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IOYY vs. NVD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOYY vs. NVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST IONQ ETF (IOYY) and GraniteShares 2x Short NVDA Daily ETF (NVD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IOYY achieves a -23.21% return, which is significantly higher than NVD's -30.21% return.


IOYY

1D
0.47%
1M
-9.48%
6M
-22.19%
YTD
-23.21%
1Y
3Y*
5Y*
10Y*
ALL TIME*

NVD

1D
-5.85%
1M
-9.27%
6M
-25.85%
YTD
-30.21%
1Y
-45.67%
3Y*
5Y*
10Y*
ALL TIME*
-78.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$209.08K$276.26K$323.34K
$448.34M$392.73M$345.88M

IOYY vs. NVD - Yearly Performance Comparison


2026 (YTD)2025
IOYY
GraniteShares YieldBOOST IONQ ETF
-23.21%-13.50%
NVD
GraniteShares 2x Short NVDA Daily ETF
-30.21%17.10%

Correlation

The correlation between IOYY and NVD is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 4, 2025

-0.21

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Return for Risk

IOYY vs. NVD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IOYY

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


NVD
NVD Risk / Return Rank: 44
Overall Rank
NVD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NVD Sortino Ratio Rank: 55
Sortino Ratio Rank
NVD Omega Ratio Rank: 55
Omega Ratio Rank
NVD Calmar Ratio Rank: 33
Calmar Ratio Rank
NVD Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IOYY vs. NVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST IONQ ETF (IOYY) and GraniteShares 2x Short NVDA Daily ETF (NVD). 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.


IOYYNVDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.94

Calmar ratioReturn relative to maximum drawdown

-0.72

Martin ratioReturn relative to average drawdown

-1.30

IOYY vs. NVD - Sharpe Ratio Comparison


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Drawdowns

IOYY vs. NVD - Drawdown Comparison

The maximum IOYY drawdown since its inception was -38.97%, smaller than the maximum NVD drawdown of -99.26%. Use the drawdown chart below to compare losses from any high point for IOYY and NVD.


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Drawdown Indicators


IOYYNVDDifference

Max Drawdown

Largest peak-to-trough decline

-38.97%

-99.26%

+60.29%

Max Drawdown (1Y)

Largest decline over 1 year

-59.80%

Current Drawdown

Current decline from peak

-37.72%

-99.06%

+61.34%

Average Drawdown

Average peak-to-trough decline

-25.04%

-82.49%

+57.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.25%

Volatility

IOYY vs. NVD - Volatility Comparison


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Volatility by Period


IOYYNVDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.19%

Volatility (6M)

Calculated over the trailing 6-month period

57.44%

Volatility (1Y)

Calculated over the trailing 1-year period

31.30%

73.16%

-41.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.30%

92.05%

-60.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.30%

92.05%

-60.75%

IOYY vs. NVD - Expense Ratio Comparison

IOYY has a 1.07% expense ratio, which is lower than NVD's 1.50% expense ratio.


Dividends

IOYY vs. NVD - Dividend Comparison

IOYY's dividend yield for the trailing twelve months is around 184.92%, more than NVD's 16.95% yield.


PositionTTM202520242023
IOYY
GraniteShares YieldBOOST IONQ ETF
184.92%28.55%0.00%0.00%
NVD
GraniteShares 2x Short NVDA Daily ETF
16.95%11.83%8.68%15.78%

Frequently Asked Questions


IOYY and NVD have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IOYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IOYY is cheaper with a 1.07% expense ratio, compared with 1.50% for NVD.

IOYY has the higher dividend yield at 184.92%, compared with 16.95% for NVD.

IOYY is categorized as Derivative Income, while NVD is Inverse Equities. Their fees differ too: 1.07% for IOYY and 1.50% for NVD.

Portfolio Optimizer

Find the right allocation for IOYY and NVD

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