AMDD vs. AMD
AMDD (Direxion Daily AMD Bear 1X Shares) is Inverse Equities fund actively managed by Direxion, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past year, AMDD returned -77.50% vs 182.26% for AMD. Their -1.00 correlation means they have often moved in opposite directions in the past.
Performance
AMDD vs. AMD - Performance Comparison
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Returns By Period
In the year-to-date period, AMDD achieves a -67.52% return, which is significantly lower than AMD's 126.30% return.
AMDD
- 1D
- -1.64%
- 1M
- 1.07%
- 6M
- -61.99%
- YTD
- -67.52%
- 1Y
- -77.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -75.52%
AMD
- 1D
- 1.78%
- 1M
- -6.41%
- 6M
- 96.79%
- YTD
- 126.30%
- 1Y
- 182.26%
- 3Y*
- 61.14%
- 5Y*
- 32.48%
- 10Y*
- 53.65%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $14.69B | $14.16B | $15.90B | |
| $19.29M | $38.66M | $56.16M |
AMDD vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMDD Direxion Daily AMD Bear 1X Shares | -67.52% | -61.12% |
AMD Advanced Micro Devices, Inc. | 126.30% | 92.76% |
Correlation
The correlation between AMDD and AMD is -1.00, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -1.00 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2025 | -1.00 |
The correlation between AMDD and AMD has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.
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Return for Risk
AMDD vs. AMD — Risk / Return Rank
AMDD
AMD
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMDD | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.66 | ||
| Sortino ratioReturn per unit of downside risk | -5.20 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.38 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 6.61 | -7.55 |
| Martin ratioReturn relative to average drawdown | -1.52 | 13.07 | -14.58 |
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Drawdowns
AMDD vs. AMD - Drawdown Comparison
The maximum AMDD drawdown since its inception was -91.84%, roughly equal to the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for AMDD and AMD.
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Drawdown Indicators
| AMDD | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.84% | -96.59% | +4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -82.18% | -27.76% | -54.42% |
Max Drawdown (3Y)Largest decline over 3 years | — | -63.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -65.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -65.45% | — |
Current DrawdownCurrent decline from peak | -90.79% | -16.57% | -74.22% |
Average DrawdownAverage peak-to-trough decline | -59.97% | -56.50% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.11% | 14.01% | +37.10% |
Volatility
AMDD vs. AMD - Volatility Comparison
Direxion Daily AMD Bear 1X Shares (AMDD) has a higher volatility of 25.42% compared to Advanced Micro Devices, Inc. (AMD) at 24.20%. This indicates that AMDD's price experiences larger fluctuations and is considered to be riskier than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDD | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.42% | 24.20% | +1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 57.49% | 55.73% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.65% | 71.40% | +0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.16% | 56.94% | +11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.16% | 56.99% | +11.17% |
Dividends
AMDD vs. AMD - Dividend Comparison
AMDD's dividend yield for the trailing twelve months is around 13.33%, while AMD has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% |
AMDD Direxion Daily AMD Bear 1X Shares | 13.33% | 5.51% |
Frequently Asked Questions
AMDD and AMD have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMDD has higher volatility (25.42%) compared to AMD (24.20%). In terms of maximum drawdown, AMDD dropped -91.84% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (2.57 vs -1.09), 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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