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MUYY vs. EGGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MUYY vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST MU ETF (MUYY) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MUYY

1D
1.23%
1M
4.44%
YTD
6M
1Y
3Y*
5Y*
10Y*

EGGY

1D
4.22%
1M
13.97%
YTD
45.43%
6M
44.34%
1Y
57.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUYY vs. EGGY - Yearly Performance Comparison


Correlation

The correlation between MUYY and EGGY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 14, 2026

0.73

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Return for Risk

MUYY vs. EGGY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MUYY

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


EGGY
EGGY Risk / Return Rank: 5454
Overall Rank
EGGY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EGGY Sortino Ratio Rank: 4747
Sortino Ratio Rank
EGGY Omega Ratio Rank: 5454
Omega Ratio Rank
EGGY Calmar Ratio Rank: 6565
Calmar Ratio Rank
EGGY Martin Ratio Rank: 4848
Martin Ratio Rank
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.

MUYY vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST MU ETF (MUYY) and NestYield Dynamic Income ETF (EGGY). 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.


MUYYEGGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.10

Martin ratioReturn relative to average drawdown

7.69

MUYY vs. EGGY - Sharpe Ratio Comparison


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Drawdowns

MUYY vs. EGGY - Drawdown Comparison

The maximum MUYY drawdown since its inception was -4.87%, smaller than the maximum EGGY drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for MUYY and EGGY.


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Drawdown Indicators


MUYYEGGYDifference

Max Drawdown

Largest peak-to-trough decline

-4.87%

-18.34%

+13.47%

Max Drawdown (1Y)

Largest decline over 1 year

-18.34%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.04%

-5.23%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.38%

Volatility

MUYY vs. EGGY - Volatility Comparison


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Volatility by Period


MUYYEGGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.30%

Volatility (6M)

Calculated over the trailing 6-month period

26.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

31.41%

-13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

29.96%

-12.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

29.96%

-12.14%

MUYY vs. EGGY - Expense Ratio Comparison

MUYY has a 1.07% expense ratio, which is higher than EGGY's 0.95% expense ratio.


Dividends

MUYY vs. EGGY - Dividend Comparison

MUYY's dividend yield for the trailing twelve months is around 19.87%, less than EGGY's 24.53% yield.


PositionTTM2025
EGGY
NestYield Dynamic Income ETF
24.53%28.26%
MUYY
GraniteShares YieldBOOST MU ETF
19.87%0.00%

Frequently Asked Questions


MUYY and EGGY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EGGY is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EGGY is cheaper with a 0.95% expense ratio, compared with 1.07% for MUYY.

EGGY has the higher dividend yield at 24.53%, compared with 19.87% for MUYY.

They also come from different issuers: GraniteShares and NestYield. Their fees differ too: 1.07% for MUYY and 0.95% for EGGY.

Portfolio Optimizer

Find the right allocation for MUYY and EGGY

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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