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NVYY vs. TSYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NVYY vs. TSYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST NVDA ETF (NVYY) and GraniteShares YieldBOOST TSLA ETF (TSYY). The values are adjusted to include any dividend payments, if applicable.

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NVYY vs. TSYY - Yearly Performance Comparison


2026 (YTD)2025
NVYY
GraniteShares YieldBOOST NVDA ETF
-3.53%31.62%
TSYY
GraniteShares YieldBOOST TSLA ETF
-13.60%8.95%

Returns By Period

In the year-to-date period, NVYY achieves a -3.53% return, which is significantly higher than TSYY's -13.60% return.


NVYY

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

TSYY

1D
1.44%
1M
-6.87%
YTD
-13.60%
6M
-21.70%
1Y
-1.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NVYY vs. TSYY - Expense Ratio Comparison

NVYY has a 1.07% expense ratio, which is higher than TSYY's 0.99% expense ratio.


Return for Risk

NVYY vs. TSYY — Risk / Return Rank

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

NVYY

TSYY
TSYY Risk / Return Rank: 1212
Overall Rank
TSYY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TSYY Sortino Ratio Rank: 1212
Sortino Ratio Rank
TSYY Omega Ratio Rank: 1212
Omega Ratio Rank
TSYY Calmar Ratio Rank: 1212
Calmar Ratio Rank
TSYY Martin Ratio Rank: 1212
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. TSYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST NVDA ETF (NVYY) and GraniteShares YieldBOOST TSLA ETF (TSYY). 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. TSYY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NVYYTSYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.23

-0.57

+1.80

Correlation

The correlation between NVYY and TSYY is 0.37, 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. TSYY - Dividend Comparison

NVYY's dividend yield for the trailing twelve months is around 127.72%, less than TSYY's 307.34% yield.


TTM20252024
NVYY
GraniteShares YieldBOOST NVDA ETF
127.72%75.30%0.00%
TSYY
GraniteShares YieldBOOST TSLA ETF
307.34%256.64%0.19%

Drawdowns

NVYY vs. TSYY - Drawdown Comparison

The maximum NVYY drawdown since its inception was -14.90%, smaller than the maximum TSYY drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for NVYY and TSYY.


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Drawdown Indicators


NVYYTSYYDifference

Max Drawdown

Largest peak-to-trough decline

-14.90%

-41.52%

+26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-26.00%

Current Drawdown

Current decline from peak

-12.26%

-34.42%

+22.16%

Average Drawdown

Average peak-to-trough decline

-4.67%

-24.54%

+19.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

Volatility

NVYY vs. TSYY - Volatility Comparison


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Volatility by Period


NVYYTSYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

Volatility (6M)

Calculated over the trailing 6-month period

24.80%

Volatility (1Y)

Calculated over the trailing 1-year period

25.37%

35.88%

-10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

39.52%

-14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.37%

39.52%

-14.15%