AMDL vs. XRP-USD
AMDL (GraniteShares 2x Long AMD Daily ETF) is Leveraged Equities fund actively managed by GraniteShares, while XRP-USD (XRP) is a cryptocurrency. Over the past year, AMDL returned 804.53% vs -51.05% for XRP-USD. At a 0.25 correlation, their price movements are largely independent.
Performance
AMDL vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMDL achieves a 272.28% return, which is significantly higher than XRP-USD's -38.21% return.
AMDL
- 1D
- -6.11%
- 1M
- 3.86%
- YTD
- 272.28%
- 6M
- 242.34%
- 1Y
- 804.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRP-USD
- 1D
- -2.68%
- 1M
- -22.87%
- YTD
- -38.21%
- 6M
- -46.05%
- 1Y
- -51.05%
- 3Y*
- 30.77%
- 5Y*
- 5.51%
- 10Y*
- —
AMDL vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMDL GraniteShares 2x Long AMD Daily ETF | 272.28% | 103.00% | -69.97% |
XRP-USD XRP | -38.21% | -11.56% | 236.02% |
Correlation
The correlation between AMDL and XRP-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2024 | 0.25 |
The correlation between AMDL and XRP-USD shifts across timeframes, from 0.25 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMDL vs. XRP-USD — Risk / Return Rank
AMDL
XRP-USD
AMDL vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AMD Daily ETF (AMDL) and XRP (XRP-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.
| AMDL | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.92 | ||
| Sortino ratioReturn per unit of downside risk | +5.17 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.90 | +0.65 |
| Calmar ratioReturn relative to maximum drawdown | 14.47 | -0.74 | +15.21 |
| Martin ratioReturn relative to average drawdown | 28.30 | -1.18 | +29.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMDL | XRP-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.17 | -0.76 | +6.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.55 | -0.17 |
Drawdowns
AMDL vs. XRP-USD - Drawdown Comparison
The maximum AMDL drawdown since its inception was -88.63%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for AMDL and XRP-USD.
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Drawdown Indicators
| AMDL | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.63% | -95.87% | +7.24% |
Max Drawdown (1Y)Largest decline over 1 year | -56.13% | -69.23% | +13.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -69.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -77.83% | — |
Current DrawdownCurrent decline from peak | -24.82% | -68.01% | +43.19% |
Average DrawdownAverage peak-to-trough decline | -48.29% | -70.99% | +22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.65% | 44.15% | -15.50% |
Volatility
AMDL vs. XRP-USD - Volatility Comparison
GraniteShares 2x Long AMD Daily ETF (AMDL) has a higher volatility of 41.30% compared to XRP (XRP-USD) at 13.72%. This indicates that AMDL's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDL | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.30% | 13.72% | +27.58% |
Volatility (6M)Calculated over the trailing 6-month period | 98.31% | 46.04% | +52.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 132.00% | 56.11% | +75.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 117.37% | 72.38% | +44.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.37% | 111.82% | +5.55% |
Frequently Asked Questions
AMDL and XRP-USD have a correlation of 0.36, 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 XRP-USD (13.72%). In terms of maximum drawdown, AMDL dropped -88.63% vs XRP-USD's -95.87%.
AMDL currently has the higher Sharpe Ratio (6.17 vs -0.76), 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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