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AMDL vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AMDL vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMDL achieves a 359.74% return, which is significantly higher than BTC-USD's -25.95% return.


AMDL

1D
4.81%
1M
8.09%
6M
336.71%
YTD
359.74%
1Y
696.99%
3Y*
5Y*
10Y*

BTC-USD

1D
4.06%
1M
-1.40%
6M
-32.07%
YTD
-25.95%
1Y
-45.95%
3Y*
28.83%
5Y*
15.25%
10Y*
58.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDL vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
359.74%103.00%-69.97%
BTC-USD
Bitcoin
-25.95%-6.27%36.60%

Correlation

The correlation between AMDL and BTC-USD 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 Mar 18, 2024

0.27

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Return for Risk

AMDL vs. BTC-USD — Risk / Return Rank

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

AMDL
AMDL Risk / Return Rank: 9595
Overall Rank
AMDL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9292
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9595
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2525
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4444
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 66
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.

AMDL vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AMD Daily ETF (AMDL) and Bitcoin (BTC-USD). 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.


AMDLBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+6.19

Sortino ratioReturn per unit of downside risk

+5.40

Omega ratioGain probability vs. loss probability

1.48

0.84

+0.65

Calmar ratioReturn relative to maximum drawdown

12.53

-0.87

+13.40

Martin ratioReturn relative to average drawdown

24.23

-1.40

+25.64

AMDL vs. BTC-USD - Sharpe Ratio Comparison

The current AMDL Sharpe Ratio is 5.13, which is higher than the BTC-USD Sharpe Ratio of -1.07. The chart below compares the historical Sharpe Ratios of AMDL and BTC-USD, 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

AMDL vs. BTC-USD - Drawdown Comparison

The maximum AMDL drawdown since its inception was -88.63%, roughly equal to the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AMDL and BTC-USD.


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Drawdown Indicators


AMDLBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-85.30%

-3.33%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

-53.08%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-53.08%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-13.61%

-48.05%

+34.44%

Average Drawdown

Average peak-to-trough decline

-46.91%

-42.56%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.98%

29.09%

-0.11%

Volatility

AMDL vs. BTC-USD - Volatility Comparison

GraniteShares 2x Long AMD Daily ETF (AMDL) has a higher volatility of 44.94% compared to Bitcoin (BTC-USD) at 9.63%. This indicates that AMDL's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDLBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.94%

9.63%

+35.31%

Volatility (6M)

Calculated over the trailing 6-month period

106.40%

34.91%

+71.49%

Volatility (1Y)

Calculated over the trailing 1-year period

137.30%

35.72%

+101.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

119.22%

43.97%

+75.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

119.22%

56.33%

+62.89%

Frequently Asked Questions


AMDL and BTC-USD 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.

AMDL has higher volatility (44.94%) compared to BTC-USD (9.63%). In terms of maximum drawdown, AMDL dropped -88.63% vs BTC-USD's -85.30%.

AMDL currently has the higher Sharpe Ratio (5.12 vs -1.07), 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 AMDL and BTC-USD

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

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