martin ratio

Return relative to average drawdown

7.89

6.62

+1.27

GRNY vs. FTAG - Sharpe Ratio Comparison

The current GRNY Sharpe Ratio is 1.26, which is comparable to the FTAG Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GRNY and FTAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GRNYFTAGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.35

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

-0.33

+0.89

Correlation

The correlation between GRNY and FTAG is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GRNY vs. FTAG - Dividend Comparison

GRNY has not paid dividends to shareholders, while FTAG's dividend yield for the trailing twelve months is around 1.35%.


TTM20252024202320222021202020192018201720162015
GRNY
Fundstrat Granny Shots US Large Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTAG
First Trust Indxx Global Agriculture ETF
1.35%1.39%2.89%3.68%1.77%1.58%1.72%2.33%2.16%1.26%0.61%1.35%

Drawdowns

GRNY vs. FTAG - Drawdown Comparison

The maximum GRNY drawdown since its inception was -24.18%, smaller than the maximum FTAG drawdown of -90.89%. Use the drawdown chart below to compare losses from any high point for GRNY and FTAG.


Loading graphics...

Drawdown Indicators


GRNYFTAGDifference

Max Drawdown

Largest peak-to-trough decline

-24.18%

-90.89%

+66.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-11.00%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.77%

Max Drawdown (10Y)

Largest decline over 10 years

-50.79%

Current Drawdown

Current decline from peak

-8.39%

-78.19%

+69.80%

Average Drawdown

Average peak-to-trough decline

-4.33%

-71.17%

+66.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.68%

+0.40%

Volatility

GRNY vs. FTAG - Volatility Comparison

Fundstrat Granny Shots US Large Cap ETF (GRNY) has a higher volatility of 6.27% compared to First Trust Indxx Global Agriculture ETF (FTAG) at 4.93%. This indicates that GRNY's price experiences larger fluctuations and is considered to be riskier than FTAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GRNYFTAGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

4.93%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

10.75%

+3.60%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

17.49%

+7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.00%

17.38%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

19.92%

+4.08%