EVGO vs. AMDL
EVGO (Evgo Inc) is a stock, while AMDL (GraniteShares 2x Long AMD Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, EVGO returned -40.41% vs 1189.78% for AMDL. At a 0.27 correlation, their price movements are largely independent.
Performance
EVGO vs. AMDL - Performance Comparison
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Returns By Period
In the year-to-date period, EVGO achieves a -20.96% return, which is significantly lower than AMDL's 395.18% return.
EVGO
- 1D
- -3.36%
- 1M
- 5.99%
- YTD
- -20.96%
- 6M
- -30.30%
- 1Y
- -40.41%
- 3Y*
- -17.05%
- 5Y*
- -30.34%
- 10Y*
- —
AMDL
- 1D
- 8.25%
- 1M
- 135.69%
- YTD
- 395.18%
- 6M
- 371.52%
- 1Y
- 1,189.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVGO vs. AMDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVGO Evgo Inc | -20.96% | -28.15% | 68.05% |
AMDL GraniteShares 2x Long AMD Daily ETF | 395.18% | 103.00% | -69.97% |
Correlation
The correlation between EVGO and AMDL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024 | 0.27 |
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Return for Risk
EVGO vs. AMDL — Risk / Return Rank
EVGO
AMDL
EVGO vs. AMDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Evgo Inc (EVGO) 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.
| EVGO | AMDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.98 | ||
| Sortino ratioReturn per unit of downside risk | -5.63 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.63 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 21.43 | -22.04 |
| Martin ratioReturn relative to average drawdown | -1.05 | 42.08 | -43.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVGO | AMDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | 9.30 | -9.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.56 | -0.82 |
Drawdowns
EVGO vs. AMDL - Drawdown Comparison
The maximum EVGO drawdown since its inception was -92.48%, roughly equal to the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for EVGO and AMDL.
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Drawdown Indicators
| EVGO | AMDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.48% | -88.63% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -66.87% | -56.13% | -10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -81.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -91.37% | — | — |
Current DrawdownCurrent decline from peak | -89.58% | 0.00% | -89.58% |
Average DrawdownAverage peak-to-trough decline | -70.02% | -48.58% | -21.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.63% | 28.53% | +10.10% |
Volatility
EVGO vs. AMDL - Volatility Comparison
The current volatility for Evgo Inc (EVGO) is 18.19%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that EVGO 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.
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Volatility by Period
| EVGO | AMDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.19% | 46.02% | -27.83% |
Volatility (6M)Calculated over the trailing 6-month period | 41.56% | 94.09% | -52.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.58% | 129.41% | -69.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 86.26% | 116.59% | -30.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 89.45% | 116.59% | -27.14% |
Dividends
EVGO vs. AMDL - Dividend Comparison
Neither EVGO nor AMDL has paid dividends to shareholders.
Frequently Asked Questions
EVGO and AMDL have a correlation of 0.27, 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 EVGO (18.19%). In terms of maximum drawdown, EVGO dropped -92.48% vs AMDL's -88.63%.
AMDL currently has the higher Sharpe Ratio (9.30 vs -0.68), 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.
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