AMDL vs INTW: returns, Sharpe ratio and drawdown
Performance
AMDL+172.98%INTW+176.97%
Summary
AMDL vs INTW
Over the past year, INTW returned +176.97% against +172.98% for AMDL. INTW had the higher Sharpe ratio over the past year (1.39 vs 1.39), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -56.13% for AMDL and -69.16% for INTW.
Current Drawdown
AMDL-34.77%INTW-67.35%
Rolling Volatility
AMDL+6.83%INTW+7.99%
METRICS
Correlation Matrix
Metrics
Risk Indicators
AMDLINTW
Alpha
AMDL
129.20%
INTW
159.36%
Beta
AMDL
6.46x
INTW
6.05x
Sharpe
AMDL
1.39
INTW
1.39
Sortino
AMDL
2.22
INTW
2.33
Omega
AMDL
1.27
INTW
1.27
Calmar
AMDL
3.08
INTW
2.56
Martin
AMDL
5.99
INTW
5.97
Comparisons