MAAY vs. PTIR

Last updated Jun 24, 2026

MAAY (GraniteShares YieldBOOST MARA ETF) and PTIR (GraniteShares 2x Long PLTR Daily ETF) are both exchange-traded funds - MAAY is a Derivative Income fund actively managed by GraniteShares, while PTIR is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. MAAY charges 1.07%/yr vs 1.15%/yr for PTIR.

Performance

MAAY vs. PTIR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST MARA ETF (MAAY) and GraniteShares 2x Long PLTR Daily ETF (PTIR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAAY achieves a -14.29% return, which is significantly higher than PTIR's -64.50% return.

MAAY

• 1D: 0.37%
• 1M: 3.18%
• YTD: -14.29%
• 6M: -21.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PTIR

• 1D: -4.81%
• 1M: -30.43%
• YTD: -64.50%
• 6M: -70.36%
• 1Y: -52.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MAAY vs. PTIR - Yearly Performance Comparison

	2026 (YTD)	2025
MAAY GraniteShares YieldBOOST MARA ETF	-14.29%	-29.75%
PTIR GraniteShares 2x Long PLTR Daily ETF	-64.50%	-31.08%

Correlation

The correlation between MAAY and PTIR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025	0.28

Return for Risk

MAAY vs. PTIR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.

PTIR

PTIR Risk / Return Rank: 5
PTIR Sharpe Ratio Rank: 5
PTIR Sortino Ratio Rank: 6
PTIR Omega Ratio Rank: 6
PTIR Calmar Ratio Rank: 3
PTIR Martin Ratio Rank: 3

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.

MAAY vs. PTIR - Risk-Adjusted Trends Comparison

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

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.

	MAAY	PTIR	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.51	—
Sortino ratio: Return per unit of downside risk	—	-0.26	—
Omega ratio: Gain probability vs. loss probability	—	0.97	—
Calmar ratio: Return relative to maximum drawdown	—	-0.69	—
Martin ratio: Return relative to average drawdown	—	-1.22	—

Drawdowns

MAAY vs. PTIR - Drawdown Comparison

The maximum MAAY drawdown since its inception was -45.92%, smaller than the maximum PTIR drawdown of -75.53%. Use the drawdown chart below to compare losses from any high point for MAAY and PTIR.

Drawdown Indicators

	MAAY	PTIR	Difference
Max Drawdown Largest peak-to-trough decline	-45.92%	-75.53%	+29.61%
Max Drawdown (1Y) Largest decline over 1 year	—	-75.53%	—
Current Drawdown Current decline from peak	-39.78%	-75.53%	+35.75%
Average Drawdown Average peak-to-trough decline	-32.86%	-28.60%	-4.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	42.52%	—

Volatility

Volatility by Period

	MAAY	PTIR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	37.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	77.76%	—
Volatility (1Y) Calculated over the trailing 1-year period	29.46%	102.66%	-73.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.46%	128.79%	-99.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.46%	128.79%	-99.33%

MAAY vs. PTIR - Expense Ratio Comparison

MAAY has a 1.07% expense ratio, which is lower than PTIR's 1.15% expense ratio.

Dividends

MAAY vs. PTIR - Dividend Comparison

MAAY's dividend yield for the trailing twelve months is around 142.70%, more than PTIR's 16.37% yield.

Position	TTM	2025
MAAY GraniteShares YieldBOOST MARA ETF	142.70%	31.22%
PTIR GraniteShares 2x Long PLTR Daily ETF	16.37%	5.81%

Frequently Asked Questions

Can I hold both MAAY and PTIR in my portfolio?

MAAY and PTIR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MAAY or PTIR?

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

Which ETF is cheaper, MAAY or PTIR?

MAAY is cheaper with a 1.07% expense ratio, compared with 1.15% for PTIR.

Which ETF pays a higher dividend yield, MAAY or PTIR?

MAAY has the higher dividend yield at 142.70%, compared with 16.37% for PTIR.

What is the main difference between MAAY and PTIR?

MAAY is categorized as Derivative Income, while PTIR is Leveraged Equities. Their fees differ too: 1.07% for MAAY and 1.15% for PTIR.