WSO vs. GRNY
WSO (Watsco, Inc.) 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, WSO returned -18.61% vs 17.27% for GRNY. At a 0.38 correlation, their price movements are largely independent.
Performance
WSO vs. GRNY - Performance Comparison
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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%
WSO vs. GRNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
WSO
GRNY
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.
| WSO | GRNY | Difference | |
|---|---|---|---|
| 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 |
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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
| WSO | GRNY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -31.43% | -2.68% | -28.75% |
Average DrawdownAverage peak-to-trough decline | -18.08% | -3.84% | -14.24% |
Ulcer IndexDepth 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
| WSO | GRNY | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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