PRTO vs. GRNY

Last updated Aug 1, 2026

PRTO (RCN Pareto Strategic Allocation ETF) and GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) are both exchange-traded funds - PRTO is a Tactical Allocation fund actively managed by Tidal, while GRNY is a Large Cap Blend Equities fund actively managed by Tidal. Both are actively managed. Their correlation of 0.89 means they have usually moved in the same direction. PRTO charges 0.82%/yr vs 0.75%/yr for GRNY.

Performance

PRTO vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RCN Pareto Strategic Allocation ETF (PRTO) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRTO

• 1D: -0.24%
• 1M: -1.60%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

GRNY

• 1D: 0.75%
• 1M: -2.03%
• 6M: 7.01%
• YTD: 9.17%
• 1Y: 17.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.88%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	$30.81M	$33.73M	$44.12M
PRTO RCN Pareto Strategic Allocation ETF	$107.30K	$60.42K	$45.96K

PRTO vs. GRNY - Yearly Performance Comparison

	2026 (YTD)
PRTO RCN Pareto Strategic Allocation ETF	6.83%
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	11.51%

Correlation

The correlation between PRTO and GRNY is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 25, 2026	0.89

Return for Risk

PRTO vs. GRNY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRTO

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

GRNY

GRNY Risk / Return Rank: 35
GRNY Sharpe Ratio Rank: 34
GRNY Sortino Ratio Rank: 32
GRNY Omega Ratio Rank: 31
GRNY Calmar Ratio Rank: 38
GRNY Martin Ratio Rank: 38

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRTO vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RCN Pareto Strategic Allocation ETF (PRTO) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). 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.

	PRTO	GRNY	Difference
Sharpe ratio: Return per unit of total volatility	—	0.83	—
Sortino ratio: Return per unit of downside risk	—	1.22	—
Omega ratio: Gain probability vs. loss probability	—	1.15	—
Calmar ratio: Return relative to maximum drawdown	—	1.31	—
Martin ratio: Return relative to average drawdown	—	3.88	—

Drawdowns

PRTO vs. GRNY - Drawdown Comparison

The maximum PRTO drawdown since its inception was -4.69%, smaller than the maximum GRNY drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for PRTO and GRNY.

Drawdown Indicators

	PRTO	GRNY	Difference
Max Drawdown Largest peak-to-trough decline	-4.69%	-24.18%	+19.49%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.63%	—
Current Drawdown Current decline from peak	-3.39%	-3.40%	+0.01%
Average Drawdown Average peak-to-trough decline	-1.36%	-3.83%	+2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.91%	—

Volatility

Volatility by Period

	PRTO	GRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.42%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.15%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.18%	18.22%	-3.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	22.71%	-7.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.18%	22.71%	-7.53%

PRTO vs. GRNY - Expense Ratio Comparison

PRTO has a 0.82% expense ratio, which is higher than GRNY's 0.75% expense ratio.

Dividends

PRTO vs. GRNY - Dividend Comparison

PRTO has not paid dividends to shareholders, while GRNY's dividend yield for the trailing twelve months is around 0.07%.

Position	TTM
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	0.07%
PRTO RCN Pareto Strategic Allocation ETF	0.00%

Frequently Asked Questions

Can I hold both PRTO and GRNY in my portfolio?

PRTO and GRNY have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PRTO or GRNY?

On fees, GRNY is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PRTO or GRNY?

GRNY is cheaper with a 0.75% expense ratio, compared with 0.82% for PRTO.

Which ETF pays a higher dividend yield, PRTO or GRNY?

GRNY has the higher dividend yield at 0.07%, compared with 0.00% for PRTO.

What is the main difference between PRTO and GRNY?

PRTO is categorized as Tactical Allocation, while GRNY is Large Cap Blend Equities. Their fees differ too: 0.82% for PRTO and 0.75% for GRNY.