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PLTW vs. TSYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLTW vs. TSYY - Performance Comparison

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

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Returns By Period

In the year-to-date period, PLTW achieves a -31.53% return, which is significantly lower than TSYY's -20.53% return.


PLTW

1D
2.24%
1M
5.40%
6M
-28.11%
YTD
-31.53%
1Y
-22.07%
3Y*
5Y*
10Y*
ALL TIME*
-8.79%

TSYY

1D
-2.37%
1M
-5.02%
6M
-19.96%
YTD
-20.53%
1Y
-15.32%
3Y*
5Y*
10Y*
ALL TIME*
-24.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTW vs. TSYY - Yearly Performance Comparison


2026 (YTD)2025
PLTW
PLTR WeeklyPay™ ETF
-31.53%28.26%
TSYY
GraniteShares YieldBOOST TSLA ETF
-20.53%-22.82%

Correlation

The correlation between PLTW and TSYY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.39

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Return for Risk

PLTW vs. TSYY — Risk / Return Rank

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

PLTW
PLTW Risk / Return Rank: 77
Overall Rank
PLTW Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 88
Sortino Ratio Rank
PLTW Omega Ratio Rank: 88
Omega Ratio Rank
PLTW Calmar Ratio Rank: 66
Calmar Ratio Rank
PLTW Martin Ratio Rank: 66
Martin Ratio Rank

TSYY
TSYY Risk / Return Rank: 55
Overall Rank
TSYY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TSYY Sortino Ratio Rank: 66
Sortino Ratio Rank
TSYY Omega Ratio Rank: 55
Omega Ratio Rank
TSYY Calmar Ratio Rank: 55
Calmar Ratio Rank
TSYY Martin Ratio Rank: 55
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.

PLTW vs. TSYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) 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.

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.


PLTWTSYYDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

0.98

0.93

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.52

+0.13

Martin ratioReturn relative to average drawdown

-0.73

-0.90

+0.16

PLTW vs. TSYY - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.36, which is comparable to the TSYY Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of PLTW and TSYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PLTW vs. TSYY - Drawdown Comparison

The maximum PLTW drawdown since its inception was -57.27%, which is greater than TSYY's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for PLTW and TSYY.


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Drawdown Indicators


PLTWTSYYDifference

Max Drawdown

Largest peak-to-trough decline

-57.27%

-41.52%

-15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-57.27%

-29.54%

-27.73%

Current Drawdown

Current decline from peak

-44.00%

-39.68%

-4.32%

Average Drawdown

Average peak-to-trough decline

-24.60%

-26.72%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.10%

17.09%

+13.01%

Volatility

PLTW vs. TSYY - Volatility Comparison

PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 18.74% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 7.13%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than TSYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PLTWTSYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.74%

7.13%

+11.61%

Volatility (6M)

Calculated over the trailing 6-month period

48.11%

18.18%

+29.93%

Volatility (1Y)

Calculated over the trailing 1-year period

61.79%

30.15%

+31.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.64%

36.66%

+36.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.64%

36.66%

+36.98%

PLTW vs. TSYY - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is lower than TSYY's 1.15% expense ratio.


Dividends

PLTW vs. TSYY - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 128.07%, less than TSYY's 250.98% yield.


PositionTTM20252024
PLTW
PLTR WeeklyPay™ ETF
128.07%72.40%0.00%
TSYY
GraniteShares YieldBOOST TSLA ETF
250.98%256.64%0.19%

Frequently Asked Questions


PLTW and TSYY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTW has higher volatility (18.74%) compared to TSYY (7.13%). In terms of maximum drawdown, PLTW dropped -57.27% vs TSYY's -41.52%.

On 1-year performance, TSYY leads with -15.32% vs -22.07% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, TSYY has been the lower-risk option at 7.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TSYY has performed better with a -15.32% return vs -22.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLTW is cheaper with a 0.99% expense ratio, compared with 1.15% for TSYY.

TSYY has the higher dividend yield at 250.98%, compared with 128.07% for PLTW.

They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for PLTW and 1.15% for TSYY.

PLTW currently has the higher Sharpe Ratio (-0.36 vs -0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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