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TLA vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLA vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Autocallable TSLA ETF (TLA) 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


TLA

1D
0.68%
1M
-7.40%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

AMDL

1D
-3.34%
1M
-20.60%
6M
179.62%
YTD
232.67%
1Y
325.41%
3Y*
5Y*
10Y*
ALL TIME*
34.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$184.60M$207.34M$361.62M
$81.43K$70.64K$69.71K

TLA vs. AMDL - Yearly Performance Comparison


Correlation

The correlation between TLA and AMDL is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 3, 2026

0.56

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Return for Risk

TLA vs. AMDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TLA

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


AMDL
AMDL Risk / Return Rank: 8686
Overall Rank
AMDL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 8686
Sortino Ratio Rank
AMDL Omega Ratio Rank: 8383
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMDL Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TLA vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Autocallable TSLA ETF (TLA) 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.


TLAAMDLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

5.44

Martin ratioReturn relative to average drawdown

10.24

TLA vs. AMDL - Sharpe Ratio Comparison


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Drawdowns

TLA vs. AMDL - Drawdown Comparison

The maximum TLA drawdown since its inception was -11.80%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for TLA and AMDL.


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Drawdown Indicators


TLAAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-11.80%

-88.63%

+76.83%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

Current Drawdown

Current decline from peak

-8.79%

-37.49%

+28.70%

Average Drawdown

Average peak-to-trough decline

-1.78%

-46.51%

+44.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.74%

Volatility

TLA vs. AMDL - Volatility Comparison


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Volatility by Period


TLAAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

48.46%

Volatility (6M)

Calculated over the trailing 6-month period

112.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

142.48%

-125.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

120.98%

-104.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

120.98%

-104.35%

TLA vs. AMDL - Expense Ratio Comparison

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


Dividends

TLA vs. AMDL - Dividend Comparison

TLA's dividend yield for the trailing twelve months is around 8.86%, while AMDL has not paid dividends to shareholders.


Frequently Asked Questions


TLA and AMDL have a correlation of 0.56, 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.

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

TLA has the higher dividend yield at 8.86%, compared with 0.00% for AMDL.

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

Portfolio Optimizer

Find the right allocation for TLA 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.

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