PortfoliosLab logoPortfoliosLab logo
WGS vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WGS vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GeneDx Holdings Corp. (WGS) and GraniteShares 2x Long AMD Daily ETF (AMDL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WGS achieves a -59.23% return, which is significantly lower than AMDL's 395.18% return.


WGS

1D
-0.21%
1M
-21.95%
YTD
-59.23%
6M
-66.94%
1Y
-27.18%
3Y*
101.82%
5Y*
-33.09%
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)

WGS vs. AMDL - Yearly Performance Comparison


2026 (YTD)20252024
WGS
GeneDx Holdings Corp.
-59.23%69.22%695.65%
AMDL
GraniteShares 2x Long AMD Daily ETF
395.18%103.00%-69.97%

Correlation

The correlation between WGS and AMDL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WGS vs. AMDL — Risk / Return Rank

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

WGS
WGS Risk / Return Rank: 3030
Overall Rank
WGS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WGS Sortino Ratio Rank: 3333
Sortino Ratio Rank
WGS Omega Ratio Rank: 3434
Omega Ratio Rank
WGS Calmar Ratio Rank: 2929
Calmar Ratio Rank
WGS Martin Ratio Rank: 2626
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.

WGS vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GeneDx Holdings Corp. (WGS) 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.


WGSAMDLDifference
Sharpe ratioReturn per unit of total volatility

-9.62

Sortino ratioReturn per unit of downside risk

-4.66

Omega ratioGain probability vs. loss probability

1.02

1.63

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.34

21.43

-21.77

Martin ratioReturn relative to average drawdown

-0.74

42.08

-42.81

WGS vs. AMDL - Sharpe Ratio Comparison

The current WGS Sharpe Ratio is -0.33, which is lower than the AMDL Sharpe Ratio of 9.30. The chart below compares the historical Sharpe Ratios of WGS 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.


Loading charts...

Sharpe Ratios by Period


WGSAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

9.30

-9.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.56

-0.82

Drawdowns

WGS vs. AMDL - Drawdown Comparison

The maximum WGS drawdown since its inception was -99.85%, which is greater than AMDL's maximum drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for WGS and AMDL.


Loading charts...

Drawdown Indicators


WGSAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-99.85%

-88.63%

-11.22%

Max Drawdown (1Y)

Largest decline over 1 year

-79.40%

-56.13%

-23.27%

Max Drawdown (3Y)

Largest decline over 3 years

-84.28%

Max Drawdown (5Y)

Largest decline over 5 years

-99.73%

Current Drawdown

Current decline from peak

-93.78%

0.00%

-93.78%

Average Drawdown

Average peak-to-trough decline

-83.36%

-48.58%

-34.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.97%

28.53%

+8.44%

Volatility

WGS vs. AMDL - Volatility Comparison

GeneDx Holdings Corp. (WGS) has a higher volatility of 72.31% compared to GraniteShares 2x Long AMD Daily ETF (AMDL) at 46.02%. This indicates that WGS's price experiences larger fluctuations and is considered to be riskier than AMDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WGSAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

72.31%

46.02%

+26.29%

Volatility (6M)

Calculated over the trailing 6-month period

83.67%

94.09%

-10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

83.86%

129.41%

-45.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.84%

116.59%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.46%

116.59%

-9.13%

Dividends

WGS vs. AMDL - Dividend Comparison

Neither WGS nor AMDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WGS and AMDL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WGS has higher volatility (72.31%) compared to AMDL (46.02%). In terms of maximum drawdown, WGS dropped -99.85% vs AMDL's -88.63%.

AMDL currently has the higher Sharpe Ratio (9.30 vs -0.33), 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

Find the right allocation for WGS 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.

Open Portfolio Optimizer