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HIMY vs. COYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIMY vs. COYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Leveraged Long + Income HIMS ETF (HIMY) and GraniteShares YieldBOOST COIN ETF (COYY). The values are adjusted to include any dividend payments, if applicable.

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HIMY vs. COYY - Yearly Performance Comparison


2026 (YTD)2025
HIMY
Defiance Leveraged Long + Income HIMS ETF
-13.23%-47.75%
COYY
GraniteShares YieldBOOST COIN ETF
-23.52%-33.62%

Returns By Period

In the year-to-date period, HIMY achieves a -13.23% return, which is significantly higher than COYY's -23.52% return.


HIMY

1D
0.00%
1M
0.00%
YTD
-13.23%
6M
-70.17%
1Y
3Y*
5Y*
10Y*

COYY

1D
2.15%
1M
-1.06%
YTD
-23.52%
6M
-51.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIMY vs. COYY - Expense Ratio Comparison

HIMY has a 1.51% expense ratio, which is higher than COYY's 1.07% expense ratio.


Return for Risk

HIMY vs. COYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Leveraged Long + Income HIMS ETF (HIMY) and GraniteShares YieldBOOST COIN ETF (COYY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HIMY vs. COYY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HIMYCOYYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-1.73

+1.02

Correlation

The correlation between HIMY and COYY is 0.40, 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

HIMY vs. COYY - Dividend Comparison

HIMY's dividend yield for the trailing twelve months is around 102.38%, less than COYY's 287.99% yield.


Drawdowns

HIMY vs. COYY - Drawdown Comparison

The maximum HIMY drawdown since its inception was -76.38%, which is greater than COYY's maximum drawdown of -58.26%. Use the drawdown chart below to compare losses from any high point for HIMY and COYY.


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Drawdown Indicators


HIMYCOYYDifference

Max Drawdown

Largest peak-to-trough decline

-76.38%

-58.26%

-18.12%

Current Drawdown

Current decline from peak

-74.01%

-54.97%

-19.04%

Average Drawdown

Average peak-to-trough decline

-47.33%

-30.00%

-17.33%

Volatility

HIMY vs. COYY - Volatility Comparison


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Volatility by Period


HIMYCOYYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

106.47%

39.38%

+67.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.47%

39.38%

+67.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.47%

39.38%

+67.09%