LFGY vs. COYY

Last updated Aug 2, 2026

LFGY (YieldMax Crypto Industry & Tech Portfolio Option Income ETF) and COYY (GraniteShares YieldBOOST COIN ETF) are both Derivative Income funds. Both are actively managed. Over the past year, LFGY returned -0.86% vs -56.54% for COYY. Their 0.69 correlation means they have sometimes moved together and sometimes differently. LFGY charges 1.02%/yr vs 1.07%/yr for COYY.

Performance

LFGY vs. COYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) and GraniteShares YieldBOOST COIN ETF (COYY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LFGY achieves a 6.34% return, which is significantly higher than COYY's -32.55% return.

LFGY

• 1D: -1.42%
• 1M: -1.38%
• 6M: 5.38%
• YTD: 6.34%
• 1Y: -0.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -2.36%

COYY

• 1D: -3.58%
• 1M: -1.27%
• 6M: -19.84%
• YTD: -32.55%
• 1Y: -56.54%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -59.38%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COYY GraniteShares YieldBOOST COIN ETF	$328.65K	$310.41K	$590.67K
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	$957.02K	$905.59K	$1.33M

LFGY vs. COYY - Yearly Performance Comparison

	2026 (YTD)	2025
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	6.34%	-14.10%
COYY GraniteShares YieldBOOST COIN ETF	-32.55%	-40.04%

Correlation

The correlation between LFGY and COYY is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.70
Correlation (All Time) Calculated using the full available price history since Jul 29, 2025	0.69

The correlation between LFGY and COYY has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.

Return for Risk

LFGY vs. COYY — Risk / Return Rank

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

LFGY

LFGY Risk / Return Rank: 9
LFGY Sharpe Ratio Rank: 9
LFGY Sortino Ratio Rank: 10
LFGY Omega Ratio Rank: 10
LFGY Calmar Ratio Rank: 8
LFGY Martin Ratio Rank: 8

COYY

COYY Risk / Return Rank: 0
COYY Sharpe Ratio Rank: 0
COYY Sortino Ratio Rank: 0
COYY Omega Ratio Rank: 0
COYY Calmar Ratio Rank: 0
COYY Martin Ratio Rank: 1

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.

LFGY vs. COYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) 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.

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.

	LFGY	COYY	Difference
Sharpe ratio: Return per unit of total volatility	-0.15	-1.77	+1.62
Sortino ratio: Return per unit of downside risk	0.07	-3.10	+3.16
Omega ratio: Gain probability vs. loss probability	1.01	0.63	+0.38
Calmar ratio: Return relative to maximum drawdown	-0.17	-1.01	+0.84
Martin ratio: Return relative to average drawdown	-0.36	-1.42	+1.07

LFGY vs. COYY - Sharpe Ratio Comparison

The current LFGY Sharpe Ratio is -0.15, which is higher than the COYY Sharpe Ratio of -1.77. The chart below compares the historical Sharpe Ratios of LFGY and COYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFGY vs. COYY - Drawdown Comparison

The maximum LFGY drawdown since its inception was -35.94%, smaller than the maximum COYY drawdown of -60.85%. Use the drawdown chart below to compare losses from any high point for LFGY and COYY.

Drawdown Indicators

	LFGY	COYY	Difference
Max Drawdown Largest peak-to-trough decline	-35.94%	-60.85%	+24.91%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-59.62%	+23.68%
Current Drawdown Current decline from peak	-18.77%	-60.29%	+41.52%
Average Drawdown Average peak-to-trough decline	-14.12%	-38.89%	+24.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.27%	43.81%	-26.54%

Volatility

LFGY vs. COYY - Volatility Comparison

YieldMax Crypto Industry & Tech Portfolio Option Income ETF (LFGY) has a higher volatility of 14.26% compared to GraniteShares YieldBOOST COIN ETF (COYY) at 5.36%. This indicates that LFGY's price experiences larger fluctuations and is considered to be riskier than COYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LFGY	COYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.26%	5.36%	+8.90%
Volatility (6M) Calculated over the trailing 6-month period	33.33%	18.43%	+14.90%
Volatility (1Y) Calculated over the trailing 1-year period	40.62%	34.16%	+6.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.60%	34.10%	+8.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.60%	34.10%	+8.50%

LFGY vs. COYY - Expense Ratio Comparison

LFGY has a 1.02% expense ratio, which is lower than COYY's 1.07% expense ratio.

Dividends

LFGY vs. COYY - Dividend Comparison

LFGY's dividend yield for the trailing twelve months is around 85.75%, less than COYY's 472.52% yield.

Position	TTM	2025
COYY GraniteShares YieldBOOST COIN ETF	442.76%	132.14%
LFGY YieldMax Crypto Industry & Tech Portfolio Option Income ETF	85.75%	94.90%

Frequently Asked Questions

Can I hold both LFGY and COYY in my portfolio?

LFGY and COYY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LFGY or COYY?

LFGY has higher volatility (14.26%) compared to COYY (5.36%). In terms of maximum drawdown, LFGY dropped -35.94% vs COYY's -60.85%.

Which ETF is better, LFGY or COYY?

On 1-year performance, LFGY leads with -0.86% vs -56.54% for COYY. On fees, LFGY is cheaper at 1.02% per year. On volatility, COYY has been the lower-risk option at 5.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFGY or COYY?

Over the 1-year period, LFGY has performed better with a -0.86% return vs -56.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFGY or COYY?

LFGY is cheaper with a 1.02% expense ratio, compared with 1.07% for COYY.

Which ETF pays a higher dividend yield, LFGY or COYY?

COYY has the higher dividend yield at 442.76%, compared with 85.75% for LFGY.

What is the main difference between LFGY and COYY?

They also come from different issuers: YieldMax and GraniteShares. Their fees differ too: 1.02% for LFGY and 1.07% for COYY.

Which has better risk-adjusted returns?

LFGY currently has the higher Sharpe Ratio (-0.15 vs -1.77), 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.