TSYY vs. AMDL
TSYY (GraniteShares YieldBOOST TSLA ETF) and AMDL (GraniteShares 2x Long AMD Daily ETF) are both exchange-traded funds - TSYY is a Derivative Income fund actively managed by GraniteShares, while AMDL is a Leveraged Equities fund actively managed by GraniteShares. Both are actively managed. Over the past year, TSYY returned -12.29% vs 1189.78% for AMDL. At a 0.40 correlation, their price movements are largely independent. TSYY charges 0.99%/yr vs 1.15%/yr for AMDL.
Performance
TSYY vs. AMDL - Performance Comparison
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Returns By Period
In the year-to-date period, TSYY achieves a -16.60% return, which is significantly lower than AMDL's 395.18% return.
TSYY
- 1D
- 0.17%
- 1M
- -1.04%
- YTD
- -16.60%
- 6M
- -16.47%
- 1Y
- -12.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMDL
- 1D
- 8.25%
- 1M
- 135.69%
- YTD
- 395.18%
- 6M
- 371.52%
- 1Y
- 1,189.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TSYY vs. AMDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TSYY GraniteShares YieldBOOST TSLA ETF | -16.60% | -15.96% | -0.18% |
AMDL GraniteShares 2x Long AMD Daily ETF | 395.18% | 103.00% | -1.79% |
Correlation
The correlation between TSYY and AMDL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024 | 0.40 |
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Return for Risk
TSYY vs. AMDL — Risk / Return Rank
TSYY
AMDL
TSYY vs. AMDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST TSLA ETF (TSYY) 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.
| TSYY | AMDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.69 | ||
| Sortino ratioReturn per unit of downside risk | -5.14 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.63 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 21.43 | -21.88 |
| Martin ratioReturn relative to average drawdown | -0.85 | 42.08 | -42.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSYY | AMDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.39 | 9.30 | -9.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.59 | 0.56 | -1.15 |
Drawdowns
TSYY vs. AMDL - Drawdown Comparison
The maximum TSYY drawdown since its inception was -41.52%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for TSYY and AMDL.
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Drawdown Indicators
| TSYY | AMDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.52% | -88.63% | +47.11% |
Max Drawdown (1Y)Largest decline over 1 year | -27.31% | -56.13% | +28.82% |
Current DrawdownCurrent decline from peak | -36.69% | 0.00% | -36.69% |
Average DrawdownAverage peak-to-trough decline | -25.88% | -48.58% | +22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.49% | 28.53% | -14.04% |
Volatility
TSYY vs. AMDL - Volatility Comparison
The current volatility for GraniteShares YieldBOOST TSLA ETF (TSYY) is 4.86%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that TSYY 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
| TSYY | AMDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 46.02% | -41.16% |
Volatility (6M)Calculated over the trailing 6-month period | 19.69% | 94.09% | -74.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.77% | 129.41% | -97.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.52% | 116.59% | -79.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.52% | 116.59% | -79.07% |
TSYY vs. AMDL - Expense Ratio Comparison
TSYY has a 0.99% expense ratio, which is lower than AMDL's 1.15% expense ratio.
Dividends
TSYY vs. AMDL - Dividend Comparison
TSYY's dividend yield for the trailing twelve months is around 282.79%, while AMDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AMDL GraniteShares 2x Long AMD Daily ETF | 0.00% | 0.00% | 0.00% |
TSYY GraniteShares YieldBOOST TSLA ETF | 282.79% | 256.64% | 0.19% |
Frequently Asked Questions
TSYY and AMDL have a correlation of 0.34, 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 TSYY (4.86%). In terms of maximum drawdown, TSYY dropped -41.52% vs AMDL's -88.63%.
On 1-year performance, AMDL leads with 1189.78% vs -12.29% for TSYY. On fees, TSYY is cheaper at 0.99% per year. On volatility, TSYY has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, AMDL has performed better with a 1189.78% return vs -12.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TSYY is cheaper with a 0.99% expense ratio, compared with 1.15% for AMDL.
TSYY has the higher dividend yield at 282.79%, compared with 0.00% for AMDL.
TSYY is categorized as Derivative Income, while AMDL is Leveraged Equities. Their fees differ too: 0.99% for TSYY and 1.15% for AMDL.
AMDL currently has the higher Sharpe Ratio (9.30 vs -0.39), 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.
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