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SMYY vs. TSYY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMYY vs. TSYY - Performance Comparison

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

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SMYY vs. TSYY - Yearly Performance Comparison


2026 (YTD)2025
SMYY
GraniteShares YieldBOOST SMCI ETF
-3.06%-27.52%
TSYY
GraniteShares YieldBOOST TSLA ETF
-14.82%-7.24%

Returns By Period

In the year-to-date period, SMYY achieves a -3.06% return, which is significantly higher than TSYY's -14.82% return.


SMYY

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

TSYY

1D
2.06%
1M
-7.50%
YTD
-14.82%
6M
-20.99%
1Y
-1.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMYY vs. TSYY - Expense Ratio Comparison

SMYY has a 1.07% expense ratio, which is higher than TSYY's 0.99% expense ratio.


Return for Risk

SMYY vs. TSYY — Risk / Return Rank

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

SMYY

TSYY
TSYY Risk / Return Rank: 1212
Overall Rank
TSYY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
TSYY Sortino Ratio Rank: 1313
Sortino Ratio Rank
TSYY Omega Ratio Rank: 1313
Omega Ratio Rank
TSYY Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSYY Martin Ratio Rank: 1010
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. TSYY - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


SMYYTSYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.45

-0.59

-0.86

Correlation

The correlation between SMYY and TSYY is 0.26, 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. TSYY - Dividend Comparison

SMYY's dividend yield for the trailing twelve months is around 117.41%, less than TSYY's 311.77% yield.


TTM20252024
SMYY
GraniteShares YieldBOOST SMCI ETF
117.41%53.33%0.00%
TSYY
GraniteShares YieldBOOST TSLA ETF
311.77%256.64%0.19%

Drawdowns

SMYY vs. TSYY - Drawdown Comparison

The maximum SMYY drawdown since its inception was -36.84%, smaller than the maximum TSYY drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for SMYY and TSYY.


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Drawdown Indicators


SMYYTSYYDifference

Max Drawdown

Largest peak-to-trough decline

-36.84%

-41.52%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-26.00%

Current Drawdown

Current decline from peak

-35.26%

-35.35%

+0.09%

Average Drawdown

Average peak-to-trough decline

-23.05%

-24.51%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.44%

Volatility

SMYY vs. TSYY - Volatility Comparison


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Volatility by Period


SMYYTSYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.75%

Volatility (1Y)

Calculated over the trailing 1-year period

35.19%

35.90%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.19%

39.56%

-4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.19%

39.56%

-4.37%