BBYY vs. AMDL

Last updated Jun 24, 2026

BBYY (GraniteShares YieldBOOST BABA ETF) and AMDL (GraniteShares 2x Long AMD Daily ETF) are both exchange-traded funds - BBYY is a Derivative Income fund actively managed by GraniteShares, while AMDL is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. At a 0.36 correlation, their price movements are largely independent. BBYY charges 1.07%/yr vs 1.15%/yr for AMDL.

Performance

BBYY vs. AMDL - Performance Comparison

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

Returns By Period

In the year-to-date period, BBYY achieves a -22.45% return, which is significantly lower than AMDL's 330.80% return.

BBYY

• 1D: -1.08%
• 1M: -11.79%
• YTD: -22.45%
• 6M: -24.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMDL

• 1D: -11.53%
• 1M: 15.74%
• YTD: 330.80%
• 6M: 327.23%
• 1Y: 835.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBYY vs. AMDL - Yearly Performance Comparison

	2026 (YTD)	2025
BBYY GraniteShares YieldBOOST BABA ETF	-22.45%	-7.92%
AMDL GraniteShares 2x Long AMD Daily ETF	330.80%	-26.69%

Correlation

The correlation between BBYY and AMDL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 21, 2025	0.36

Return for Risk

BBYY vs. AMDL — Risk / Return Rank

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

BBYY

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

AMDL

AMDL Risk / Return Rank: 94
AMDL Sharpe Ratio Rank: 99
AMDL Sortino Ratio Rank: 91
AMDL Omega Ratio Rank: 89
AMDL Calmar Ratio Rank: 98
AMDL Martin Ratio Rank: 95

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.

BBYY vs. AMDL - Risk-Adjusted Trends Comparison

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

	BBYY	AMDL	Difference
Sharpe ratio: Return per unit of total volatility	—	6.28	—
Sortino ratio: Return per unit of downside risk	—	4.08	—
Omega ratio: Gain probability vs. loss probability	—	1.53	—
Calmar ratio: Return relative to maximum drawdown	—	15.04	—
Martin ratio: Return relative to average drawdown	—	29.24	—

Drawdowns

BBYY vs. AMDL - Drawdown Comparison

The maximum BBYY drawdown since its inception was -30.77%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for BBYY and AMDL.

Drawdown Indicators

	BBYY	AMDL	Difference
Max Drawdown Largest peak-to-trough decline	-30.77%	-88.63%	+57.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-56.13%	—
Current Drawdown Current decline from peak	-30.77%	-13.00%	-17.77%
Average Drawdown Average peak-to-trough decline	-13.12%	-47.74%	+34.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	28.81%	—

Volatility

Volatility by Period

	BBYY	AMDL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	48.98%	—
Volatility (6M) Calculated over the trailing 6-month period	—	102.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.04%	134.44%	-109.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.04%	118.50%	-93.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.04%	118.50%	-93.46%

BBYY vs. AMDL - Expense Ratio Comparison

BBYY has a 1.07% expense ratio, which is lower than AMDL's 1.15% expense ratio.

Dividends

BBYY vs. AMDL - Dividend Comparison

BBYY's dividend yield for the trailing twelve months is around 100.57%, while AMDL has not paid dividends to shareholders.

Position	TTM	2025
AMDL GraniteShares 2x Long AMD Daily ETF	0.00%	0.00%
BBYY GraniteShares YieldBOOST BABA ETF	100.57%	21.98%

Frequently Asked Questions

Can I hold both BBYY and AMDL in my portfolio?

BBYY and AMDL 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.

Which ETF is better, BBYY or AMDL?

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

Which ETF is cheaper, BBYY or AMDL?

BBYY is cheaper with a 1.07% expense ratio, compared with 1.15% for AMDL.

Which ETF pays a higher dividend yield, BBYY or AMDL?

BBYY has the higher dividend yield at 100.57%, compared with 0.00% for AMDL.

What is the main difference between BBYY and AMDL?

BBYY is categorized as Derivative Income, while AMDL is Leveraged Equities. Their fees differ too: 1.07% for BBYY and 1.15% for AMDL.