HYP vs. DARP

Last updated Jul 14, 2026

HYP (Golden Eagle Dynamic Hypergrowth ETF) and DARP (Grizzle Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure. HYP charges 0.85%/yr vs 0.75%/yr for DARP.

Performance

HYP vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golden Eagle Dynamic Hypergrowth ETF (HYP) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HYP achieves a 19.17% return, which is significantly lower than DARP's 25.59% return.

HYP

• 1D: -3.79%
• 1M: -5.92%
• 6M: 5.10%
• YTD: 19.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DARP

• 1D: -1.86%
• 1M: -0.50%
• 6M: 19.71%
• YTD: 25.59%
• 1Y: 57.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

HYP vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025
HYP Golden Eagle Dynamic Hypergrowth ETF	19.17%	-6.61%
DARP Grizzle Growth ETF	25.59%	9.43%

Correlation

The correlation between HYP and DARP is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.82

Return for Risk

HYP vs. DARP — Risk / Return Rank

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

HYP

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

DARP

DARP Risk / Return Rank: 85
DARP Sharpe Ratio Rank: 88
DARP Sortino Ratio Rank: 77
DARP Omega Ratio Rank: 77
DARP Calmar Ratio Rank: 93
DARP Martin Ratio Rank: 91

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.

HYP vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golden Eagle Dynamic Hypergrowth ETF (HYP) and Grizzle Growth ETF (DARP). 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.

	HYP	DARP	Difference
Sharpe ratio: Return per unit of total volatility	—	2.26	—
Sortino ratio: Return per unit of downside risk	—	2.72	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	4.89	—
Martin ratio: Return relative to average drawdown	—	16.55	—

Drawdowns

HYP vs. DARP - Drawdown Comparison

The maximum HYP drawdown since its inception was -19.58%, smaller than the maximum DARP drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for HYP and DARP.

Drawdown Indicators

	HYP	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-19.58%	-30.27%	+10.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.82%	—
Current Drawdown Current decline from peak	-12.70%	-6.05%	-6.65%
Average Drawdown Average peak-to-trough decline	-6.52%	-4.64%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.49%	—

Volatility

Volatility by Period

	HYP	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	44.42%	25.59%	+18.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.42%	26.59%	+17.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.42%	26.59%	+17.83%

HYP vs. DARP - Expense Ratio Comparison

HYP has a 0.85% expense ratio, which is higher than DARP's 0.75% expense ratio.

Dividends

HYP vs. DARP - Dividend Comparison

HYP's dividend yield for the trailing twelve months is around 0.11%, less than DARP's 0.35% yield.

Position	TTM	2025	2024	2023
DARP Grizzle Growth ETF	0.35%	0.43%	1.93%	0.32%
HYP Golden Eagle Dynamic Hypergrowth ETF	0.11%	0.14%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HYP and DARP in my portfolio?

HYP and DARP have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HYP or DARP?

On fees, DARP is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, HYP or DARP?

DARP is cheaper with a 0.75% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, HYP or DARP?

DARP has the higher dividend yield at 0.35%, compared with 0.11% for HYP.

What is the main difference between HYP and DARP?

They also come from different issuers: Golden Eagle and Grizzle. Their fees differ too: 0.85% for HYP and 0.75% for DARP.