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TECY vs. FINY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TECY vs. FINY - Performance Comparison

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

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Returns By Period


TECY

1D
-0.21%
1M
-4.85%
YTD
6M
1Y
3Y*
5Y*
10Y*

FINY

1D
0.12%
1M
2.76%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TECY vs. FINY - Yearly Performance Comparison


Correlation

The correlation between TECY and FINY is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

-0.01

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Return for Risk

TECY vs. FINY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Technology ETF (TECY) and GraniteShares YieldBOOST Financials ETF (FINY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TECY vs. FINY - Sharpe Ratio Comparison


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Drawdowns

TECY vs. FINY - Drawdown Comparison

The maximum TECY drawdown since its inception was -5.92%, which is greater than FINY's maximum drawdown of -0.63%. Use the drawdown chart below to compare losses from any high point for TECY and FINY.


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Drawdown Indicators


TECYFINYDifference

Max Drawdown

Largest peak-to-trough decline

-5.92%

-0.63%

-5.29%

Current Drawdown

Current decline from peak

-5.34%

0.00%

-5.34%

Average Drawdown

Average peak-to-trough decline

-1.90%

-0.07%

-1.83%

Volatility

TECY vs. FINY - Volatility Comparison


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Volatility by Period


TECYFINYDifference

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

4.58%

+10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

4.58%

+10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

4.58%

+10.45%

TECY vs. FINY - Expense Ratio Comparison

Both TECY and FINY have an expense ratio of 1.07%.


Dividends

TECY vs. FINY - Dividend Comparison

TECY's dividend yield for the trailing twelve months is around 8.19%, more than FINY's 3.88% yield.


Frequently Asked Questions


TECY and FINY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TECY and FINY have the same expense ratio: 1.07% per year.

TECY has the higher dividend yield at 8.19%, compared with 3.88% for FINY.

Portfolio Optimizer

Find the right allocation for TECY and FINY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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