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NUGY vs. AMDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NUGY vs. AMDL - Performance Comparison

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

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NUGY vs. AMDL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, NUGY achieves a -0.25% return, which is significantly higher than AMDL's -21.48% return.


NUGY

1D
2.40%
1M
-13.32%
YTD
-0.25%
6M
1Y
3Y*
5Y*
10Y*

AMDL

1D
7.48%
1M
-0.41%
YTD
-21.48%
6M
18.20%
1Y
137.55%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NUGY vs. AMDL - Expense Ratio Comparison

NUGY has a 1.07% expense ratio, which is lower than AMDL's 1.15% expense ratio.


Return for Risk

NUGY vs. AMDL — Risk / Return Rank

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

NUGY

AMDL
AMDL Risk / Return Rank: 7272
Overall Rank
AMDL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
AMDL Omega Ratio Rank: 7777
Omega Ratio Rank
AMDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
AMDL Martin Ratio Rank: 5252
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.

NUGY vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Gold Miners ETF (NUGY) 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.


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

NUGY vs. AMDL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NUGYAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.27

+0.48

Correlation

The correlation between NUGY and AMDL is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NUGY vs. AMDL - Dividend Comparison

NUGY's dividend yield for the trailing twelve months is around 45.60%, while AMDL has not paid dividends to shareholders.


Drawdowns

NUGY vs. AMDL - Drawdown Comparison

The maximum NUGY drawdown since its inception was -17.39%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for NUGY and AMDL.


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Drawdown Indicators


NUGYAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-17.39%

-88.63%

+71.24%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

Current Drawdown

Current decline from peak

-13.43%

-52.14%

+38.71%

Average Drawdown

Average peak-to-trough decline

-4.58%

-51.71%

+47.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.66%

Volatility

NUGY vs. AMDL - Volatility Comparison


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Volatility by Period


NUGYAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.68%

Volatility (6M)

Calculated over the trailing 6-month period

97.70%

Volatility (1Y)

Calculated over the trailing 1-year period

29.41%

129.18%

-99.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.41%

111.42%

-82.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.41%

111.42%

-82.01%