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UAMY vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UAMY vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Antimony Corporation (UAMY) 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, UAMY achieves a 82.47% return, which is significantly lower than AMDL's 395.18% return.


UAMY

1D
-10.11%
1M
-22.04%
YTD
82.47%
6M
72.18%
1Y
244.36%
3Y*
203.89%
5Y*
57.05%
10Y*
45.20%

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)

UAMY vs. AMDL - Yearly Performance Comparison


2026 (YTD)20252024
UAMY
United States Antimony Corporation
82.47%183.62%580.77%
AMDL
GraniteShares 2x Long AMD Daily ETF
395.18%103.00%-69.97%

Correlation

The correlation between UAMY and AMDL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.20

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Return for Risk

UAMY vs. AMDL — Risk / Return Rank

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

UAMY
UAMY Risk / Return Rank: 8282
Overall Rank
UAMY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UAMY Sortino Ratio Rank: 8484
Sortino Ratio Rank
UAMY Omega Ratio Rank: 7979
Omega Ratio Rank
UAMY Calmar Ratio Rank: 8383
Calmar Ratio Rank
UAMY Martin Ratio Rank: 7777
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.

UAMY vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Antimony Corporation (UAMY) 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.


UAMYAMDLDifference
Sharpe ratioReturn per unit of total volatility

-7.44

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.30

1.63

-0.34

Calmar ratioReturn relative to maximum drawdown

3.31

21.43

-18.12

Martin ratioReturn relative to average drawdown

5.78

42.08

-36.30

UAMY vs. AMDL - Sharpe Ratio Comparison

The current UAMY Sharpe Ratio is 1.86, which is lower than the AMDL Sharpe Ratio of 9.30. The chart below compares the historical Sharpe Ratios of UAMY 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


UAMYAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

9.30

-7.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.56

-0.49

Drawdowns

UAMY vs. AMDL - Drawdown Comparison

The maximum UAMY drawdown since its inception was -96.44%, which is greater than AMDL's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for UAMY and AMDL.


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Drawdown Indicators


UAMYAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-96.44%

-88.63%

-7.81%

Max Drawdown (1Y)

Largest decline over 1 year

-74.30%

-56.13%

-18.17%

Max Drawdown (3Y)

Largest decline over 3 years

-74.30%

Max Drawdown (5Y)

Largest decline over 5 years

-80.46%

Max Drawdown (10Y)

Largest decline over 10 years

-89.76%

Current Drawdown

Current decline from peak

-47.57%

0.00%

-47.57%

Average Drawdown

Average peak-to-trough decline

-66.43%

-48.58%

-17.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.51%

28.53%

+13.98%

Volatility

UAMY vs. AMDL - Volatility Comparison

The current volatility for United States Antimony Corporation (UAMY) is 32.49%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that UAMY 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


UAMYAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.49%

46.02%

-13.53%

Volatility (6M)

Calculated over the trailing 6-month period

92.81%

94.09%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

132.11%

129.41%

+2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.88%

116.59%

-21.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.04%

116.59%

-15.55%

Dividends

UAMY vs. AMDL - Dividend Comparison

Neither UAMY nor AMDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UAMY and AMDL have a correlation of 0.19, 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 UAMY (32.49%). In terms of maximum drawdown, UAMY dropped -96.44% vs AMDL's -88.63%.

AMDL currently has the higher Sharpe Ratio (9.30 vs 1.86), 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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