PortfoliosLab logoPortfoliosLab logo
AMD vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMD vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advanced Micro Devices, Inc. (AMD) and GraniteShares 2x Long AMD Daily ETF (AMDL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AMD achieves a 153.32% return, which is significantly lower than AMDL's 395.18% return.


AMD

1D
4.02%
1M
58.85%
YTD
153.32%
6M
149.32%
1Y
362.47%
3Y*
66.35%
5Y*
46.07%
10Y*
62.75%

AMDL

1D
8.25%
1M
135.69%
YTD
395.18%
6M
371.52%
1Y
1,189.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMD vs. AMDL - Yearly Performance Comparison


2026 (YTD)20252024
AMD
Advanced Micro Devices, Inc.
153.32%77.30%-36.64%
AMDL
GraniteShares 2x Long AMD Daily ETF
395.18%103.00%-69.97%

Correlation

The correlation between AMD and AMDL is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2024

1.00

The correlation between AMD and AMDL has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AMD vs. AMDL — Risk / Return Rank

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

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank

AMDL
AMDL Risk / Return Rank: 9696
Overall Rank
AMDL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9292
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9797
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.

AMD vs. AMDL - Risk-Adjusted Trends Comparison

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


AMDAMDLDifference
Sharpe ratioReturn per unit of total volatility

-3.66

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.66

1.63

+0.03

Calmar ratioReturn relative to maximum drawdown

13.16

21.43

-8.27

Martin ratioReturn relative to average drawdown

27.28

42.08

-14.80

AMD vs. AMDL - Sharpe Ratio Comparison

The current AMD Sharpe Ratio is 5.64, which is lower than the AMDL Sharpe Ratio of 9.30. The chart below compares the historical Sharpe Ratios of AMD and AMDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


AMDAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.64

9.30

-3.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.56

-0.39

Drawdowns

AMD vs. AMDL - Drawdown Comparison

The maximum AMD drawdown since its inception was -96.59%, which is greater than AMDL's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for AMD and AMDL.


Loading charts...

Drawdown Indicators


AMDAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-88.63%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-27.76%

-56.13%

+28.37%

Max Drawdown (3Y)

Largest decline over 3 years

-63.00%

Max Drawdown (5Y)

Largest decline over 5 years

-65.45%

Max Drawdown (10Y)

Largest decline over 10 years

-65.45%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-56.68%

-48.58%

-8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.36%

28.53%

-15.17%

Volatility

AMD vs. AMDL - Volatility Comparison

The current volatility for Advanced Micro Devices, Inc. (AMD) is 24.11%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that AMD experiences smaller price fluctuations and is considered to be less risky than AMDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMDAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.11%

46.02%

-21.91%

Volatility (6M)

Calculated over the trailing 6-month period

47.17%

94.09%

-46.92%

Volatility (1Y)

Calculated over the trailing 1-year period

64.84%

129.41%

-64.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.25%

116.59%

-61.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.83%

116.59%

-59.76%

Dividends

AMD vs. AMDL - Dividend Comparison

Neither AMD nor AMDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, AMD and AMDL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AMDL has higher volatility (46.02%) compared to AMD (24.11%). In terms of maximum drawdown, AMD dropped -96.59% vs AMDL's -88.63%.

AMDL currently has the higher Sharpe Ratio (9.30 vs 5.64), 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.

Portfolio Optimizer

Find the right allocation for AMD and AMDL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer