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TQQY vs. TSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQQY vs. TSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST QQQ ETF (TQQY) and TSPY Lift ETF (TSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TQQY

1D
-0.15%
1M
4.37%
YTD
8.12%
6M
4.78%
1Y
19.17%
3Y*
5Y*
10Y*

TSYX

1D
-0.16%
1M
6.87%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQQY vs. TSYX - Yearly Performance Comparison


Correlation

The correlation between TQQY and TSYX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 8, 2026

0.84

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Return for Risk

TQQY vs. TSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TQQY
TQQY Risk / Return Rank: 2424
Overall Rank
TQQY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TQQY Sortino Ratio Rank: 2323
Sortino Ratio Rank
TQQY Omega Ratio Rank: 3030
Omega Ratio Rank
TQQY Calmar Ratio Rank: 2222
Calmar Ratio Rank
TQQY Martin Ratio Rank: 2121
Martin Ratio Rank

TSYX
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.

TQQY vs. TSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST QQQ ETF (TQQY) and TSPY Lift ETF (TSYX). 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.


TQQYTSYXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

0.99

Martin ratioReturn relative to average drawdown

2.44

TQQY vs. TSYX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TQQYTSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.28

-1.19

Drawdowns

TQQY vs. TSYX - Drawdown Comparison

The maximum TQQY drawdown since its inception was -25.31%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for TQQY and TSYX.


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Drawdown Indicators


TQQYTSYXDifference

Max Drawdown

Largest peak-to-trough decline

-25.31%

-13.39%

-11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-19.35%

Current Drawdown

Current decline from peak

-3.41%

-0.16%

-3.25%

Average Drawdown

Average peak-to-trough decline

-9.61%

-2.97%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

Volatility

TQQY vs. TSYX - Volatility Comparison


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Volatility by Period


TQQYTSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

Volatility (6M)

Calculated over the trailing 6-month period

14.75%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

18.21%

+2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.87%

18.21%

+5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

18.21%

+5.66%

TQQY vs. TSYX - Expense Ratio Comparison

TQQY has a 1.07% expense ratio, which is higher than TSYX's 0.98% expense ratio.


Dividends

TQQY vs. TSYX - Dividend Comparison

TQQY's dividend yield for the trailing twelve months is around 59.60%, more than TSYX's 6.17% yield.


PositionTTM2025
TQQY
GraniteShares YieldBOOST QQQ ETF
59.60%49.61%
TSYX
TSPY Lift ETF
6.17%0.00%

Frequently Asked Questions


TQQY and TSYX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSYX is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSYX is cheaper with a 0.98% expense ratio, compared with 1.07% for TQQY.

TQQY has the higher dividend yield at 59.60%, compared with 6.17% for TSYX.

They also come from different issuers: GraniteShares and TappAlpha. Their fees differ too: 1.07% for TQQY and 0.98% for TSYX.

Portfolio Optimizer

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