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AMDL vs. TSYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMDL vs. TSYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AMD Daily ETF (AMDL) and GraniteShares YieldBOOST TSLA ETF (TSYY). 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 357.43% return, which is significantly higher than TSYY's -16.74% return.


AMDL

1D
4.30%
1M
94.72%
YTD
357.43%
6M
344.84%
1Y
1,145.71%
3Y*
5Y*
10Y*

TSYY

1D
-0.25%
1M
-0.89%
YTD
-16.74%
6M
-14.96%
1Y
-11.50%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDL vs. TSYY - Yearly Performance Comparison


2026 (YTD)20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
357.43%103.00%-1.79%
TSYY
GraniteShares YieldBOOST TSLA ETF
-16.74%-15.96%-0.18%

Correlation

The correlation between AMDL and TSYY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.40

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Return for Risk

AMDL vs. TSYY — Risk / Return Rank

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

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

TSYY
TSYY Risk / Return Rank: 55
Overall Rank
TSYY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TSYY Sortino Ratio Rank: 66
Sortino Ratio Rank
TSYY Omega Ratio Rank: 55
Omega Ratio Rank
TSYY Calmar Ratio Rank: 55
Calmar Ratio Rank
TSYY Martin Ratio Rank: 44
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. TSYY - Risk-Adjusted Trends Comparison

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


AMDLTSYYDifference

Sharpe ratio

Return per unit of total volatility

8.96

-0.36

+9.33

Sortino ratio

Return per unit of downside risk

4.75

-0.29

+5.05

Omega ratio

Gain probability vs. loss probability

1.63

0.96

+0.67

Calmar ratio

Return relative to maximum drawdown

21.99

-0.46

+22.45

Martin ratio

Return relative to average drawdown

43.27

-0.87

+44.14

AMDL vs. TSYY - Sharpe Ratio Comparison

The current AMDL Sharpe Ratio is 8.96, which is higher than the TSYY Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of AMDL and TSYY, 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


AMDLTSYYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.96

-0.36

+9.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.59

+1.10

Drawdowns

AMDL vs. TSYY - Drawdown Comparison

The maximum AMDL drawdown since its inception was -88.63%, which is greater than TSYY's maximum drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for AMDL and TSYY.


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Drawdown Indicators


AMDLTSYYDifference

Max Drawdown

Largest peak-to-trough decline

-88.63%

-41.52%

-47.11%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

-27.31%

-28.82%

Current Drawdown

Current decline from peak

0.00%

-36.80%

+36.80%

Average Drawdown

Average peak-to-trough decline

-48.67%

-25.86%

-22.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.53%

14.40%

+14.13%

Volatility

AMDL vs. TSYY - Volatility Comparison

GraniteShares 2x Long AMD Daily ETF (AMDL) has a higher volatility of 48.25% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 4.87%. This indicates that AMDL's price experiences larger fluctuations and is considered to be riskier than TSYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDLTSYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.25%

4.87%

+43.38%

Volatility (6M)

Calculated over the trailing 6-month period

93.85%

19.70%

+74.15%

Volatility (1Y)

Calculated over the trailing 1-year period

129.36%

31.79%

+97.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

116.58%

37.58%

+79.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

116.58%

37.58%

+79.00%

AMDL vs. TSYY - Expense Ratio Comparison

AMDL has a 1.15% expense ratio, which is higher than TSYY's 0.99% expense ratio.


Dividends

AMDL vs. TSYY - Dividend Comparison

AMDL has not paid dividends to shareholders, while TSYY's dividend yield for the trailing twelve months is around 283.26%.


PositionTTM20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
0.00%0.00%0.00%
TSYY
GraniteShares YieldBOOST TSLA ETF
283.26%256.64%0.19%

Frequently Asked Questions


AMDL and TSYY 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 (48.25%) compared to TSYY (4.87%). In terms of maximum drawdown, AMDL dropped -88.63% vs TSYY's -41.52%.

On 1-year performance, AMDL leads with 1145.71% vs -11.50% for TSYY. On fees, TSYY is cheaper at 0.99% per year. On volatility, TSYY has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AMDL has performed better with a 1145.71% return vs -11.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TSYY is cheaper with a 0.99% expense ratio, compared with 1.15% for AMDL.

TSYY has the higher dividend yield at 283.26%, compared with 0.00% for AMDL.

AMDL is categorized as Leveraged Equities, while TSYY is Derivative Income. Their fees differ too: 1.15% for AMDL and 0.99% for TSYY.

AMDL currently has the higher Sharpe Ratio (8.96 vs -0.36), 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.

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