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FIYY vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIYY vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY) and GraniteShares 2x Long AMD Daily ETF (AMDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FIYY

1D
0.16%
1M
-0.25%
6M
YTD
1Y
3Y*
5Y*
10Y*

AMDL

1D
-8.78%
1M
-15.39%
6M
286.42%
YTD
318.97%
1Y
712.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIYY vs. AMDL - Yearly Performance Comparison


Correlation

The correlation between FIYY and AMDL is 0.15, 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 May 5, 2026

0.15

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Return for Risk

FIYY vs. AMDL — Risk / Return Rank

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

FIYY

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


AMDL
AMDL Risk / Return Rank: 9595
Overall Rank
AMDL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9292
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9595
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.

FIYY vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST 20Y+ Treasuries ETF (FIYY) 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.


FIYYAMDLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

12.67

Martin ratioReturn relative to average drawdown

24.60

FIYY vs. AMDL - Sharpe Ratio Comparison


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Drawdowns

FIYY vs. AMDL - Drawdown Comparison

The maximum FIYY drawdown since its inception was -2.42%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FIYY and AMDL.


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Drawdown Indicators


FIYYAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-2.42%

-88.63%

+86.21%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

Current Drawdown

Current decline from peak

-2.02%

-21.27%

+19.25%

Average Drawdown

Average peak-to-trough decline

-1.36%

-47.29%

+45.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.85%

Volatility

FIYY vs. AMDL - Volatility Comparison


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Volatility by Period


FIYYAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

51.57%

Volatility (6M)

Calculated over the trailing 6-month period

104.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

135.62%

-130.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.29%

118.90%

-113.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.29%

118.90%

-113.61%

FIYY vs. AMDL - Expense Ratio Comparison

Both FIYY and AMDL have an expense ratio of 1.07%.


Dividends

FIYY vs. AMDL - Dividend Comparison

FIYY's dividend yield for the trailing twelve months is around 1.09%, while AMDL has not paid dividends to shareholders.


Frequently Asked Questions


FIYY and AMDL have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FIYY and AMDL have the same expense ratio: 1.07% per year.

FIYY has the higher dividend yield at 1.09%, compared with 0.00% for AMDL.

FIYY is categorized as Derivative Income, while AMDL is Leveraged Equities.

Portfolio Optimizer

Find the right allocation for FIYY 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