FUTU vs. AMDL
FUTU (Futu Holdings Limited) is a stock, while AMDL (GraniteShares 2x Long AMD Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, FUTU returned -13.22% vs 1075.21% for AMDL. At a 0.36 correlation, their price movements are largely independent.
Performance
FUTU vs. AMDL - Performance Comparison
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Returns By Period
In the year-to-date period, FUTU achieves a -40.74% return, which is significantly lower than AMDL's 360.26% return.
FUTU
- 1D
- -0.46%
- 1M
- -39.08%
- YTD
- -40.74%
- 6M
- -43.05%
- 1Y
- -13.22%
- 3Y*
- 36.55%
- 5Y*
- -8.43%
- 10Y*
- —
AMDL
- 1D
- -7.05%
- 1M
- 102.52%
- YTD
- 360.26%
- 6M
- 344.53%
- 1Y
- 1,075.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTU vs. AMDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FUTU Futu Holdings Limited | -40.74% | 105.29% | 43.69% |
AMDL GraniteShares 2x Long AMD Daily ETF | 360.26% | 103.00% | -69.97% |
Correlation
The correlation between FUTU and AMDL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024 | 0.36 |
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Return for Risk
FUTU vs. AMDL — Risk / Return Rank
FUTU
AMDL
FUTU vs. AMDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Futu Holdings Limited (FUTU) 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.
| FUTU | AMDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.59 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.61 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 19.36 | -19.61 |
| Martin ratioReturn relative to average drawdown | -0.70 | 38.01 | -38.71 |
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
| FUTU | AMDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 8.38 | -8.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.51 | -0.12 |
Drawdowns
FUTU vs. AMDL - Drawdown Comparison
The maximum FUTU drawdown since its inception was -87.23%, roughly equal to the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for FUTU and AMDL.
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Drawdown Indicators
| FUTU | AMDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -88.63% | +1.40% |
Max Drawdown (1Y)Largest decline over 1 year | -54.18% | -56.13% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -54.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -86.42% | — | — |
Current DrawdownCurrent decline from peak | -51.11% | -7.05% | -44.06% |
Average DrawdownAverage peak-to-trough decline | -47.54% | -48.51% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.97% | 28.54% | -9.57% |
Volatility
FUTU vs. AMDL - Volatility Comparison
The current volatility for Futu Holdings Limited (FUTU) is 41.95%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 47.19%. This indicates that FUTU 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
| FUTU | AMDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.95% | 47.19% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 50.74% | 94.32% | -43.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.78% | 129.64% | -65.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.80% | 116.59% | -43.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.26% | 116.59% | -41.33% |
Dividends
FUTU vs. AMDL - Dividend Comparison
FUTU's dividend yield for the trailing twelve months is around 2.71%, while AMDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AMDL GraniteShares 2x Long AMD Daily ETF | 0.00% | 0.00% | 0.00% |
FUTU Futu Holdings Limited | 2.71% | 0.00% | 2.50% |
Frequently Asked Questions
FUTU and AMDL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMDL has higher volatility (47.19%) compared to FUTU (41.95%). In terms of maximum drawdown, FUTU dropped -87.23% vs AMDL's -88.63%.
AMDL currently has the higher Sharpe Ratio (8.38 vs -0.21), 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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