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AMZZ vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZZ and NVDA is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

AMZZ vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long AMZN Daily ETF (AMZZ) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
-4.76%
26.21%
AMZZ
NVDA

Key characteristics

Sharpe Ratio

AMZZ:

-0.15

NVDA:

0.46

Sortino Ratio

AMZZ:

0.25

NVDA:

1.02

Omega Ratio

AMZZ:

1.03

NVDA:

1.13

Calmar Ratio

AMZZ:

-0.18

NVDA:

0.74

Martin Ratio

AMZZ:

-0.46

NVDA:

1.88

Ulcer Index

AMZZ:

21.73%

NVDA:

14.46%

Daily Std Dev

AMZZ:

67.28%

NVDA:

59.76%

Max Drawdown

AMZZ:

-55.28%

NVDA:

-89.73%

Current Drawdown

AMZZ:

-42.80%

NVDA:

-25.30%

Returns By Period

In the year-to-date period, AMZZ achieves a -31.16% return, which is significantly lower than NVDA's -16.88% return.


AMZZ

YTD

-31.16%

1M

-6.49%

6M

-7.18%

1Y

-7.75%

5Y*

N/A

10Y*

N/A

NVDA

YTD

-16.88%

1M

1.33%

6M

-15.92%

1Y

34.44%

5Y*

74.08%

10Y*

70.49%

*Annualized

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Risk-Adjusted Performance

AMZZ vs. NVDA — Risk-Adjusted Performance Rank

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

AMZZ
The Risk-Adjusted Performance Rank of AMZZ is 1616
Overall Rank
The Sharpe Ratio Rank of AMZZ is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZZ is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AMZZ is 2323
Omega Ratio Rank
The Calmar Ratio Rank of AMZZ is 1010
Calmar Ratio Rank
The Martin Ratio Rank of AMZZ is 1212
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7070
Overall Rank
The Sharpe Ratio Rank of NVDA is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6666
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6464
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 7979
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMZZ vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AMZN Daily ETF (AMZZ) and NVIDIA Corporation (NVDA). 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.


The chart of Sharpe ratio for AMZZ, currently valued at -0.15, compared to the broader market-1.000.001.002.003.004.00
AMZZ: -0.15
NVDA: 0.46
The chart of Sortino ratio for AMZZ, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.00
AMZZ: 0.25
NVDA: 1.02
The chart of Omega ratio for AMZZ, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
AMZZ: 1.03
NVDA: 1.13
The chart of Calmar ratio for AMZZ, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.00
AMZZ: -0.18
NVDA: 0.74
The chart of Martin ratio for AMZZ, currently valued at -0.46, compared to the broader market0.0020.0040.0060.00
AMZZ: -0.46
NVDA: 1.88

The current AMZZ Sharpe Ratio is -0.15, which is lower than the NVDA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AMZZ and NVDA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.60Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27
-0.15
0.46
AMZZ
NVDA

Dividends

AMZZ vs. NVDA - Dividend Comparison

AMZZ has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.03%.


TTM20242023202220212020201920182017201620152014
AMZZ
GraniteShares 2x Long AMZN Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

AMZZ vs. NVDA - Drawdown Comparison

The maximum AMZZ drawdown since its inception was -55.28%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for AMZZ and NVDA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-42.80%
-25.30%
AMZZ
NVDA

Volatility

AMZZ vs. NVDA - Volatility Comparison

GraniteShares 2x Long AMZN Daily ETF (AMZZ) has a higher volatility of 38.57% compared to NVIDIA Corporation (NVDA) at 25.54%. This indicates that AMZZ's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%December2025FebruaryMarchAprilMay
38.57%
25.54%
AMZZ
NVDA