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WSO vs. GRNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSO vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watsco, Inc. (WSO) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSO achieves a 12.76% return, which is significantly higher than GRNY's 9.98% return.


WSO

1D
-0.31%
1M
-6.75%
6M
-1.21%
YTD
12.76%
1Y
-18.61%
3Y*
3.14%
5Y*
8.71%
10Y*
13.43%
ALL TIME*
15.78%

GRNY

1D
-0.37%
1M
-0.94%
6M
5.26%
YTD
9.98%
1Y
17.27%
3Y*
5Y*
10Y*
ALL TIME*
19.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSO vs. GRNY - Yearly Performance Comparison


2026 (YTD)20252024
WSO
Watsco, Inc.
12.76%-27.02%-8.31%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
9.98%24.05%-0.45%

Correlation

The correlation between WSO and GRNY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2024

0.38

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Return for Risk

WSO vs. GRNY — Risk / Return Rank

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

WSO
WSO Risk / Return Rank: 2222
Overall Rank
WSO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WSO Sortino Ratio Rank: 1919
Sortino Ratio Rank
WSO Omega Ratio Rank: 2121
Omega Ratio Rank
WSO Calmar Ratio Rank: 2525
Calmar Ratio Rank
WSO Martin Ratio Rank: 2727
Martin Ratio Rank

GRNY
GRNY Risk / Return Rank: 3535
Overall Rank
GRNY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GRNY Sortino Ratio Rank: 3333
Sortino Ratio Rank
GRNY Omega Ratio Rank: 3232
Omega Ratio Rank
GRNY Calmar Ratio Rank: 3838
Calmar Ratio Rank
GRNY Martin Ratio Rank: 3838
Martin Ratio Rank
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.

WSO vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) 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.


WSOGRNYDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

0.93

1.17

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.56

1.49

-2.05

Martin ratioReturn relative to average drawdown

-0.91

4.48

-5.39

WSO vs. GRNY - Sharpe Ratio Comparison

The current WSO Sharpe Ratio is -0.58, which is lower than the GRNY Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of WSO and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WSO vs. GRNY - Drawdown Comparison

The maximum WSO drawdown since its inception was -64.30%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for WSO and GRNY.


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Drawdown Indicators


WSOGRNYDifference

Max Drawdown

Largest peak-to-trough decline

-64.30%

-24.18%

-40.12%

Max Drawdown (1Y)

Largest decline over 1 year

-33.42%

-11.63%

-21.79%

Max Drawdown (3Y)

Largest decline over 3 years

-41.62%

Max Drawdown (5Y)

Largest decline over 5 years

-41.62%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

Current Drawdown

Current decline from peak

-31.43%

-2.68%

-28.75%

Average Drawdown

Average peak-to-trough decline

-18.08%

-3.84%

-14.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.55%

3.86%

+16.69%

Volatility

WSO vs. GRNY - Volatility Comparison

Watsco, Inc. (WSO) has a higher volatility of 9.77% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 4.09%. This indicates that WSO'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


WSOGRNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.77%

4.09%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

23.12%

13.02%

+10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

32.38%

18.06%

+14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.39%

22.80%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.94%

22.80%

+5.14%

Dividends

WSO vs. GRNY - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 3.40%, more than GRNY's 0.07% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
WSO
Watsco, Inc.
3.40%3.47%2.23%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%

Frequently Asked Questions


WSO and GRNY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WSO has higher volatility (9.77%) compared to GRNY (4.09%). In terms of maximum drawdown, WSO dropped -64.30% vs GRNY's -24.18%.

GRNY currently has the higher Sharpe Ratio (0.96 vs -0.58), 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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