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TFPN vs. GRNI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFPN vs. GRNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and Fundstrat Granny Shots US Large Cap & Income ETF (GRNI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFPN achieves a 16.44% return, which is significantly higher than GRNI's 7.63% return.


TFPN

1D
0.65%
1M
-1.64%
6M
5.45%
YTD
16.44%
1Y
29.78%
3Y*
6.27%
5Y*
10Y*
ALL TIME*
6.62%

GRNI

1D
0.78%
1M
-1.58%
6M
6.26%
YTD
7.63%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$815.80K$598.17K$720.77K
$429.91K$568.98K$358.90K

TFPN vs. GRNI - Yearly Performance Comparison


Correlation

The correlation between TFPN and GRNI 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 (All Time)
Calculated using the full available price history since Nov 18, 2025

0.59

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Return for Risk

TFPN vs. GRNI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TFPN
TFPN Risk / Return Rank: 7575
Overall Rank
TFPN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TFPN Sortino Ratio Rank: 7474
Sortino Ratio Rank
TFPN Omega Ratio Rank: 7575
Omega Ratio Rank
TFPN Calmar Ratio Rank: 7575
Calmar Ratio Rank
TFPN Martin Ratio Rank: 7171
Martin Ratio Rank

GRNI

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TFPN vs. GRNI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and Fundstrat Granny Shots US Large Cap & Income ETF (GRNI). 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.


TFPNGRNIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.63

Martin ratioReturn relative to average drawdown

8.82

TFPN vs. GRNI - Sharpe Ratio Comparison


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Drawdowns

TFPN vs. GRNI - Drawdown Comparison

The maximum TFPN drawdown since its inception was -16.72%, which is greater than GRNI's maximum drawdown of -9.55%. Use the drawdown chart below to compare losses from any high point for TFPN and GRNI.


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Drawdown Indicators


TFPNGRNIDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-9.55%

-7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

Current Drawdown

Current decline from peak

-8.40%

-2.47%

-5.93%

Average Drawdown

Average peak-to-trough decline

-4.91%

-2.03%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

Volatility

TFPN vs. GRNI - Volatility Comparison


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Volatility by Period


TFPNGRNIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.24%

16.90%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

16.90%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.35%

16.90%

-3.55%

TFPN vs. GRNI - Expense Ratio Comparison

TFPN has a 1.10% expense ratio, which is higher than GRNI's 0.99% expense ratio.


Dividends

TFPN vs. GRNI - Dividend Comparison

TFPN has not paid dividends to shareholders, while GRNI's dividend yield for the trailing twelve months is around 6.63%.


PositionTTM202520242023
GRNI
Fundstrat Granny Shots US Large Cap & Income ETF
6.63%0.83%0.00%0.00%
TFPN
Blueprint Chesapeake Multi-Asset Trend ETF
0.00%0.00%0.94%0.98%

Frequently Asked Questions


TFPN and GRNI 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.

On fees, GRNI is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GRNI is cheaper with a 0.99% expense ratio, compared with 1.10% for TFPN.

GRNI has the higher dividend yield at 6.63%, compared with 0.00% for TFPN.

TFPN is categorized as Global Allocation, while GRNI is Derivative Income. Their fees differ too: 1.10% for TFPN and 0.99% for GRNI.

Portfolio Optimizer

Find the right allocation for TFPN and GRNI

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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