PortfoliosLab logoPortfoliosLab logo
SMYY vs. MAAY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMYY vs. MAAY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares YieldBOOST MARA ETF (MAAY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMYY achieves a 6.70% return, which is significantly higher than MAAY's -15.55% return.


SMYY

1D
-0.53%
1M
3.58%
YTD
6.70%
6M
-8.56%
1Y
3Y*
5Y*
10Y*

MAAY

1D
0.13%
1M
4.35%
YTD
-15.55%
6M
-31.95%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMYY vs. MAAY - Yearly Performance Comparison


2026 (YTD)2025
SMYY
GraniteShares YieldBOOST SMCI ETF
6.70%-27.05%
MAAY
GraniteShares YieldBOOST MARA ETF
-15.55%-27.95%

Correlation

The correlation between SMYY and MAAY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.40

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SMYY vs. MAAY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SMCI ETF (SMYY) and GraniteShares YieldBOOST MARA ETF (MAAY). 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. MAAY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SMYYMAAYDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.98

-1.93

+0.96

Drawdowns

SMYY vs. MAAY - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, smaller than the maximum MAAY drawdown of -45.22%. Use the drawdown chart below to compare losses from any high point for SMYY and MAAY.


Loading charts...

Drawdown Indicators


SMYYMAAYDifference

Max Drawdown

Largest peak-to-trough decline

-36.84%

-45.22%

+8.38%

Current Drawdown

Current decline from peak

-28.74%

-39.90%

+11.16%

Average Drawdown

Average peak-to-trough decline

-25.15%

-31.44%

+6.29%

Volatility

SMYY vs. MAAY - Volatility Comparison


Loading charts...

Volatility by Period


SMYYMAAYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

32.69%

30.16%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.69%

30.16%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.69%

30.16%

+2.53%

SMYY vs. MAAY - Expense Ratio Comparison

Both SMYY and MAAY have an expense ratio of 1.07%.


Dividends

SMYY vs. MAAY - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 146.89%, more than MAAY's 131.86% yield.


PositionTTM2025
MAAY
GraniteShares YieldBOOST MARA ETF
131.86%31.22%
SMYY
GraniteShares YieldBOOST SMCI ETF
146.89%53.33%

Frequently Asked Questions


SMYY and MAAY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SMYY and MAAY have the same expense ratio: 1.07% per year.

SMYY has the higher dividend yield at 146.89%, compared with 131.86% for MAAY.

SMYY is categorized as Options Trading, while MAAY is Derivative Income.

Portfolio Optimizer

Find the right allocation for SMYY and MAAY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer