GRNY vs. TMUS

Last updated Jun 9, 2026

GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs, while TMUS (T-Mobile US, Inc.) is a stock. Over the past year, GRNY returned 26.59% vs -26.06% for TMUS. At a correlation of -0.13, they often move in opposite directions.

Performance

GRNY vs. TMUS - 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 T-Mobile US, Inc. (TMUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GRNY achieves a 9.21% return, which is significantly higher than TMUS's -11.22% return.

GRNY

• 1D: 0.52%
• 1M: 0.19%
• YTD: 9.21%
• 6M: 7.56%
• 1Y: 26.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TMUS

• 1D: 0.19%
• 1M: -7.35%
• YTD: -11.22%
• 6M: -11.83%
• 1Y: -26.06%
• 3Y*: 12.41%
• 5Y*: 4.85%
• 10Y*: 16.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GRNY vs. TMUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	9.21%	24.05%	-1.09%
TMUS T-Mobile US, Inc.	-11.22%	-6.58%	-4.30%

Correlation

The correlation between GRNY and TMUS is -0.27, 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	-0.27
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	-0.13

The correlation between GRNY and TMUS shifts across timeframes, from -0.27 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GRNY vs. TMUS — Risk / Return Rank

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

GRNY

GRNY Risk / Return Rank: 47
GRNY Sharpe Ratio Rank: 47
GRNY Sortino Ratio Rank: 45
GRNY Omega Ratio Rank: 44
GRNY Calmar Ratio Rank: 51
GRNY Martin Ratio Rank: 46

TMUS

TMUS Risk / Return Rank: 6
TMUS Sharpe Ratio Rank: 4
TMUS Sortino Ratio Rank: 6
TMUS Omega Ratio Rank: 8
TMUS Calmar Ratio Rank: 8
TMUS Martin Ratio Rank: 6

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. TMUS - 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 T-Mobile US, Inc. (TMUS). 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.

	GRNY	TMUS	Difference
Sharpe ratio: Return per unit of total volatility	1.50	-1.05	+2.54
Sortino ratio: Return per unit of downside risk	2.03	-1.49	+3.52
Omega ratio: Gain probability vs. loss probability	1.26	0.83	+0.42
Calmar ratio: Return relative to maximum drawdown	2.30	-0.86	+3.16
Martin ratio: Return relative to average drawdown	7.00	-1.49	+8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRNY vs. TMUS - Sharpe Ratio Comparison

The current GRNY Sharpe Ratio is 1.50, which is higher than the TMUS Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of GRNY and TMUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GRNY	TMUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	-1.05	+2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.20	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.62	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.20	+0.69

Drawdowns

GRNY vs. TMUS - Drawdown Comparison

The maximum GRNY drawdown since its inception was -24.18%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for GRNY and TMUS.

Drawdown Indicators

	GRNY	TMUS	Difference
Max Drawdown Largest peak-to-trough decline	-24.18%	-86.29%	+62.11%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-30.37%	+18.74%
Max Drawdown (3Y) Largest decline over 3 years	—	-33.65%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.65%	—
Current Drawdown Current decline from peak	-2.59%	-33.12%	+30.53%
Average Drawdown Average peak-to-trough decline	-4.01%	-25.96%	+21.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.81%	17.64%	-13.83%

Volatility

GRNY vs. TMUS - Volatility Comparison

The current volatility for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) is 5.02%, while T-Mobile US, Inc. (TMUS) has a volatility of 6.91%. This indicates that GRNY experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GRNY	TMUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.02%	6.91%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	13.09%	19.14%	-6.05%
Volatility (1Y) Calculated over the trailing 1-year period	17.86%	25.04%	-7.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.25%	23.86%	-0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.25%	26.08%	-2.83%

Dividends

GRNY vs. TMUS - Dividend Comparison

GRNY has not paid dividends to shareholders, while TMUS's dividend yield for the trailing twelve months is around 2.21%.

Position	TTM	2025	2024	2023
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	0.00%	0.00%	0.00%	0.00%
TMUS T-Mobile US, Inc.	2.21%	1.80%	1.28%	0.41%

Frequently Asked Questions

Can I hold both GRNY and TMUS in my portfolio?

GRNY and TMUS have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GRNY or TMUS?

TMUS has higher volatility (6.91%) compared to GRNY (5.02%). In terms of maximum drawdown, GRNY dropped -24.18% vs TMUS's -86.29%.

Which has better risk-adjusted returns?

GRNY currently has the higher Sharpe Ratio (1.50 vs -1.05), 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.