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TME vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TME vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Music Entertainment Group (TME) 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

In the year-to-date period, TME achieves a -46.46% return, which is significantly lower than AMDL's 395.18% return.


TME

1D
-3.89%
1M
0.00%
YTD
-46.46%
6M
-48.74%
1Y
-46.00%
3Y*
8.44%
5Y*
-9.05%
10Y*

AMDL

1D
8.25%
1M
135.69%
YTD
395.18%
6M
371.52%
1Y
1,189.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TME vs. AMDL - Yearly Performance Comparison


2026 (YTD)20252024
TME
Tencent Music Entertainment Group
-46.46%56.39%10.34%
AMDL
GraniteShares 2x Long AMD Daily ETF
395.18%103.00%-69.97%

Correlation

The correlation between TME and AMDL is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2024

0.23

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Return for Risk

TME vs. AMDL — Risk / Return Rank

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

TME
TME Risk / Return Rank: 99
Overall Rank
TME Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TME Sortino Ratio Rank: 77
Sortino Ratio Rank
TME Omega Ratio Rank: 66
Omega Ratio Rank
TME Calmar Ratio Rank: 1616
Calmar Ratio Rank
TME Martin Ratio Rank: 1212
Martin Ratio Rank

AMDL
AMDL Risk / Return Rank: 9696
Overall Rank
AMDL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMDL Sortino Ratio Rank: 9393
Sortino Ratio Rank
AMDL Omega Ratio Rank: 9292
Omega Ratio Rank
AMDL Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMDL Martin Ratio Rank: 9797
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.

TME vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Music Entertainment Group (TME) 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.


TMEAMDLDifference
Sharpe ratioReturn per unit of total volatility

-10.28

Sortino ratioReturn per unit of downside risk

-6.11

Omega ratioGain probability vs. loss probability

0.81

1.63

-0.83

Calmar ratioReturn relative to maximum drawdown

-0.69

21.43

-22.12

Martin ratioReturn relative to average drawdown

-1.25

42.08

-43.33

TME vs. AMDL - Sharpe Ratio Comparison

The current TME Sharpe Ratio is -0.98, which is lower than the AMDL Sharpe Ratio of 9.30. The chart below compares the historical Sharpe Ratios of TME and AMDL, 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


TMEAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

9.30

-10.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.56

-0.65

Drawdowns

TME vs. AMDL - Drawdown Comparison

The maximum TME drawdown since its inception was -90.19%, roughly equal to the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for TME and AMDL.


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Drawdown Indicators


TMEAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-90.19%

-88.63%

-1.56%

Max Drawdown (1Y)

Largest decline over 1 year

-67.01%

-56.13%

-10.88%

Max Drawdown (3Y)

Largest decline over 3 years

-67.01%

Max Drawdown (5Y)

Largest decline over 5 years

-80.52%

Current Drawdown

Current decline from peak

-69.83%

0.00%

-69.83%

Average Drawdown

Average peak-to-trough decline

-51.97%

-48.58%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.92%

28.53%

+8.39%

Volatility

TME vs. AMDL - Volatility Comparison

The current volatility for Tencent Music Entertainment Group (TME) is 13.58%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that TME 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


TMEAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.58%

46.02%

-32.44%

Volatility (6M)

Calculated over the trailing 6-month period

40.89%

94.09%

-53.20%

Volatility (1Y)

Calculated over the trailing 1-year period

46.94%

129.41%

-82.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.04%

116.59%

-56.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.74%

116.59%

-59.85%

Dividends

TME vs. AMDL - Dividend Comparison

TME's dividend yield for the trailing twelve months is around 2.63%, while AMDL has not paid dividends to shareholders.


PositionTTM20252024
AMDL
GraniteShares 2x Long AMD Daily ETF
0.00%0.00%0.00%
TME
Tencent Music Entertainment Group
2.63%1.03%1.21%

Frequently Asked Questions


TME and AMDL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDL has higher volatility (46.02%) compared to TME (13.58%). In terms of maximum drawdown, TME dropped -90.19% vs AMDL's -88.63%.

AMDL currently has the higher Sharpe Ratio (9.30 vs -0.98), 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

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