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YBTY vs. AMDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YBTY vs. AMDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST TopYielders ETF (YBTY) 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, YBTY achieves a -16.24% return, which is significantly lower than AMDL's 395.18% return.


YBTY

1D
-0.81%
1M
0.70%
YTD
-16.24%
6M
1Y
3Y*
5Y*
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)

YBTY vs. AMDL - Yearly Performance Comparison


Correlation

The correlation between YBTY and AMDL is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 17, 2025

0.50

YBTY vs. AMDL - Sectors Allocation Comparison


Sectors
YBTY
AMDL

Financial Services

96.6%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

66.7%

Utilities

-

-

Financial Services

YBTY
96.6%
AMDL

-

Basic Materials

YBTY

-

AMDL

-

Communication Services

YBTY

-

AMDL

-

Consumer Cyclical

YBTY

-

AMDL

-

Consumer Defensive

YBTY

-

AMDL

-

Energy

YBTY

-

AMDL

-

Healthcare

YBTY

-

AMDL

-

Industrials

YBTY

-

AMDL

-

Real Estate

YBTY

-

AMDL

-

Technology

YBTY

-

AMDL
66.7%

Utilities

YBTY

-

AMDL

-

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Return for Risk

YBTY vs. AMDL — Risk / Return Rank

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

YBTY

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.

YBTY vs. AMDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST TopYielders ETF (YBTY) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

YBTY vs. AMDL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


YBTYAMDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

9.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.98

0.56

-2.54

Drawdowns

YBTY vs. AMDL - Drawdown Comparison

The maximum YBTY drawdown since its inception was -27.66%, smaller than the maximum AMDL drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for YBTY and AMDL.


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Drawdown Indicators


YBTYAMDLDifference

Max Drawdown

Largest peak-to-trough decline

-27.66%

-88.63%

+60.97%

Max Drawdown (1Y)

Largest decline over 1 year

-56.13%

Current Drawdown

Current decline from peak

-23.90%

0.00%

-23.90%

Average Drawdown

Average peak-to-trough decline

-18.36%

-48.58%

+30.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.53%

Volatility

YBTY vs. AMDL - Volatility Comparison


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Volatility by Period


YBTYAMDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

46.02%

Volatility (6M)

Calculated over the trailing 6-month period

94.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

129.41%

-107.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

116.59%

-94.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

116.59%

-94.57%

YBTY vs. AMDL - Expense Ratio Comparison

YBTY has a 1.38% expense ratio, which is higher than AMDL's 1.15% expense ratio.


Dividends

YBTY vs. AMDL - Dividend Comparison

YBTY's dividend yield for the trailing twelve months is around 48.65%, while AMDL has not paid dividends to shareholders.


Frequently Asked Questions


YBTY and AMDL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMDL is cheaper at 1.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMDL is cheaper with a 1.15% expense ratio, compared with 1.38% for YBTY.

YBTY has the higher dividend yield at 48.65%, compared with 0.00% for AMDL.

YBTY is categorized as Derivative Income, while AMDL is Leveraged Equities. Their fees differ too: 1.38% for YBTY and 1.15% for AMDL.

Portfolio Optimizer

Find the right allocation for YBTY and AMDL

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