GRNY vs. TMUS
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 17.27% vs -12.27% for TMUS. At a correlation of -0.14, they often move in opposite directions.
Performance
GRNY vs. TMUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GRNY achieves a 9.98% return, which is significantly higher than TMUS's -2.66% return.
GRNY
- 1D
- -0.37%
- 1M
- -0.94%
- 6M
- 5.26%
- YTD
- 9.98%
- 1Y
- 17.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.76%
TMUS
- 1D
- 1.67%
- 1M
- 7.69%
- 6M
- 6.08%
- YTD
- -2.66%
- 1Y
- -12.27%
- 3Y*
- 13.24%
- 5Y*
- 7.19%
- 10Y*
- 16.24%
- ALL TIME*
- 18.39%
GRNY vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 9.98% | 24.05% | -0.45% |
TMUS T-Mobile US, Inc. | -2.66% | -6.58% | -4.59% |
Correlation
The correlation between GRNY and TMUS is -0.32, 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 | -0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | -0.14 |
The correlation between GRNY and TMUS shifts across timeframes, from -0.32 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GRNY vs. TMUS — Risk / Return Rank
GRNY
TMUS
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.
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 | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.94 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | -0.36 | +1.85 |
| Martin ratioReturn relative to average drawdown | 4.48 | -0.62 | +5.10 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| GRNY | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.18% | -86.29% | +62.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -34.02% | +22.39% |
Max Drawdown (3Y)Largest decline over 3 years | — | -37.13% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.13% | — |
Current DrawdownCurrent decline from peak | -2.68% | -26.67% | +23.99% |
Average DrawdownAverage peak-to-trough decline | -3.84% | -25.98% | +22.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 19.82% | -15.96% |
Volatility
GRNY vs. TMUS - Volatility Comparison
The current volatility for Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) is 4.09%, while T-Mobile US, Inc. (TMUS) has a volatility of 10.23%. 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.
Loading charts...
Volatility by Period
| GRNY | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 10.23% | -6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 20.95% | -7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 26.25% | -8.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 24.30% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.80% | 26.17% | -3.37% |
Dividends
GRNY vs. TMUS - Dividend Comparison
GRNY's dividend yield for the trailing twelve months is around 0.07%, less than TMUS's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 0.07% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 2.01% | 1.80% | 1.28% | 0.41% |
Frequently Asked Questions
GRNY and TMUS have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (10.23%) compared to GRNY (4.09%). In terms of maximum drawdown, GRNY dropped -24.18% vs TMUS's -86.29%.
GRNY currently has the higher Sharpe Ratio (0.96 vs -0.47), 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.
Find the right allocation for GRNY and TMUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer