PLYY vs. PTIR

Last updated Jun 4, 2026

PLYY (GraniteShares YieldBoost PLTR ETF) and PTIR (GraniteShares 2x Long PLTR Daily ETF) are both exchange-traded funds - PLYY is a Derivative Income fund actively managed by GraniteShares, while PTIR is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. Their correlation of 0.90 suggests significant overlap in exposure. PLYY charges 1.07%/yr vs 1.15%/yr for PTIR.

Performance

PLYY vs. PTIR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBoost PLTR ETF (PLYY) and GraniteShares 2x Long PLTR Daily ETF (PTIR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLYY achieves a -23.83% return, which is significantly higher than PTIR's -46.20% return.

PLYY

• 1D: -1.20%
• 1M: -8.23%
• YTD: -23.83%
• 6M: -25.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PTIR

• 1D: -13.01%
• 1M: -8.99%
• YTD: -46.20%
• 6M: -46.23%
• 1Y: -21.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLYY vs. PTIR - Yearly Performance Comparison

	2026 (YTD)	2025
PLYY GraniteShares YieldBoost PLTR ETF	-23.83%	-3.53%
PTIR GraniteShares 2x Long PLTR Daily ETF	-46.20%	-13.74%

Correlation

The correlation between PLYY and PTIR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.90

Return for Risk

PLYY vs. PTIR — Risk / Return Rank

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

PTIR

PTIR Risk / Return Rank: 8
PTIR Sharpe Ratio Rank: 6
PTIR Sortino Ratio Rank: 11
PTIR Omega Ratio Rank: 11
PTIR Calmar Ratio Rank: 6
PTIR Martin Ratio Rank: 6

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.

PLYY vs. PTIR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBoost PLTR ETF (PLYY) and GraniteShares 2x Long PLTR Daily ETF (PTIR). 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.

Sharpe Ratios by Period

	PLYY	PTIR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.21	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.21	1.98	-3.19

Drawdowns

PLYY vs. PTIR - Drawdown Comparison

The maximum PLYY drawdown since its inception was -33.93%, smaller than the maximum PTIR drawdown of -69.10%. Use the drawdown chart below to compare losses from any high point for PLYY and PTIR.

Drawdown Indicators

	PLYY	PTIR	Difference
Max Drawdown Largest peak-to-trough decline	-33.93%	-69.10%	+35.17%
Max Drawdown (1Y) Largest decline over 1 year	—	-68.11%	—
Current Drawdown Current decline from peak	-33.86%	-62.92%	+29.06%
Average Drawdown Average peak-to-trough decline	-18.04%	-27.47%	+9.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	39.55%	—

Volatility

Volatility by Period

	PLYY	PTIR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	36.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	77.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	29.86%	103.10%	-73.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.86%	129.58%	-99.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.86%	129.58%	-99.72%

PLYY vs. PTIR - Expense Ratio Comparison

PLYY has a 1.07% expense ratio, which is lower than PTIR's 1.15% expense ratio.

Dividends

PLYY vs. PTIR - Dividend Comparison

PLYY's dividend yield for the trailing twelve months is around 110.96%, more than PTIR's 10.80% yield.

Position	TTM	2025
PLYY GraniteShares YieldBoost PLTR ETF	110.96%	32.14%
PTIR GraniteShares 2x Long PLTR Daily ETF	10.80%	5.81%

Frequently Asked Questions

Can I hold both PLYY and PTIR in my portfolio?

PLYY and PTIR have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PLYY or PTIR?

On fees, PLYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLYY or PTIR?

PLYY is cheaper with a 1.07% expense ratio, compared with 1.15% for PTIR.

Which ETF pays a higher dividend yield, PLYY or PTIR?

PLYY has the higher dividend yield at 110.96%, compared with 10.80% for PTIR.

What is the main difference between PLYY and PTIR?

PLYY is categorized as Derivative Income, while PTIR is Leveraged Equities. Their fees differ too: 1.07% for PLYY and 1.15% for PTIR.