AMDD vs. AMD

Last updated Apr 1, 2026

Compare and contrast key facts about Direxion Daily AMD Bear 1X Shares (AMDD) and Advanced Micro Devices, Inc. (AMD).

AMDD is an actively managed fund by Direxion. It was launched on Feb 12, 2025.

Performance

AMDD vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMD Bear 1X Shares (AMDD) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

AMDD vs. AMD - Yearly Performance Comparison

	2026 (YTD)	2025
AMDD Direxion Daily AMD Bear 1X Shares	-3.59%	-60.76%
AMD Advanced Micro Devices, Inc.	-5.01%	91.69%

Returns By Period

In the year-to-date period, AMDD achieves a -3.59% return, which is significantly higher than AMD's -5.01% return.

AMDD

• 1D: -3.76%
• 1M: -3.68%
• YTD: -3.59%
• 6M: -36.12%
• 1Y: -64.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMD

• 1D: 3.77%
• 1M: 1.61%
• YTD: -5.01%
• 6M: 25.74%
• 1Y: 98.00%
• 3Y*: 27.56%
• 5Y*: 20.20%
• 10Y*: 53.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AMDD vs. AMD — Risk / Return Rank

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

AMDD

AMDD Risk / Return Rank: 1
AMDD Sharpe Ratio Rank: 0
AMDD Sortino Ratio Rank: 1
AMDD Omega Ratio Rank: 0
AMDD Calmar Ratio Rank: 1
AMDD Martin Ratio Rank: 3

AMD

AMD Risk / Return Rank: 85
AMD Sharpe Ratio Rank: 85
AMD Sortino Ratio Rank: 84
AMD Omega Ratio Rank: 83
AMD Calmar Ratio Rank: 89
AMD Martin Ratio Rank: 84

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.

AMDD vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMD Bear 1X Shares (AMDD) and Advanced Micro Devices, Inc. (AMD). 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.

	AMDD	AMD	Difference
Sharpe ratio Return per unit of total volatility	-1.00	1.52	-2.52
Sortino ratio Return per unit of downside risk	-1.58	2.31	-3.89
Omega ratio Gain probability vs. loss probability	0.78	1.30	-0.52
Calmar ratio Return relative to maximum drawdown	-0.84	3.50	-4.34
Martin ratio Return relative to average drawdown	-1.06	7.16	-8.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMDD vs. AMD - Sharpe Ratio Comparison

The current AMDD Sharpe Ratio is -1.00, which is lower than the AMD Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of AMDD and AMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMDD	AMD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.00	1.52	-2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.92	0.13	-1.05

Correlation

The correlation between AMDD and AMD is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

AMDD vs. AMD - Dividend Comparison

AMDD's dividend yield for the trailing twelve months is around 6.09%, while AMD has not paid dividends to shareholders.

	TTM	2025
AMDD Direxion Daily AMD Bear 1X Shares	6.09%	5.51%
AMD Advanced Micro Devices, Inc.	0.00%	0.00%

Drawdowns

AMDD vs. AMD - Drawdown Comparison

The maximum AMDD drawdown since its inception was -76.91%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for AMDD and AMD.

Drawdown Indicators

	AMDD	AMD	Difference
Max Drawdown Largest peak-to-trough decline	-76.91%	-96.59%	+19.68%
Max Drawdown (1Y) Largest decline over 1 year	-76.91%	-27.76%	-49.15%
Max Drawdown (5Y) Largest decline over 5 years	—	-65.45%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-65.45%	—
Current Drawdown Current decline from peak	-72.66%	-23.04%	-49.62%
Average Drawdown Average peak-to-trough decline	-51.91%	-56.90%	+4.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	60.68%	13.56%	+47.12%

Volatility

AMDD vs. AMD - Volatility Comparison

Direxion Daily AMD Bear 1X Shares (AMDD) and Advanced Micro Devices, Inc. (AMD) have volatilities of 16.57% and 16.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMDD	AMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.57%	16.50%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	51.38%	49.06%	+2.32%
Volatility (1Y) Calculated over the trailing 1-year period	64.81%	64.69%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.86%	53.46%	+9.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.86%	58.64%	+4.22%