IOYY vs. PTIR
Compare and contrast key facts about GraniteShares YieldBOOST IONQ ETF (IOYY) and GraniteShares 2x Long PLTR Daily ETF (PTIR).
IOYY and PTIR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOYY is an actively managed fund by GraniteShares. It was launched on Nov 3, 2025. PTIR is an actively managed fund by GraniteShares. It was launched on Sep 3, 2024.
Performance
IOYY vs. PTIR - Performance Comparison
Loading graphics...
IOYY vs. PTIR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | -23.30% | -11.64% |
PTIR GraniteShares 2x Long PLTR Daily ETF | -38.57% | -17.78% |
Returns By Period
In the year-to-date period, IOYY achieves a -23.30% return, which is significantly higher than PTIR's -38.57% return.
IOYY
- 1D
- -0.99%
- 1M
- -14.51%
- YTD
- -23.30%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PTIR
- 1D
- 0.31%
- 1M
- -0.91%
- YTD
- -38.57%
- 6M
- -48.17%
- 1Y
- 93.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IOYY vs. PTIR - Expense Ratio Comparison
IOYY has a 1.07% expense ratio, which is lower than PTIR's 1.15% expense ratio.
Return for Risk
IOYY vs. PTIR — Risk / Return Rank
IOYY
PTIR
IOYY vs. PTIR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST IONQ ETF (IOYY) and GraniteShares 2x Long PLTR Daily ETF (PTIR). 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.
Loading graphics...
Sharpe Ratios by Period
| IOYY | PTIR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.61 | 2.65 | -4.26 |
Correlation
The correlation between IOYY and PTIR is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IOYY vs. PTIR - Dividend Comparison
IOYY's dividend yield for the trailing twelve months is around 101.50%, more than PTIR's 9.46% yield.
| TTM | 2025 | |
|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | 101.50% | 28.55% |
PTIR GraniteShares 2x Long PLTR Daily ETF | 9.46% | 5.81% |
Drawdowns
IOYY vs. PTIR - Drawdown Comparison
The maximum IOYY drawdown since its inception was -38.47%, smaller than the maximum PTIR drawdown of -69.10%. Use the drawdown chart below to compare losses from any high point for IOYY and PTIR.
Loading graphics...
Drawdown Indicators
| IOYY | PTIR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.47% | -69.10% | +30.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -66.10% | — |
Current DrawdownCurrent decline from peak | -37.79% | -57.67% | +19.88% |
Average DrawdownAverage peak-to-trough decline | -19.03% | -23.67% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 30.36% | — |
Volatility
IOYY vs. PTIR - Volatility Comparison
Loading graphics...
Volatility by Period
| IOYY | PTIR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 29.08% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 76.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 38.82% | 115.08% | -76.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.82% | 130.96% | -92.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.82% | 130.96% | -92.14% |