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AMDL vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMDL vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AMD Daily ETF (AMDL) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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AMDL vs. KORU - Yearly Performance Comparison


2026 (YTD)20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
-21.48%103.00%-69.97%
KORU
Direxion Daily South Korea Bull 3X Shares
56.49%432.73%-60.40%

Returns By Period

In the year-to-date period, AMDL achieves a -21.48% return, which is significantly lower than KORU's 56.49% return.


AMDL

1D
7.48%
1M
-0.41%
YTD
-21.48%
6M
18.20%
1Y
137.55%
3Y*
5Y*
10Y*

KORU

1D
16.84%
1M
-54.89%
YTD
56.49%
6M
171.77%
1Y
653.24%
3Y*
51.09%
5Y*
-5.96%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMDL vs. KORU - Expense Ratio Comparison

AMDL has a 1.15% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

AMDL vs. KORU — Risk / Return Rank

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

AMDL
AMDL Risk / Return Rank: 7272
Overall Rank
AMDL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
AMDL Omega Ratio Rank: 7777
Omega Ratio Rank
AMDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
AMDL Martin Ratio Rank: 5252
Martin Ratio Rank

KORU
KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9797
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
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. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AMD Daily ETF (AMDL) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.


AMDLKORUDifference

Sharpe ratio

Return per unit of total volatility

1.07

6.21

-5.14

Sortino ratio

Return per unit of downside risk

2.17

3.75

-1.58

Omega ratio

Gain probability vs. loss probability

1.28

1.53

-0.25

Calmar ratio

Return relative to maximum drawdown

2.41

10.12

-7.71

Martin ratio

Return relative to average drawdown

4.72

36.94

-32.23

AMDL vs. KORU - Sharpe Ratio Comparison

The current AMDL Sharpe Ratio is 1.07, which is lower than the KORU Sharpe Ratio of 6.21. The chart below compares the historical Sharpe Ratios of AMDL and KORU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMDLKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

6.21

-5.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

-0.03

-0.25

Correlation

The correlation between AMDL and KORU is 0.51, 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.


Dividends

AMDL vs. KORU - Dividend Comparison

AMDL has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.59%.


TTM202520242023202220212020201920182017
AMDL
GraniteShares 2x Long AMD Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.59%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

AMDL vs. KORU - Drawdown Comparison

The maximum AMDL drawdown since its inception was -88.63%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for AMDL and KORU.


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Drawdown Indicators


AMDLKORUDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-95.79%

+7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

-61.39%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-52.14%

-56.91%

+4.77%

Average Drawdown

Average peak-to-trough decline

-51.71%

-58.03%

+6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.66%

16.82%

+11.84%

Volatility

AMDL vs. KORU - Volatility Comparison

The current volatility for GraniteShares 2x Long AMD Daily ETF (AMDL) is 32.68%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 68.35%. This indicates that AMDL experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDLKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.68%

68.35%

-35.67%

Volatility (6M)

Calculated over the trailing 6-month period

97.70%

93.12%

+4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

129.18%

106.25%

+22.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

111.42%

78.43%

+32.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.42%

76.31%

+35.11%