PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HLAL vs. AMAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HLAL and AMAGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

HLAL vs. AMAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wahed FTSE USA Shariah ETF (HLAL) and Amana Mutual Funds Trust Growth Fund (AMAGX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
85.69%
56.51%
HLAL
AMAGX

Key characteristics

Sharpe Ratio

HLAL:

-0.46

AMAGX:

-0.77

Sortino Ratio

HLAL:

-0.48

AMAGX:

-0.91

Omega Ratio

HLAL:

0.93

AMAGX:

0.88

Calmar Ratio

HLAL:

-0.38

AMAGX:

-0.61

Martin Ratio

HLAL:

-1.70

AMAGX:

-2.32

Ulcer Index

HLAL:

4.42%

AMAGX:

6.10%

Daily Std Dev

HLAL:

16.48%

AMAGX:

18.37%

Max Drawdown

HLAL:

-33.57%

AMAGX:

-57.64%

Current Drawdown

HLAL:

-19.90%

AMAGX:

-23.11%

Returns By Period

The year-to-date returns for both stocks are quite close, with HLAL having a -16.63% return and AMAGX slightly lower at -16.86%.


HLAL

YTD

-16.63%

1M

-14.22%

6M

-14.04%

1Y

-8.30%

5Y*

15.04%

10Y*

N/A

AMAGX

YTD

-16.86%

1M

-14.41%

6M

-20.38%

1Y

-15.23%

5Y*

10.49%

10Y*

6.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HLAL vs. AMAGX - Expense Ratio Comparison

HLAL has a 0.50% expense ratio, which is lower than AMAGX's 0.91% expense ratio.


AMAGX
Amana Mutual Funds Trust Growth Fund
Expense ratio chart for AMAGX: current value is 0.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMAGX: 0.91%
Expense ratio chart for HLAL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HLAL: 0.50%

Risk-Adjusted Performance

HLAL vs. AMAGX — Risk-Adjusted Performance Rank

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

HLAL
The Risk-Adjusted Performance Rank of HLAL is 1515
Overall Rank
The Sharpe Ratio Rank of HLAL is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of HLAL is 1616
Sortino Ratio Rank
The Omega Ratio Rank of HLAL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of HLAL is 1717
Calmar Ratio Rank
The Martin Ratio Rank of HLAL is 1111
Martin Ratio Rank

AMAGX
The Risk-Adjusted Performance Rank of AMAGX is 88
Overall Rank
The Sharpe Ratio Rank of AMAGX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of AMAGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of AMAGX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of AMAGX is 55
Calmar Ratio Rank
The Martin Ratio Rank of AMAGX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HLAL vs. AMAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wahed FTSE USA Shariah ETF (HLAL) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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.


Sharpe ratio
The chart of Sharpe ratio for HLAL, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.00
HLAL: -0.46
AMAGX: -0.77
The chart of Sortino ratio for HLAL, currently valued at -0.48, compared to the broader market-2.000.002.004.006.008.00
HLAL: -0.48
AMAGX: -0.91
The chart of Omega ratio for HLAL, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
HLAL: 0.93
AMAGX: 0.88
The chart of Calmar ratio for HLAL, currently valued at -0.38, compared to the broader market0.002.004.006.008.0010.0012.0014.00
HLAL: -0.38
AMAGX: -0.61
The chart of Martin ratio for HLAL, currently valued at -1.70, compared to the broader market0.0020.0040.0060.0080.00
HLAL: -1.70
AMAGX: -2.32

The current HLAL Sharpe Ratio is -0.46, which is higher than the AMAGX Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of HLAL and AMAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.46
-0.77
HLAL
AMAGX

Dividends

HLAL vs. AMAGX - Dividend Comparison

HLAL's dividend yield for the trailing twelve months is around 0.81%, while AMAGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HLAL
Wahed FTSE USA Shariah ETF
0.81%0.58%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%
AMAGX
Amana Mutual Funds Trust Growth Fund
0.00%0.00%0.16%0.17%0.07%0.22%0.36%0.47%0.49%0.75%0.54%0.37%

Drawdowns

HLAL vs. AMAGX - Drawdown Comparison

The maximum HLAL drawdown since its inception was -33.57%, smaller than the maximum AMAGX drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for HLAL and AMAGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.90%
-23.11%
HLAL
AMAGX

Volatility

HLAL vs. AMAGX - Volatility Comparison

Wahed FTSE USA Shariah ETF (HLAL) has a higher volatility of 9.42% compared to Amana Mutual Funds Trust Growth Fund (AMAGX) at 8.95%. This indicates that HLAL's price experiences larger fluctuations and is considered to be riskier than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.42%
8.95%
HLAL
AMAGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab