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 -85.10% vs 362.47% for AMD. At a correlation of -1.00, they often move in opposite directions.
Performance
AMDD vs. AMD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMDD achieves a -67.83% return, which is significantly lower than AMD's 153.32% return.
AMDD
- 1D
- -4.47%
- 1M
- -41.37%
- YTD
- -67.83%
- 6M
- -67.43%
- 1Y
- -85.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMD
- 1D
- 4.02%
- 1M
- 58.85%
- YTD
- 153.32%
- 6M
- 149.32%
- 1Y
- 362.47%
- 3Y*
- 66.35%
- 5Y*
- 46.07%
- 10Y*
- 62.75%
AMDD vs. AMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMDD Direxion Daily AMD Bear 1X Shares | -67.83% | -60.76% |
AMD Advanced Micro Devices, Inc. | 153.32% | 91.69% |
Correlation
The correlation between AMDD and AMD is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -1.00 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 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.
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
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.
| AMDD | AMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.95 | ||
| Sortino ratioReturn per unit of downside risk | -8.01 | ||
| Omega ratioGain probability vs. loss probability | 0.61 | 1.66 | -1.04 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 13.16 | -14.16 |
| Martin ratioReturn relative to average drawdown | -1.62 | 27.28 | -28.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMDD | AMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.31 | 5.64 | -6.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.84 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.21 | 0.17 | -1.38 |
Drawdowns
AMDD vs. AMD - Drawdown Comparison
The maximum AMDD drawdown since its inception was -90.88%, 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.
Loading charts...
Drawdown Indicators
| AMDD | AMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.88% | -96.59% | +5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -85.34% | -27.76% | -57.58% |
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 | -90.88% | 0.00% | -90.88% |
Average DrawdownAverage peak-to-trough decline | -56.26% | -56.68% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.65% | 13.36% | +39.29% |
Volatility
AMDD vs. AMD - Volatility Comparison
Direxion Daily AMD Bear 1X Shares (AMDD) has a higher volatility of 27.50% compared to Advanced Micro Devices, Inc. (AMD) at 24.11%. 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.
Loading charts...
Volatility by Period
| AMDD | AMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.50% | 24.11% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 48.96% | 47.17% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.96% | 64.84% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.71% | 55.25% | +10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.71% | 56.83% | +8.88% |
Dividends
AMDD vs. AMD - Dividend Comparison
AMDD's dividend yield for the trailing twelve months is around 18.24%, 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 | 18.24% | 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 (27.50%) compared to AMD (24.11%). In terms of maximum drawdown, AMDD dropped -90.88% vs AMD's -96.59%.
AMD currently has the higher Sharpe Ratio (5.64 vs -1.31), 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.
Find the right allocation for AMDD and AMD
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