ST vs. GRNY

Last updated Jun 4, 2026

ST (Sensata Technologies Holding plc) is a stock, while GRNY (Fundstrat Granny Shots US Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, ST returned 104.55% vs 29.75% for GRNY. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

ST vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sensata Technologies Holding plc (ST) and Fundstrat Granny Shots US Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ST achieves a 61.83% return, which is significantly higher than GRNY's 11.15% return.

ST

• 1D: 0.79%
• 1M: 30.55%
• YTD: 61.83%
• 6M: 63.80%
• 1Y: 104.55%
• 3Y*: 9.18%
• 5Y*: -1.48%
• 10Y*: 4.32%

GRNY

• 1D: -0.76%
• 1M: 3.30%
• YTD: 11.15%
• 6M: 9.73%
• 1Y: 29.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ST vs. GRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ST Sensata Technologies Holding plc	61.83%	23.53%	-17.86%
GRNY Fundstrat Granny Shots US Large Cap ETF	11.15%	24.05%	-1.09%

Correlation

The correlation between ST and GRNY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	0.51

The correlation between ST and GRNY has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

Return for Risk

ST vs. GRNY — Risk / Return Rank

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

ST

ST Risk / Return Rank: 93
ST Sharpe Ratio Rank: 93
ST Sortino Ratio Rank: 92
ST Omega Ratio Rank: 89
ST Calmar Ratio Rank: 95
ST Martin Ratio Rank: 94

GRNY

GRNY Risk / Return Rank: 47
GRNY Sharpe Ratio Rank: 48
GRNY Sortino Ratio Rank: 45
GRNY Omega Ratio Rank: 44
GRNY Calmar Ratio Rank: 51
GRNY Martin Ratio Rank: 47

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.

ST vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sensata Technologies Holding plc (ST) and Fundstrat Granny Shots US 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.

	ST	GRNY	Difference
Sharpe ratio Return per unit of total volatility	2.69	1.70	+0.99
Sortino ratio Return per unit of downside risk	3.52	2.30	+1.22
Omega ratio Gain probability vs. loss probability	1.41	1.29	+0.12
Calmar ratio Return relative to maximum drawdown	7.22	2.57	+4.65
Martin ratio Return relative to average drawdown	18.27	7.85	+10.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ST vs. GRNY - Sharpe Ratio Comparison

The current ST Sharpe Ratio is 2.69, which is higher than the GRNY Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ST and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ST	GRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	1.70	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.96	-0.74

Drawdowns

ST vs. GRNY - Drawdown Comparison

The maximum ST drawdown since its inception was -71.75%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for ST and GRNY.

Drawdown Indicators

	ST	GRNY	Difference
Max Drawdown Largest peak-to-trough decline	-71.75%	-24.18%	-47.57%
Max Drawdown (1Y) Largest decline over 1 year	-14.56%	-11.63%	-2.93%
Max Drawdown (3Y) Largest decline over 3 years	-61.56%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-71.75%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-71.75%	—	—
Current Drawdown Current decline from peak	-12.93%	-0.76%	-12.17%
Average Drawdown Average peak-to-trough decline	-22.79%	-4.03%	-18.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	3.80%	+1.94%

Volatility

ST vs. GRNY - Volatility Comparison

Sensata Technologies Holding plc (ST) has a higher volatility of 14.88% compared to Fundstrat Granny Shots US Large Cap ETF (GRNY) at 4.23%. This indicates that ST's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ST	GRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.88%	4.23%	+10.65%
Volatility (6M) Calculated over the trailing 6-month period	29.24%	12.70%	+16.54%
Volatility (1Y) Calculated over the trailing 1-year period	39.23%	17.59%	+21.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.54%	23.19%	+13.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.87%	23.19%	+11.68%

Dividends

ST vs. GRNY - Dividend Comparison

ST's dividend yield for the trailing twelve months is around 0.90%, while GRNY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
GRNY Fundstrat Granny Shots US Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%
ST Sensata Technologies Holding plc	0.90%	1.44%	1.75%	1.25%	0.82%

Frequently Asked Questions

Can I hold both ST and GRNY in my portfolio?

ST and GRNY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ST or GRNY?

ST has higher volatility (14.88%) compared to GRNY (4.23%). In terms of maximum drawdown, ST dropped -71.75% vs GRNY's -24.18%.

Which has better risk-adjusted returns?

ST currently has the higher Sharpe Ratio (2.69 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.