ST vs. GRNY

Last updated Apr 1, 2026

Compare and contrast key facts about Sensata Technologies Holding plc (ST) and Fundstrat Granny Shots US Large Cap ETF (GRNY).

GRNY is an actively managed fund by Tidal ETFs. It was launched on Nov 7, 2024.

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.

ST vs. GRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ST Sensata Technologies Holding plc	6.15%	23.53%	-17.86%
GRNY Fundstrat Granny Shots US Large Cap ETF	-2.95%	24.05%	-1.09%

Returns By Period

In the year-to-date period, ST achieves a 6.15% return, which is significantly higher than GRNY's -2.95% return.

ST

• 1D: 5.48%
• 1M: -5.68%
• YTD: 6.15%
• 6M: 16.11%
• 1Y: 47.35%
• 3Y*: -9.75%
• 5Y*: -8.72%
• 10Y*: -0.48%

GRNY

• 1D: 0.67%
• 1M: -4.26%
• YTD: -2.95%
• 6M: -4.49%
• 1Y: 30.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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: 74
ST Sharpe Ratio Rank: 74
ST Sortino Ratio Rank: 71
ST Omega Ratio Rank: 71
ST Calmar Ratio Rank: 72
ST Martin Ratio Rank: 79

GRNY

GRNY Risk / Return Rank: 73
GRNY Sharpe Ratio Rank: 69
GRNY Sortino Ratio Rank: 72
GRNY Omega Ratio Rank: 68
GRNY Calmar Ratio Rank: 82
GRNY Martin Ratio Rank: 73

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	0.97	1.26	-0.28
Sortino ratio Return per unit of downside risk	1.63	1.86	-0.23
Omega ratio Gain probability vs. loss probability	1.22	1.26	-0.04
Calmar ratio Return relative to maximum drawdown	1.58	2.41	-0.83
Martin ratio Return relative to average drawdown	5.52	7.89	-2.38
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 0.97, which is comparable to the GRNY Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of ST and GRNY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ST	GRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	1.26	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.25	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.56	-0.43

Correlation

The correlation between ST and GRNY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ST vs. GRNY - Dividend Comparison

ST's dividend yield for the trailing twelve months is around 1.36%, while GRNY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
ST Sensata Technologies Holding plc	1.36%	1.44%	1.75%	1.25%	0.82%
GRNY Fundstrat Granny Shots US Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%

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	-28.12%	-13.36%	-14.76%
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	-42.89%	-8.39%	-34.50%
Average Drawdown Average peak-to-trough decline	-22.72%	-4.33%	-18.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.07%	4.08%	+3.99%

Volatility

ST vs. GRNY - Volatility Comparison

Sensata Technologies Holding plc (ST) has a higher volatility of 13.94% compared to Fundstrat Granny Shots US Large Cap ETF (GRNY) at 6.27%. 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	13.94%	6.27%	+7.67%
Volatility (6M) Calculated over the trailing 6-month period	27.71%	14.35%	+13.36%
Volatility (1Y) Calculated over the trailing 1-year period	48.93%	24.51%	+24.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.71%	24.00%	+11.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.43%	24.00%	+10.43%