PortfoliosLab logoPortfoliosLab logo
BBYY vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, BBYY achieves a -13.56% return, which is significantly lower than AMDL's 395.18% return.


BBYY

1D
0.09%
1M
-2.17%
YTD
-13.56%
6M
-17.69%
1Y
3Y*
5Y*
10Y*

AMDL

1D
8.25%
1M
135.69%
YTD
395.18%
6M
371.52%
1Y
1,189.78%
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
-13.56%-7.49%
AMDL
GraniteShares 2x Long AMD Daily ETF
395.18%-25.13%

Correlation

The correlation between BBYY and AMDL is 0.38, 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 22, 2025

0.38

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

AMDL
AMDL Risk / Return Rank: 9696
Overall Rank
AMDL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9292
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9797
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.

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.


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

BBYY vs. AMDL - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BBYYAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.20

0.56

-1.76

Drawdowns

BBYY vs. AMDL - Drawdown Comparison

The maximum BBYY drawdown since its inception was -23.74%, 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.


Loading charts...

Drawdown Indicators


BBYYAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-23.74%

-88.63%

+64.89%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

Current Drawdown

Current decline from peak

-22.83%

0.00%

-22.83%

Average Drawdown

Average peak-to-trough decline

-12.07%

-48.58%

+36.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.53%

Volatility

BBYY vs. AMDL - Volatility Comparison


Loading charts...

Volatility by Period


BBYYAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

46.02%

Volatility (6M)

Calculated over the trailing 6-month period

94.09%

Volatility (1Y)

Calculated over the trailing 1-year period

25.72%

129.41%

-103.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.72%

116.59%

-90.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.72%

116.59%

-90.87%

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 84.93%, while AMDL has not paid dividends to shareholders.


Frequently Asked Questions


BBYY and AMDL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

BBYY has the higher dividend yield at 84.93%, compared with 0.00% for 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.

Portfolio Optimizer

Find the right allocation for BBYY and AMDL

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

Open Portfolio Optimizer