AMLX vs. GBIL
AMLX (Amylyx Pharmaceuticals, Inc.) is a stock, while GBIL (Goldman Sachs Access Treasury 0-1 Year ETF) is Government Bonds fund tracking the FTSE US Treasury 0-1 Year Composite Select Index. Over the past 3 years, AMLX returned -10.79%/yr vs 4.59%/yr for GBIL. At a correlation of -0.02, they often move in opposite directions.
Performance
AMLX vs. GBIL - Performance Comparison
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Returns By Period
In the year-to-date period, AMLX achieves a 35.51% return, which is significantly higher than GBIL's 1.57% return.
AMLX
- 1D
- 0.55%
- 1M
- 20.54%
- YTD
- 35.51%
- 6M
- 32.98%
- 1Y
- 226.10%
- 3Y*
- -10.79%
- 5Y*
- —
- 10Y*
- —
GBIL
- 1D
- 0.01%
- 1M
- 0.25%
- YTD
- 1.57%
- 6M
- 1.66%
- 1Y
- 3.81%
- 3Y*
- 4.59%
- 5Y*
- 3.35%
- 10Y*
- —
AMLX vs. GBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMLX Amylyx Pharmaceuticals, Inc. | 35.51% | 219.58% | -74.32% | -60.16% | 75.95% |
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 1.57% | 4.12% | 5.24% | 4.91% | 1.06% |
Correlation
The correlation between AMLX and GBIL is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2022 | -0.02 |
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Return for Risk
AMLX vs. GBIL — Risk / Return Rank
AMLX
GBIL
AMLX vs. GBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amylyx Pharmaceuticals, Inc. (AMLX) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). 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.
| AMLX | GBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -13.40 | ||
| Sortino ratioReturn per unit of downside risk | -100.12 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 42.59 | -41.14 |
| Calmar ratioReturn relative to maximum drawdown | 7.44 | 191.21 | -183.78 |
| Martin ratioReturn relative to average drawdown | 15.93 | 1,621.11 | -1,605.19 |
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Drawdowns
AMLX vs. GBIL - Drawdown Comparison
The maximum AMLX drawdown since its inception was -96.04%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for AMLX and GBIL.
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Drawdown Indicators
| AMLX | GBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.04% | -0.76% | -95.28% |
Max Drawdown (1Y)Largest decline over 1 year | -30.61% | -0.02% | -30.59% |
Max Drawdown (3Y)Largest decline over 3 years | -93.09% | -0.76% | -92.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.76% | — |
Current DrawdownCurrent decline from peak | -60.00% | 0.00% | -60.00% |
Average DrawdownAverage peak-to-trough decline | -59.40% | -0.04% | -59.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.27% | 0.00% | +14.27% |
Volatility
AMLX vs. GBIL - Volatility Comparison
Amylyx Pharmaceuticals, Inc. (AMLX) has a higher volatility of 16.37% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.05%. This indicates that AMLX's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMLX | GBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.37% | 0.05% | +16.32% |
Volatility (6M)Calculated over the trailing 6-month period | 43.21% | 0.14% | +43.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.26% | 0.23% | +67.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.43% | 0.58% | +90.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.43% | 0.47% | +90.96% |
Dividends
AMLX vs. GBIL - Dividend Comparison
AMLX has not paid dividends to shareholders, while GBIL's dividend yield for the trailing twelve months is around 3.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMLX Amylyx Pharmaceuticals, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GBIL Goldman Sachs Access Treasury 0-1 Year ETF | 3.74% | 4.02% | 4.93% | 4.77% | 1.37% | 0.00% | 0.81% | 2.20% | 1.70% | 0.74% | 0.11% |
Frequently Asked Questions
AMLX and GBIL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMLX has higher volatility (16.37%) compared to GBIL (0.05%). In terms of maximum drawdown, AMLX dropped -96.04% vs GBIL's -0.76%.
GBIL currently has the higher Sharpe Ratio (16.78 vs 3.39), 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.
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