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MAAY vs. FFUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAAY vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST MARA ETF (MAAY) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MAAY achieves a -17.81% return, which is significantly lower than FFUT's 12.04% return.


MAAY

1D
-0.02%
1M
-0.49%
6M
-13.04%
YTD
-17.81%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FFUT

1D
0.62%
1M
3.83%
6M
8.50%
YTD
12.04%
1Y
21.43%
3Y*
5Y*
10Y*
ALL TIME*
18.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.39M$3.96M$2.07M
$187.96K$146.18K$110.79K

MAAY vs. FFUT - Yearly Performance Comparison


2026 (YTD)2025
MAAY
GraniteShares YieldBOOST MARA ETF
-17.81%-29.75%
FFUT
Fidelity Managed Futures ETF
12.04%2.70%

Correlation

The correlation between MAAY and FFUT is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

-0.08

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Return for Risk

MAAY vs. FFUT — Risk / Return Rank

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

MAAY

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


FFUT
FFUT Risk / Return Rank: 7777
Overall Rank
FFUT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FFUT Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFUT Omega Ratio Rank: 7373
Omega Ratio Rank
FFUT Calmar Ratio Rank: 8787
Calmar Ratio Rank
FFUT Martin Ratio Rank: 8484
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.

MAAY vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST MARA ETF (MAAY) and Fidelity Managed Futures ETF (FFUT). 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.


MAAYFFUTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.85

Martin ratioReturn relative to average drawdown

12.93

MAAY vs. FFUT - Sharpe Ratio Comparison


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Drawdowns

MAAY vs. FFUT - Drawdown Comparison

The maximum MAAY drawdown since its inception was -45.92%, which is greater than FFUT's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for MAAY and FFUT.


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Drawdown Indicators


MAAYFFUTDifference

Max Drawdown

Largest peak-to-trough decline

-45.92%

-5.59%

-40.33%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

Current Drawdown

Current decline from peak

-42.26%

-2.77%

-39.49%

Average Drawdown

Average peak-to-trough decline

-34.31%

-1.13%

-33.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

MAAY vs. FFUT - Volatility Comparison


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Volatility by Period


MAAYFFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

Volatility (1Y)

Calculated over the trailing 1-year period

28.00%

11.71%

+16.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.00%

11.13%

+16.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.00%

11.13%

+16.87%

MAAY vs. FFUT - Expense Ratio Comparison

MAAY has a 1.07% expense ratio, which is higher than FFUT's 0.80% expense ratio.


Dividends

MAAY vs. FFUT - Dividend Comparison

MAAY's dividend yield for the trailing twelve months is around 177.00%, more than FFUT's 1.87% yield.


PositionTTM2025
FFUT
Fidelity Managed Futures ETF
1.87%2.09%
MAAY
GraniteShares YieldBOOST MARA ETF
177.00%31.22%

Frequently Asked Questions


MAAY and FFUT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FFUT is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FFUT is cheaper with a 0.80% expense ratio, compared with 1.07% for MAAY.

MAAY has the higher dividend yield at 177.00%, compared with 1.87% for FFUT.

MAAY is categorized as Derivative Income, while FFUT is Systematic Trend. They also come from different issuers: GraniteShares and Fidelity. Their fees differ too: 1.07% for MAAY and 0.80% for FFUT.

Portfolio Optimizer

Find the right allocation for MAAY and FFUT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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