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AOMR vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AOMR vs. 3GOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Mortgage, Inc. (AOMR) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AOMR achieves a 12.27% return, which is significantly higher than 3GOL.L's -36.55% return.


AOMR

1D
-0.88%
1M
8.99%
YTD
12.27%
6M
11.88%
1Y
10.35%
3Y*
17.08%
5Y*
-1.29%
10Y*

3GOL.L

1D
-4.45%
1M
-34.28%
YTD
-36.55%
6M
-39.67%
1Y
25.90%
3Y*
57.28%
5Y*
29.93%
10Y*
15.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AOMR vs. 3GOL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AOMR
Angel Oak Mortgage, Inc.
12.27%6.20%-1.89%159.86%-67.27%-10.21%
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-36.55%236.16%60.51%20.28%-13.87%-11.37%

Correlation

The correlation between AOMR and 3GOL.L is 0.08, 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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 17, 2021

0.09

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Return for Risk

AOMR vs. 3GOL.L — Risk / Return Rank

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

AOMR
AOMR Risk / Return Rank: 5555
Overall Rank
AOMR Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AOMR Sortino Ratio Rank: 5151
Sortino Ratio Rank
AOMR Omega Ratio Rank: 5050
Omega Ratio Rank
AOMR Calmar Ratio Rank: 5959
Calmar Ratio Rank
AOMR Martin Ratio Rank: 5858
Martin Ratio Rank

3GOL.L
3GOL.L Risk / Return Rank: 1515
Overall Rank
3GOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
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.

AOMR vs. 3GOL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Mortgage, Inc. (AOMR) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). 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.


AOMR3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratioReturn relative to maximum drawdown

0.67

0.40

+0.27

Martin ratioReturn relative to average drawdown

1.34

0.94

+0.40

AOMR vs. 3GOL.L - Sharpe Ratio Comparison

The current AOMR Sharpe Ratio is 0.43, which is comparable to the 3GOL.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of AOMR and 3GOL.L, 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

AOMR vs. 3GOL.L - Drawdown Comparison

The maximum AOMR drawdown since its inception was -71.21%, smaller than the maximum 3GOL.L drawdown of -83.81%. Use the drawdown chart below to compare losses from any high point for AOMR and 3GOL.L.


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Drawdown Indicators


AOMR3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.21%

-83.81%

+12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-64.85%

+49.28%

Max Drawdown (3Y)

Largest decline over 3 years

-37.21%

-64.85%

+27.64%

Max Drawdown (5Y)

Largest decline over 5 years

-71.21%

-64.85%

-6.36%

Max Drawdown (10Y)

Largest decline over 10 years

-64.85%

Current Drawdown

Current decline from peak

-11.37%

-64.57%

+53.20%

Average Drawdown

Average peak-to-trough decline

-23.32%

-60.94%

+37.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.74%

27.34%

-19.60%

Volatility

AOMR vs. 3GOL.L - Volatility Comparison

The current volatility for Angel Oak Mortgage, Inc. (AOMR) is 8.71%, while WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a volatility of 26.74%. This indicates that AOMR experiences smaller price fluctuations and is considered to be less risky than 3GOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AOMR3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

26.74%

-18.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.94%

70.00%

-53.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.49%

78.22%

-53.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.64%

53.24%

-14.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.61%

47.88%

-9.27%

Dividends

AOMR vs. 3GOL.L - Dividend Comparison

AOMR's dividend yield for the trailing twelve months is around 14.27%, while 3GOL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
3GOL.L
WisdomTree Gold 3x Daily Leveraged
0.00%0.00%0.00%0.00%0.00%0.00%
AOMR
Angel Oak Mortgage, Inc.
14.27%14.87%13.79%12.08%35.31%2.93%

Frequently Asked Questions


AOMR and 3GOL.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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