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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 330.80% return, which is significantly higher than TSYY's -17.08% return.


AMDL

1D
-11.53%
1M
15.74%
YTD
330.80%
6M
327.23%
1Y
835.61%
3Y*
5Y*
10Y*

TSYY

1D
-2.37%
1M
-1.98%
YTD
-17.08%
6M
-24.28%
1Y
-12.16%
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
330.80%103.00%-7.60%
TSYY
GraniteShares YieldBOOST TSLA ETF
-17.08%-15.96%-3.30%

Correlation

The correlation between AMDL and TSYY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2024

0.42

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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: 9494
Overall Rank
AMDL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMDL Omega Ratio Rank: 8989
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9595
Martin Ratio Rank

TSYY
TSYY Risk / Return Rank: 55
Overall Rank
TSYY Sharpe Ratio Rank: 66
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: 55
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.

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.


AMDLTSYYDifference
Sharpe ratioReturn per unit of total volatility

+6.67

Sortino ratioReturn per unit of downside risk

+4.42

Omega ratioGain probability vs. loss probability

1.53

0.96

+0.58

Calmar ratioReturn relative to maximum drawdown

15.04

-0.43

+15.47

Martin ratioReturn relative to average drawdown

29.24

-0.78

+30.02

AMDL vs. TSYY - Sharpe Ratio Comparison

The current AMDL Sharpe Ratio is 6.28, which is higher than the TSYY Sharpe Ratio of -0.39. 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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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%

-28.39%

-27.74%

Current Drawdown

Current decline from peak

-13.00%

-37.06%

+24.06%

Average Drawdown

Average peak-to-trough decline

-47.74%

-26.23%

-21.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.81%

15.61%

+13.20%

Volatility

AMDL vs. TSYY - Volatility Comparison

GraniteShares 2x Long AMD Daily ETF (AMDL) has a higher volatility of 48.98% compared to GraniteShares YieldBOOST TSLA ETF (TSYY) at 6.15%. 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

48.98%

6.15%

+42.83%

Volatility (6M)

Calculated over the trailing 6-month period

102.19%

19.61%

+82.58%

Volatility (1Y)

Calculated over the trailing 1-year period

134.44%

31.30%

+103.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.50%

37.17%

+81.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

118.50%

37.17%

+81.33%

AMDL vs. TSYY - Expense Ratio Comparison

Both AMDL and TSYY have an expense ratio of 1.15%.


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 264.21%.


PositionTTM20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
0.00%0.00%0.00%
TSYY
GraniteShares YieldBOOST TSLA ETF
264.21%256.64%0.19%

Frequently Asked Questions


AMDL and TSYY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDL has higher volatility (48.98%) compared to TSYY (6.15%). In terms of maximum drawdown, AMDL dropped -88.63% vs TSYY's -41.52%.

On 1-year performance, AMDL leads with 835.61% vs -12.16% for TSYY. Both ETFs have the same 1.15% expense ratio. On volatility, TSYY has been the lower-risk option at 6.15%. 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 835.61% return vs -12.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AMDL and TSYY have the same expense ratio: 1.15% per year.

TSYY has the higher dividend yield at 264.21%, compared with 0.00% for AMDL.

AMDL is categorized as Leveraged Equities, while TSYY is Derivative Income.

AMDL currently has the higher Sharpe Ratio (6.28 vs -0.39), 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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