GRNY vs. LII
GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs, while LII (Lennox International Inc.) is a stock. Over the past year, GRNY returned 17.27% vs -11.53% for LII. At a 0.48 correlation, their price movements are largely independent.
Performance
GRNY vs. LII - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with GRNY having a 9.98% return and LII slightly higher at 10.47%.
GRNY
- 1D
- -0.37%
- 1M
- -0.94%
- 6M
- 5.26%
- YTD
- 9.98%
- 1Y
- 17.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.76%
LII
- 1D
- -1.90%
- 1M
- 0.46%
- 6M
- 2.01%
- YTD
- 10.47%
- 1Y
- -11.53%
- 3Y*
- 18.38%
- 5Y*
- 12.05%
- 10Y*
- 14.75%
- ALL TIME*
- 15.06%
GRNY vs. LII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 9.98% | 24.05% | -0.45% |
LII Lennox International Inc. | 10.47% | -19.54% | 0.94% |
Correlation
The correlation between GRNY and LII 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 Nov 7, 2024 | 0.48 |
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Return for Risk
GRNY vs. LII — Risk / Return Rank
GRNY
LII
GRNY vs. LII - 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 Lennox International Inc. (LII). 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.
| GRNY | LII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.97 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | -0.34 | +1.83 |
| Martin ratioReturn relative to average drawdown | 4.48 | -0.54 | +5.02 |
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Drawdowns
GRNY vs. LII - Drawdown Comparison
The maximum GRNY drawdown since its inception was -24.18%, smaller than the maximum LII drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for GRNY and LII.
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Drawdown Indicators
| GRNY | LII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.18% | -62.76% | +38.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -33.77% | +22.14% |
Max Drawdown (3Y)Largest decline over 3 years | — | -34.71% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.88% | — |
Current DrawdownCurrent decline from peak | -2.68% | -20.02% | +17.34% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -14.52% | +10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 21.53% | -17.67% |
Volatility
GRNY vs. LII - Volatility Comparison
The current volatility for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) is 4.09%, while Lennox International Inc. (LII) has a volatility of 10.52%. This indicates that GRNY experiences smaller price fluctuations and is considered to be less risky than LII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRNY | LII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 10.52% | -6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 27.61% | -14.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 36.14% | -18.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 32.15% | -9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.80% | 29.45% | -6.65% |
Dividends
GRNY vs. LII - Dividend Comparison
GRNY's dividend yield for the trailing twelve months is around 0.07%, less than LII's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LII Lennox International Inc. | 0.99% | 1.04% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% |
Frequently Asked Questions
GRNY and LII 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.
LII has higher volatility (10.52%) compared to GRNY (4.09%). In terms of maximum drawdown, GRNY dropped -24.18% vs LII's -62.76%.
GRNY currently has the higher Sharpe Ratio (0.96 vs -0.32), 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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