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HKD vs. YALL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HKD vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMTD Digital Inc. (HKD) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HKD achieves a 40.16% return, which is significantly higher than YALL's -0.32% return.


HKD

1D
-1.11%
1M
0.56%
YTD
40.16%
6M
9.88%
1Y
-11.00%
3Y*
-35.71%
5Y*
10Y*

YALL

1D
-0.33%
1M
-1.19%
YTD
-0.32%
6M
-1.72%
1Y
6.03%
3Y*
21.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HKD vs. YALL - Yearly Performance Comparison


2026 (YTD)2025202420232022
HKD
AMTD Digital Inc.
40.16%-57.09%-29.02%-58.30%-75.70%
YALL
God Bless America ETF
-0.32%14.36%29.99%40.74%8.62%

Correlation

The correlation between HKD and YALL 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 (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.24

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AMTD Digital Inc.

God Bless America ETF

Return for Risk

HKD vs. YALL — Risk / Return Rank

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

HKD
HKD Risk / Return Rank: 3939
Overall Rank
HKD Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
HKD Sortino Ratio Rank: 4343
Sortino Ratio Rank
HKD Omega Ratio Rank: 4343
Omega Ratio Rank
HKD Calmar Ratio Rank: 3535
Calmar Ratio Rank
HKD Martin Ratio Rank: 3636
Martin Ratio Rank

YALL
YALL Risk / Return Rank: 1717
Overall Rank
YALL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 1616
Sortino Ratio Rank
YALL Omega Ratio Rank: 1515
Omega Ratio Rank
YALL Calmar Ratio Rank: 1717
Calmar Ratio Rank
YALL Martin Ratio Rank: 1818
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.

HKD vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMTD Digital Inc. (HKD) and God Bless America ETF (YALL). 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.


HKDYALLDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.07

1.08

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.19

0.64

-0.84

Martin ratioReturn relative to average drawdown

-0.30

1.88

-2.17

HKD vs. YALL - Sharpe Ratio Comparison

The current HKD Sharpe Ratio is -0.12, which is lower than the YALL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of HKD and YALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HKDYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.44

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

1.45

-1.60

Drawdowns

HKD vs. YALL - Drawdown Comparison

The maximum HKD drawdown since its inception was -99.92%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for HKD and YALL.


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Drawdown Indicators


HKDYALLDifference

Max Drawdown

Largest peak-to-trough decline

-99.92%

-19.72%

-80.20%

Max Drawdown (1Y)

Largest decline over 1 year

-56.95%

-9.42%

-47.53%

Max Drawdown (3Y)

Largest decline over 3 years

-81.83%

-19.72%

-62.11%

Current Drawdown

Current decline from peak

-99.89%

-4.78%

-95.11%

Average Drawdown

Average peak-to-trough decline

-98.14%

-2.93%

-95.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.21%

3.22%

+33.99%

Volatility

HKD vs. YALL - Volatility Comparison

AMTD Digital Inc. (HKD) has a higher volatility of 12.35% compared to God Bless America ETF (YALL) at 3.32%. This indicates that HKD's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HKDYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.35%

3.32%

+9.03%

Volatility (6M)

Calculated over the trailing 6-month period

39.12%

9.78%

+29.34%

Volatility (1Y)

Calculated over the trailing 1-year period

94.03%

13.69%

+80.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

277.08%

17.48%

+259.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

277.08%

17.48%

+259.60%

Dividends

HKD vs. YALL - Dividend Comparison

HKD has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM2025202420232022
HKD
AMTD Digital Inc.
0.00%0.00%0.00%0.00%0.00%
YALL
God Bless America ETF
0.50%0.49%0.50%3.51%0.19%

Frequently Asked Questions


HKD and YALL 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.

HKD has higher volatility (12.35%) compared to YALL (3.32%). In terms of maximum drawdown, HKD dropped -99.92% vs YALL's -19.72%.

YALL currently has the higher Sharpe Ratio (0.44 vs -0.12), 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 HKD and YALL

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

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