ST vs. GRNY
ST (Sensata Technologies Holding plc) is a stock, while GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal. Over the past year, ST returned 58.59% vs 19.23% for GRNY. Their 0.53 correlation means they have sometimes moved together and sometimes differently.
Performance
ST vs. GRNY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ST achieves a 41.49% return, which is significantly higher than GRNY's 10.71% return.
ST
- 1D
- 1.14%
- 1M
- 3.26%
- 6M
- 32.38%
- YTD
- 41.49%
- 1Y
- 58.59%
- 3Y*
- 6.06%
- 5Y*
- -3.27%
- 10Y*
- 2.69%
- ALL TIME*
- 6.36%
GRNY
- 1D
- 1.41%
- 1M
- -0.65%
- 6M
- 8.30%
- YTD
- 10.71%
- 1Y
- 19.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.74M | $33.56M | $44.20M | |
| $97.97M | $81.94M | $102.84M |
ST vs. GRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ST Sensata Technologies Holding plc | 41.49% | 23.53% | -17.81% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 10.71% | 24.05% | -0.45% |
Correlation
The correlation between ST and GRNY is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.53 |
The correlation between ST and GRNY has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.
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
ST vs. GRNY — Risk / Return Rank
ST
GRNY
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 U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ST | GRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.66 | +1.61 |
| Martin ratioReturn relative to average drawdown | 7.94 | 4.93 | +3.01 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ST | GRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.75% | -24.18% | -47.57% |
Max Drawdown (1Y)Largest decline over 1 year | -18.00% | -11.63% | -6.37% |
Max Drawdown (3Y)Largest decline over 3 years | -58.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -71.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.75% | — | — |
Current DrawdownCurrent decline from peak | -23.87% | -2.04% | -21.83% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -3.83% | -18.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 3.91% | +3.49% |
Volatility
ST vs. GRNY - Volatility Comparison
Sensata Technologies Holding plc (ST) has a higher volatility of 9.73% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.65%. 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.
Loading charts...
Volatility by Period
| ST | GRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.73% | 4.65% | +5.08% |
Volatility (6M)Calculated over the trailing 6-month period | 31.36% | 13.10% | +18.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.05% | 18.16% | +22.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.05% | 22.70% | +14.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.94% | 22.70% | +12.24% |
Dividends
ST vs. GRNY - Dividend Comparison
ST's dividend yield for the trailing twelve months is around 1.03%, more than GRNY's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
ST Sensata Technologies Holding plc | 1.03% | 1.44% | 1.75% | 1.25% | 0.82% |
Frequently Asked Questions
ST and GRNY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ST has higher volatility (9.73%) compared to GRNY (4.65%). In terms of maximum drawdown, ST dropped -71.75% vs GRNY's -24.18%.
ST currently has the higher Sharpe Ratio (1.44 vs 1.07), 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.
Find the right allocation for ST and GRNY
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