PTIR vs. IOYY
PTIR (GraniteShares 2x Long PLTR Daily ETF) and IOYY (GraniteShares YieldBOOST IONQ ETF) are both exchange-traded funds - PTIR is a Leveraged Equities fund tracking the Palantir Technologies Inc. (200%), while IOYY is a Derivative Income fund actively managed by GraniteShares. PTIR is passively managed, while IOYY is actively managed. Their 0.34 correlation means their historical movements had little consistent relationship. PTIR charges 1.04%/yr vs 1.07%/yr for IOYY.
Performance
PTIR vs. IOYY - Performance Comparison
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Returns By Period
In the year-to-date period, PTIR achieves a -60.42% return, which is significantly lower than IOYY's -22.62% return.
PTIR
- 1D
- 4.65%
- 1M
- -7.52%
- 6M
- -41.51%
- YTD
- -60.42%
- 1Y
- -54.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 170.19%
IOYY
- 1D
- 0.76%
- 1M
- -8.79%
- 6M
- -19.78%
- YTD
- -22.62%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $214.79K | $268.06K | $328.85K | |
| $39.00M | $49.18M | $63.74M |
PTIR vs. IOYY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PTIR GraniteShares 2x Long PLTR Daily ETF | -60.42% | -31.08% |
IOYY GraniteShares YieldBOOST IONQ ETF | -22.62% | -13.50% |
Correlation
The correlation between PTIR and IOYY is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 4, 2025 | 0.34 |
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Return for Risk
PTIR vs. IOYY — Risk / Return Rank
PTIR
IOYY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PTIR vs. IOYY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long PLTR Daily ETF (PTIR) and GraniteShares YieldBOOST IONQ ETF (IOYY). 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.
| PTIR | IOYY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.96 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | — | — |
| Martin ratioReturn relative to average drawdown | -1.12 | — | — |
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Drawdowns
PTIR vs. IOYY - Drawdown Comparison
The maximum PTIR drawdown since its inception was -79.40%, which is greater than IOYY's maximum drawdown of -38.97%. Use the drawdown chart below to compare losses from any high point for PTIR and IOYY.
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Drawdown Indicators
| PTIR | IOYY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.40% | -38.97% | -40.43% |
Max Drawdown (1Y)Largest decline over 1 year | -79.40% | — | — |
Current DrawdownCurrent decline from peak | -72.72% | -37.24% | -35.48% |
Average DrawdownAverage peak-to-trough decline | -31.14% | -25.10% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.78% | — | — |
Volatility
PTIR vs. IOYY - Volatility Comparison
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Volatility by Period
| PTIR | IOYY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 81.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 104.63% | 31.24% | +73.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.56% | 31.24% | +96.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.56% | 31.24% | +96.32% |
PTIR vs. IOYY - Expense Ratio Comparison
PTIR has a 1.04% expense ratio, which is lower than IOYY's 1.07% expense ratio.
Dividends
PTIR vs. IOYY - Dividend Comparison
PTIR's dividend yield for the trailing twelve months is around 14.68%, less than IOYY's 183.52% yield.
| Position | TTM | 2025 |
|---|---|---|
IOYY GraniteShares YieldBOOST IONQ ETF | 183.52% | 28.55% |
PTIR GraniteShares 2x Long PLTR Daily ETF | 14.68% | 5.81% |
Frequently Asked Questions
PTIR and IOYY 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.
On fees, PTIR is cheaper at 1.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PTIR is cheaper with a 1.04% expense ratio, compared with 1.07% for IOYY.
IOYY has the higher dividend yield at 183.52%, compared with 14.68% for PTIR.
PTIR is categorized as Leveraged Equities, while IOYY is Derivative Income. Their fees differ too: 1.04% for PTIR and 1.07% for IOYY.
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