MSFL vs. APLY

In the year-to-date period, MSFL achieves a 1.85% return, which is significantly higher than APLY's -18.47% return.

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MSFL has a 1.15% expense ratio, which is higher than APLY's 0.99% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MSFT Daily ETF (MSFL) and YieldMax AAPL Option Income Strategy ETF (APLY). 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.

The current MSFL Sharpe Ratio is -0.03, which is lower than the APLY Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of MSFL and APLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSFL has not paid dividends to shareholders, while APLY's dividend yield for the trailing twelve months is around 35.53%.

The maximum MSFL drawdown since its inception was -47.70%, which is greater than APLY's maximum drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for MSFL and APLY. For additional features, visit the drawdowns tool.

GraniteShares 2x Long MSFT Daily ETF (MSFL) has a higher volatility of 20.67% compared to YieldMax AAPL Option Income Strategy ETF (APLY) at 8.75%. This indicates that MSFL's price experiences larger fluctuations and is considered to be riskier than APLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.