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AMD.DE vs. NVDL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

AMD.DE vs. NVDL

Last updated Mar 7, 2025

Compare and contrast key facts about Advanced Micro Devices Inc (AMD.DE) and GraniteShares 2x Long NVDA Daily ETF (NVDL).

NVDL is an actively managed fund by GraniteShares. It was launched on Dec 13, 2022.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMD.DE or NVDL.

Correlation

The correlation between AMD.DE and NVDL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

-0.50.00.51.00.4

Performance

AMD.DE vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices Inc (AMD.DE) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.
0.00%500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2025FebruaryMarch
38.74%
999.96%
AMD.DE
NVDL

Key characteristics

Sharpe Ratio

AMD.DE:

-1.26

NVDL:

0.04

Sortino Ratio

AMD.DE:

-2.00

NVDL:

0.86

Omega Ratio

AMD.DE:

0.77

NVDL:

1.11

Calmar Ratio

AMD.DE:

-0.99

NVDL:

0.08

Martin Ratio

AMD.DE:

-1.70

NVDL:

0.18

Ulcer Index

AMD.DE:

30.75%

NVDL:

24.10%

Daily Std Dev

AMD.DE:

41.54%

NVDL:

112.20%

Max Drawdown

AMD.DE:

-97.19%

NVDL:

-53.43%

Current Drawdown

AMD.DE:

-52.45%

NVDL:

-53.43%

Returns By Period

In the year-to-date period, AMD.DE achieves a -22.75% return, which is significantly higher than NVDL's -40.20% return.

AMD.DE

YTD

-22.75%

1M

-18.70%

6M

-26.51%

1Y

-51.76%

5Y*

16.63%

10Y*

42.16%

NVDL

YTD

-40.20%

1M

-17.03%

6M

-14.57%

1Y

-3.43%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

AMD.DE vs. NVDL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AMD.DE
The Risk-Adjusted Performance Rank of AMD.DE is 22
Overall Rank
The Sharpe Ratio Rank of AMD.DE is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of AMD.DE is 22
Sortino Ratio Rank
The Omega Ratio Rank of AMD.DE is 44
Omega Ratio Rank
The Calmar Ratio Rank of AMD.DE is 11
Calmar Ratio Rank
The Martin Ratio Rank of AMD.DE is 33
Martin Ratio Rank
NVDL
The Risk-Adjusted Performance Rank of NVDL is 2121
Overall Rank
The Sharpe Ratio Rank of NVDL is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDL is 3232
Sortino Ratio Rank
The Omega Ratio Rank of NVDL is 3232
Omega Ratio Rank
The Calmar Ratio Rank of NVDL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of NVDL is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMD.DE vs. NVDL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices Inc (AMD.DE) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.

Sharpe ratio
The chart of Sharpe ratio for AMD.DE, currently valued at -1.03, compared to the broader market-3.00-2.00-1.000.001.002.003.00-1.030.03
The chart of Sortino ratio for AMD.DE, currently valued at -1.49, compared to the broader market-4.00-2.000.002.004.00-1.490.83
The chart of Omega ratio for AMD.DE, currently valued at 0.83, compared to the broader market0.501.001.502.000.831.11
The chart of Calmar ratio for AMD.DE, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.00-0.790.05
The chart of Martin ratio for AMD.DE, currently valued at -1.77, compared to the broader market0.005.0010.0015.0020.00-1.770.11
AMD.DE
NVDL

The current AMD.DE Sharpe Ratio is -1.26, which is lower than the NVDL Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of AMD.DE and NVDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-2.000.002.004.006.00OctoberNovemberDecember2025FebruaryMarch
-1.03
0.03
AMD.DE
NVDL

Dividends

AMD.DE vs. NVDL - Dividend Comparison

Neither AMD.DE nor NVDL has paid dividends to shareholders.

TTM20242023
AMD.DE
Advanced Micro Devices Inc		0.00%0.00%0.00%
NVDL
GraniteShares 2x Long NVDA Daily ETF		0.00%0.00%11.29%

Drawdowns

AMD.DE vs. NVDL - Drawdown Comparison

The maximum AMD.DE drawdown since its inception was -97.19%, which is greater than NVDL's maximum drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for AMD.DE and NVDL. For additional features, visit the drawdowns tool.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-52.52%
-49.49%
AMD.DE
NVDL

Volatility

AMD.DE vs. NVDL - Volatility Comparison

The current volatility for Advanced Micro Devices Inc (AMD.DE) is 9.68%, while GraniteShares 2x Long NVDA Daily ETF (NVDL) has a volatility of 39.00%. This indicates that AMD.DE experiences smaller price fluctuations and is considered to be less risky than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2025FebruaryMarch
9.68%
39.00%
AMD.DE
NVDL
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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