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

Performance

AMDL vs. SOL-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AMD Daily ETF (AMDL) and Solana (SOL-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 272.28% return, which is significantly higher than SOL-USD's -47.66% return.


AMDL

1D
-6.11%
1M
3.86%
YTD
272.28%
6M
242.34%
1Y
804.53%
3Y*
5Y*
10Y*

SOL-USD

1D
-2.50%
1M
-32.46%
YTD
-47.66%
6M
-52.76%
1Y
-59.60%
3Y*
60.89%
5Y*
9.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDL vs. SOL-USD - Yearly Performance Comparison


2026 (YTD)20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
272.28%103.00%-69.97%
SOL-USD
Solana
-47.66%-34.09%-6.38%

Correlation

The correlation between AMDL and SOL-USD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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. SOL-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: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9191
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9595
Martin Ratio Rank

SOL-USD
SOL-USD Risk / Return Rank: 4242
Overall Rank
SOL-USD Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SOL-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
SOL-USD Omega Ratio Rank: 4242
Omega Ratio Rank
SOL-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOL-USD Martin Ratio Rank: 4040
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. SOL-USD - Risk-Adjusted Trends Comparison

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


AMDLSOL-USDDifference
Sharpe ratioReturn per unit of total volatility

+6.99

Sortino ratioReturn per unit of downside risk

+5.36

Omega ratioGain probability vs. loss probability

1.54

0.88

+0.66

Calmar ratioReturn relative to maximum drawdown

14.47

-0.80

+15.27

Martin ratioReturn relative to average drawdown

28.30

-1.30

+29.60

AMDL vs. SOL-USD - Sharpe Ratio Comparison

The current AMDL Sharpe Ratio is 6.17, which is higher than the SOL-USD Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of AMDL and SOL-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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Sharpe Ratios by Period


AMDLSOL-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.17

-0.83

+6.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.85

-0.47

Drawdowns

AMDL vs. SOL-USD - Drawdown Comparison

The maximum AMDL drawdown since its inception was -88.63%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for AMDL and SOL-USD.


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Drawdown Indicators


AMDLSOL-USDDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-96.27%

+7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

-74.89%

+18.76%

Max Drawdown (3Y)

Largest decline over 3 years

-76.27%

Max Drawdown (5Y)

Largest decline over 5 years

-96.27%

Current Drawdown

Current decline from peak

-24.82%

-75.14%

+50.32%

Average Drawdown

Average peak-to-trough decline

-48.29%

-51.38%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.65%

52.72%

-24.07%

Volatility

AMDL vs. SOL-USD - Volatility Comparison

GraniteShares 2x Long AMD Daily ETF (AMDL) has a higher volatility of 41.30% compared to Solana (SOL-USD) at 16.21%. This indicates that AMDL's price experiences larger fluctuations and is considered to be riskier than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDLSOL-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.30%

16.21%

+25.09%

Volatility (6M)

Calculated over the trailing 6-month period

98.31%

46.43%

+51.88%

Volatility (1Y)

Calculated over the trailing 1-year period

132.00%

60.21%

+71.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.37%

82.48%

+34.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

117.37%

99.89%

+17.48%

Frequently Asked Questions


AMDL and SOL-USD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDL has higher volatility (41.30%) compared to SOL-USD (16.21%). In terms of maximum drawdown, AMDL dropped -88.63% vs SOL-USD's -96.27%.

AMDL currently has the higher Sharpe Ratio (6.17 vs -0.83), 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

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