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

Performance

COMB vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) 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, COMB achieves a 26.81% return, which is significantly lower than AMDL's 395.18% return.


COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
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)

COMB vs. AMDL - Yearly Performance Comparison


2026 (YTD)20252024
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%2.86%
AMDL
GraniteShares 2x Long AMD Daily ETF
395.18%103.00%-69.97%

Correlation

The correlation between COMB and AMDL is 0.03, 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

0.03

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2024

0.14

The correlation between COMB and AMDL shifts across timeframes, from 0.03 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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

COMB vs. AMDL — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
Martin Ratio Rank

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.

COMB vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) 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.


COMBAMDLDifference
Sharpe ratioReturn per unit of total volatility

-7.01

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.41

1.63

-0.22

Calmar ratioReturn relative to maximum drawdown

5.08

21.43

-16.35

Martin ratioReturn relative to average drawdown

13.24

42.08

-28.84

COMB vs. AMDL - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 2.29, which is lower than the AMDL Sharpe Ratio of 9.30. The chart below compares the historical Sharpe Ratios of COMB and AMDL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


COMBAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

9.30

-7.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.56

-0.04

Drawdowns

COMB vs. AMDL - Drawdown Comparison

The maximum COMB drawdown since its inception was -33.50%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for COMB and AMDL.


Loading charts...

Drawdown Indicators


COMBAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-88.63%

+55.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-56.13%

+48.44%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-4.35%

0.00%

-4.35%

Average Drawdown

Average peak-to-trough decline

-12.06%

-48.58%

+36.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

28.53%

-25.59%

Volatility

COMB vs. AMDL - Volatility Comparison

The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 5.14%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that COMB experiences smaller price fluctuations and is considered to be less risky than AMDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


COMBAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

46.02%

-40.88%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

94.09%

-79.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

129.41%

-112.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

116.59%

-99.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

116.59%

-101.46%

COMB vs. AMDL - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is lower than AMDL's 1.15% expense ratio.


Dividends

COMB vs. AMDL - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, while AMDL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AMDL
GraniteShares 2x Long AMD Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%

Frequently Asked Questions


COMB and AMDL have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDL has higher volatility (46.02%) compared to COMB (5.14%). In terms of maximum drawdown, COMB dropped -33.50% vs AMDL's -88.63%.

On 1-year performance, AMDL leads with 1189.78% vs 38.86% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 5.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AMDL has performed better with a 1189.78% return vs 38.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 1.15% for AMDL.

COMB has the higher dividend yield at 7.14%, compared with 0.00% for AMDL.

COMB is categorized as Commodities, while AMDL is Leveraged Equities. Their fees differ too: 0.25% for COMB and 1.15% for AMDL.

AMDL currently has the higher Sharpe Ratio (9.30 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for COMB 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