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AMYY vs. FBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMYY vs. FBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST AMD ETF (AMYY) and GraniteShares 2x Long META Daily ETF (FBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMYY achieves a 7.66% return, which is significantly higher than FBL's -32.54% return.


AMYY

1D
-0.18%
1M
-2.45%
6M
18.04%
YTD
7.66%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FBL

1D
0.27%
1M
-6.84%
6M
-32.54%
YTD
-32.54%
1Y
-53.18%
3Y*
18.62%
5Y*
10Y*
ALL TIME*
65.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$403.40K$326.63K$353.65K
$29.15M$35.73M$34.36M

AMYY vs. FBL - Yearly Performance Comparison


2026 (YTD)2025
AMYY
GraniteShares YieldBOOST AMD ETF
7.66%19.93%
FBL
GraniteShares 2x Long META Daily ETF
-32.54%-29.92%

Correlation

The correlation between AMYY and FBL is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.17

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Return for Risk

AMYY vs. FBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMYY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FBL
FBL Risk / Return Rank: 33
Overall Rank
FBL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FBL Sortino Ratio Rank: 44
Sortino Ratio Rank
FBL Omega Ratio Rank: 33
Omega Ratio Rank
FBL Calmar Ratio Rank: 22
Calmar Ratio Rank
FBL Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMYY vs. FBL - Risk-Adjusted Trends Comparison

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


AMYYFBLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.89

Calmar ratioReturn relative to maximum drawdown

-0.85

Martin ratioReturn relative to average drawdown

-1.35

AMYY vs. FBL - Sharpe Ratio Comparison


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Drawdowns

AMYY vs. FBL - Drawdown Comparison

The maximum AMYY drawdown since its inception was -16.91%, smaller than the maximum FBL drawdown of -63.20%. Use the drawdown chart below to compare losses from any high point for AMYY and FBL.


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Drawdown Indicators


AMYYFBLDifference

Max Drawdown

Largest peak-to-trough decline

-16.91%

-63.20%

+46.29%

Max Drawdown (1Y)

Largest decline over 1 year

-63.09%

Max Drawdown (3Y)

Largest decline over 3 years

-63.20%

Current Drawdown

Current decline from peak

-2.45%

-56.28%

+53.83%

Average Drawdown

Average peak-to-trough decline

-4.77%

-18.13%

+13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.43%

Volatility

AMYY vs. FBL - Volatility Comparison


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Volatility by Period


AMYYFBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.14%

Volatility (6M)

Calculated over the trailing 6-month period

62.07%

Volatility (1Y)

Calculated over the trailing 1-year period

24.07%

76.91%

-52.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.07%

72.95%

-48.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

72.95%

-48.88%

AMYY vs. FBL - Expense Ratio Comparison

AMYY has a 1.07% expense ratio, which is lower than FBL's 1.09% expense ratio.


Dividends

AMYY vs. FBL - Dividend Comparison

AMYY's dividend yield for the trailing twelve months is around 108.53%, more than FBL's 3.07% yield.


PositionTTM202520242023
AMYY
GraniteShares YieldBOOST AMD ETF
108.53%30.28%0.00%0.00%
FBL
GraniteShares 2x Long META Daily ETF
3.07%2.07%0.00%51.58%

Frequently Asked Questions


AMYY and FBL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMYY is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMYY is cheaper with a 1.07% expense ratio, compared with 1.09% for FBL.

AMYY has the higher dividend yield at 108.53%, compared with 3.07% for FBL.

AMYY is categorized as Derivative Income, while FBL is Leveraged Equities. Their fees differ too: 1.07% for AMYY and 1.09% for FBL.

Portfolio Optimizer

Find the right allocation for AMYY and FBL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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