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SMYY vs. LAPR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMYY vs. LAPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SMCI ETF (SMYY) and Innovator Premium Income 15 Buffer ETF - April (LAPR). The values are adjusted to include any dividend payments, if applicable.

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SMYY vs. LAPR - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SMYY achieves a -3.06% return, which is significantly lower than LAPR's 0.84% return.


SMYY

1D
2.49%
1M
-5.82%
YTD
-3.06%
6M
-29.74%
1Y
3Y*
5Y*
10Y*

LAPR

1D
0.05%
1M
0.23%
YTD
0.84%
6M
2.11%
1Y
5.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMYY vs. LAPR - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than LAPR's 0.79% expense ratio.


Return for Risk

SMYY vs. LAPR — Risk / Return Rank

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

SMYY

LAPR
LAPR Risk / Return Rank: 7777
Overall Rank
LAPR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
LAPR Sortino Ratio Rank: 7474
Sortino Ratio Rank
LAPR Omega Ratio Rank: 9797
Omega Ratio Rank
LAPR Calmar Ratio Rank: 5656
Calmar Ratio Rank
LAPR Martin Ratio Rank: 8787
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.

SMYY vs. LAPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and Innovator Premium Income 15 Buffer ETF - April (LAPR). 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.

SMYY vs. LAPR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SMYYLAPRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.45

1.71

-3.16

Correlation

The correlation between SMYY and LAPR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SMYY vs. LAPR - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 117.41%, more than LAPR's 5.36% yield.


Drawdowns

SMYY vs. LAPR - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, which is greater than LAPR's maximum drawdown of -3.81%. Use the drawdown chart below to compare losses from any high point for SMYY and LAPR.


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Drawdown Indicators


SMYYLAPRDifference

Max Drawdown

Largest peak-to-trough decline

-36.84%

-3.81%

-33.03%

Max Drawdown (1Y)

Largest decline over 1 year

-3.81%

Current Drawdown

Current decline from peak

-35.26%

0.00%

-35.26%

Average Drawdown

Average peak-to-trough decline

-23.05%

-0.12%

-22.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

Volatility

SMYY vs. LAPR - Volatility Comparison


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Volatility by Period


SMYYLAPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

35.19%

4.40%

+30.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.19%

3.39%

+31.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.19%

3.39%

+31.80%