TDG vs. GRNY
TDG (TransDigm Group Incorporated) is a stock, while GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, TDG returned -19.39% vs 17.27% for GRNY. At a 0.35 correlation, their price movements are largely independent.
Performance
TDG vs. GRNY - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -9.41% return, which is significantly lower than GRNY's 9.98% return.
TDG
- 1D
- -0.80%
- 1M
- -9.30%
- 6M
- -16.92%
- YTD
- -9.41%
- 1Y
- -19.39%
- 3Y*
- 16.65%
- 5Y*
- 17.44%
- 10Y*
- 21.54%
- ALL TIME*
- 27.42%
GRNY
- 1D
- -0.37%
- 1M
- -0.94%
- 6M
- 5.26%
- YTD
- 9.98%
- 1Y
- 17.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.76%
TDG vs. GRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TDG TransDigm Group Incorporated | -9.41% | 12.15% | -8.34% |
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 9.98% | 24.05% | -0.45% |
Correlation
The correlation between TDG and GRNY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2024 | 0.35 |
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Return for Risk
TDG vs. GRNY — Risk / Return Rank
TDG
GRNY
TDG vs. GRNY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) 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.
| TDG | GRNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.17 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 1.49 | -2.26 |
| Martin ratioReturn relative to average drawdown | -1.26 | 4.48 | -5.74 |
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Drawdowns
TDG vs. GRNY - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for TDG and GRNY.
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Drawdown Indicators
| TDG | GRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -24.18% | -38.46% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -11.63% | -13.67% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | — | — |
Current DrawdownCurrent decline from peak | -20.56% | -2.68% | -17.88% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -3.84% | -4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.46% | 3.86% | +11.60% |
Volatility
TDG vs. GRNY - Volatility Comparison
TransDigm Group Incorporated (TDG) has a higher volatility of 7.59% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.09%. This indicates that TDG'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.
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Volatility by Period
| TDG | GRNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.59% | 4.09% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 22.59% | 13.02% | +9.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.06% | 18.06% | +11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.92% | 22.80% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.89% | 22.80% | +11.09% |
Dividends
TDG vs. GRNY - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.47%, more than GRNY's 0.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GRNY Fundstrat Granny Shots U.S. Large Cap ETF | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDG TransDigm Group Incorporated | 7.47% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Frequently Asked Questions
TDG and GRNY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (7.59%) compared to GRNY (4.09%). In terms of maximum drawdown, TDG dropped -62.64% vs GRNY's -24.18%.
GRNY currently has the higher Sharpe Ratio (0.96 vs -0.67), 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.
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