PLTW vs. TSYY
PLTW (PLTR WeeklyPay™ ETF) and TSYY (GraniteShares YieldBOOST TSLA ETF) are both Derivative Income funds. Both are actively managed. Over the past year, PLTW returned -14.50% vs -7.79% for TSYY. At a 0.41 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.
Performance
PLTW vs. TSYY - Performance Comparison
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Returns By Period
In the year-to-date period, PLTW achieves a -35.27% return, which is significantly lower than TSYY's -16.74% return.
PLTW
- 1D
- -3.30%
- 1M
- -3.21%
- YTD
- -35.27%
- 6M
- -38.21%
- 1Y
- -14.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSYY
- 1D
- 0.89%
- 1M
- -4.52%
- YTD
- -16.74%
- 6M
- -20.28%
- 1Y
- -7.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW vs. TSYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | -35.27% | 28.26% |
TSYY GraniteShares YieldBOOST TSLA ETF | -16.74% | -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 | 0.41 |
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Return for Risk
PLTW vs. TSYY — Risk / Return Rank
PLTW
TSYY
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.
| PLTW | TSYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.98 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | -0.28 | -0.03 |
| Martin ratioReturn relative to average drawdown | -0.55 | -0.52 | -0.04 |
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Drawdowns
PLTW vs. TSYY - Drawdown Comparison
The maximum PLTW drawdown since its inception was -51.72%, 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
| PLTW | TSYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.72% | -41.52% | -10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -47.05% | -28.39% | -18.66% |
Current DrawdownCurrent decline from peak | -47.05% | -36.80% | -10.25% |
Average DrawdownAverage peak-to-trough decline | -22.91% | -26.06% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.24% | 15.10% | +11.14% |
Volatility
PLTW vs. TSYY - Volatility Comparison
PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 20.76% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 6.11%. 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
| PLTW | TSYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.76% | 6.11% | +14.65% |
Volatility (6M)Calculated over the trailing 6-month period | 46.24% | 19.83% | +26.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 60.77% | 31.44% | +29.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.31% | 37.38% | +36.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 74.31% | 37.38% | +36.93% |
PLTW vs. TSYY - Expense Ratio Comparison
Both PLTW and TSYY have an expense ratio of 0.99%.
Dividends
PLTW vs. TSYY - Dividend Comparison
PLTW's dividend yield for the trailing twelve months is around 139.00%, less than TSYY's 280.23% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PLTW PLTR WeeklyPay™ ETF | 139.00% | 72.40% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 280.23% | 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 (20.76%) compared to TSYY (6.11%). In terms of maximum drawdown, PLTW dropped -51.72% vs TSYY's -41.52%.
On 1-year performance, TSYY leads with -7.79% vs -14.50% for PLTW. Both ETFs have the same 0.99% expense ratio. On volatility, TSYY has been the lower-risk option at 6.11%. 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 -7.79% return vs -14.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW and TSYY have the same expense ratio: 0.99% per year.
TSYY has the higher dividend yield at 280.23%, compared with 139.00% for PLTW.
They also come from different issuers: Roundhill and GraniteShares.
PLTW currently has the higher Sharpe Ratio (-0.24 vs -0.25), 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.
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