VIPS vs. AMDL
VIPS (Vipshop Holdings Limited) is a stock, while AMDL (GraniteShares 2x Long AMD Daily ETF) is Leveraged Equities fund actively managed by GraniteShares. Over the past year, VIPS returned 4.30% vs 1189.78% for AMDL. At a 0.22 correlation, their price movements are largely independent.
Performance
VIPS vs. AMDL - Performance Comparison
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Returns By Period
In the year-to-date period, VIPS achieves a -16.34% return, which is significantly lower than AMDL's 395.18% return.
VIPS
- 1D
- -2.00%
- 1M
- -0.42%
- YTD
- -16.34%
- 6M
- -25.02%
- 1Y
- 4.30%
- 3Y*
- -0.40%
- 5Y*
- -7.56%
- 10Y*
- 3.56%
AMDL
- 1D
- 8.25%
- 1M
- 135.69%
- YTD
- 395.18%
- 6M
- 371.52%
- 1Y
- 1,189.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VIPS vs. AMDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
VIPS Vipshop Holdings Limited | -16.34% | 36.31% | -21.50% |
AMDL GraniteShares 2x Long AMD Daily ETF | 395.18% | 103.00% | -69.97% |
Correlation
The correlation between VIPS and AMDL is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024 | 0.22 |
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Return for Risk
VIPS vs. AMDL — Risk / Return Rank
VIPS
AMDL
VIPS vs. AMDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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.
| VIPS | AMDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -9.17 | ||
| Sortino ratioReturn per unit of downside risk | -4.41 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.63 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 21.43 | -21.29 |
| Martin ratioReturn relative to average drawdown | 0.29 | 42.08 | -41.79 |
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
| VIPS | AMDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 9.30 | -9.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.56 | -0.10 |
Drawdowns
VIPS vs. AMDL - Drawdown Comparison
The maximum VIPS drawdown since its inception was -86.75%, roughly equal to the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for VIPS and AMDL.
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Drawdown Indicators
| VIPS | AMDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.75% | -88.63% | +1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -29.79% | -56.13% | +26.34% |
Max Drawdown (3Y)Largest decline over 3 years | -39.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -74.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.75% | — | — |
Current DrawdownCurrent decline from peak | -65.45% | 0.00% | -65.45% |
Average DrawdownAverage peak-to-trough decline | -48.33% | -48.58% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.05% | 28.53% | -13.48% |
Volatility
VIPS vs. AMDL - Volatility Comparison
The current volatility for Vipshop Holdings Limited (VIPS) is 9.93%, while GraniteShares 2x Long AMD Daily ETF (AMDL) has a volatility of 46.02%. This indicates that VIPS 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
| VIPS | AMDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.93% | 46.02% | -36.09% |
Volatility (6M)Calculated over the trailing 6-month period | 24.14% | 94.09% | -69.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.56% | 129.41% | -96.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.00% | 116.59% | -63.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.42% | 116.59% | -61.17% |
Dividends
VIPS vs. AMDL - Dividend Comparison
VIPS's dividend yield for the trailing twelve months is around 4.36%, 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% |
VIPS Vipshop Holdings Limited | 4.36% | 2.71% | 3.19% |
Frequently Asked Questions
VIPS and AMDL have a correlation of 0.22, 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 VIPS (9.93%). In terms of maximum drawdown, VIPS dropped -86.75% vs AMDL's -88.63%.
AMDL currently has the higher Sharpe Ratio (9.30 vs 0.13), 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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