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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 242.25% return, which is significantly higher than BTC-USD's -27.65% return.


AMDL

1D
2.88%
1M
-18.31%
6M
166.77%
YTD
242.25%
1Y
337.66%
3Y*
5Y*
10Y*
ALL TIME*
36.27%

BTC-USD

1D
-0.30%
1M
0.35%
6M
-19.52%
YTD
-27.65%
1Y
-44.57%
3Y*
29.61%
5Y*
9.77%
10Y*
59.80%
ALL TIME*
87.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$183.29M$203.26M$349.81M

BTC-USD

Bitcoin
$1541.04T$1614.90T$2068.30T

AMDL vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
242.25%103.00%-69.97%
BTC-USD
Bitcoin
-27.65%-6.27%36.60%

Correlation

The correlation between AMDL and BTC-USD is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

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 historical risk-adjusted metric ranks over the past 12 months.

AMDL
AMDL Risk / Return Rank: 8888
Overall Rank
AMDL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 8686
Sortino Ratio Rank
AMDL Omega Ratio Rank: 8383
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9696
Calmar Ratio Rank
AMDL Martin Ratio Rank: 8282
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+3.42

Sortino ratioReturn per unit of downside risk

+4.48

Omega ratioGain probability vs. loss probability

1.36

0.85

+0.52

Calmar ratioReturn relative to maximum drawdown

6.06

-0.84

+6.90

Martin ratioReturn relative to average drawdown

11.39

-1.29

+12.67

AMDL vs. BTC-USD - Sharpe Ratio Comparison

The current AMDL Sharpe Ratio is 2.39, which is higher than the BTC-USD Sharpe Ratio of -1.03. 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

-35.69%

-49.24%

+13.55%

Average Drawdown

Average peak-to-trough decline

-46.49%

-42.74%

-3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.82%

25.03%

+4.79%

Volatility

AMDL vs. BTC-USD - Volatility Comparison

GraniteShares 2x Long AMD Daily ETF (AMDL) has a higher volatility of 47.95% compared to Bitcoin (BTC-USD) at 8.46%. 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

47.95%

8.46%

+39.49%

Volatility (6M)

Calculated over the trailing 6-month period

111.57%

33.65%

+77.92%

Volatility (1Y)

Calculated over the trailing 1-year period

142.56%

35.87%

+106.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

120.89%

43.64%

+77.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

120.89%

56.22%

+64.67%

Frequently Asked Questions


AMDL and BTC-USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDL has higher volatility (47.95%) compared to BTC-USD (8.46%). In terms of maximum drawdown, AMDL dropped -88.63% vs BTC-USD's -85.30%.

AMDL currently has the higher Sharpe Ratio (2.39 vs -1.03), 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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