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NVYY vs. ARMG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVYY vs. ARMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST NVDA ETF (NVYY) and Leverage Shares 2X Long ARM Daily ETF (ARMG). The values are adjusted to include any dividend payments, if applicable.

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NVYY vs. ARMG - Yearly Performance Comparison


2026 (YTD)2025
NVYY
GraniteShares YieldBOOST NVDA ETF
-3.53%31.62%
ARMG
Leverage Shares 2X Long ARM Daily ETF
78.95%-39.99%

Returns By Period

In the year-to-date period, NVYY achieves a -3.53% return, which is significantly lower than ARMG's 78.95% return.


NVYY

1D
0.50%
1M
-3.38%
YTD
-3.53%
6M
-3.72%
1Y
3Y*
5Y*
10Y*

ARMG

1D
5.05%
1M
45.92%
YTD
78.95%
6M
-13.55%
1Y
34.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVYY vs. ARMG - Expense Ratio Comparison

NVYY has a 1.07% expense ratio, which is higher than ARMG's 0.75% expense ratio.


Return for Risk

NVYY vs. ARMG — Risk / Return Rank

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

NVYY

ARMG
ARMG Risk / Return Rank: 2929
Overall Rank
ARMG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ARMG Sortino Ratio Rank: 4646
Sortino Ratio Rank
ARMG Omega Ratio Rank: 3939
Omega Ratio Rank
ARMG Calmar Ratio Rank: 2222
Calmar Ratio Rank
ARMG Martin Ratio Rank: 1818
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.

NVYY vs. ARMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and Leverage Shares 2X Long ARM Daily ETF (ARMG). 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.


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

NVYY vs. ARMG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVYYARMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

-0.22

+1.45

Correlation

The correlation between NVYY and ARMG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NVYY vs. ARMG - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 127.72%, more than ARMG's 2.72% yield.


Drawdowns

NVYY vs. ARMG - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum ARMG drawdown of -80.28%. Use the drawdown chart below to compare losses from any high point for NVYY and ARMG.


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Drawdown Indicators


NVYYARMGDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-80.28%

+65.38%

Max Drawdown (1Y)

Largest decline over 1 year

-68.13%

Current Drawdown

Current decline from peak

-12.26%

-57.60%

+45.34%

Average Drawdown

Average peak-to-trough decline

-4.67%

-56.38%

+51.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.78%

Volatility

NVYY vs. ARMG - Volatility Comparison


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Volatility by Period


NVYYARMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.35%

Volatility (6M)

Calculated over the trailing 6-month period

76.96%

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

117.71%

-92.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

123.23%

-97.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

123.23%

-97.86%