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AMDD vs. FIAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMDD vs. FIAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMD Bear 1X Shares (AMDD) and YieldMax Short COIN Option Income Strategy ETF (FIAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMDD achieves a -67.76% return, which is significantly lower than FIAT's 16.16% return.


AMDD

1D
5.47%
1M
-14.63%
YTD
-67.76%
6M
-67.57%
1Y
-83.39%
3Y*
5Y*
10Y*

FIAT

1D
2.82%
1M
11.72%
YTD
16.16%
6M
21.46%
1Y
25.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMDD vs. FIAT - Yearly Performance Comparison


Correlation

The correlation between AMDD and FIAT is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2025

0.47

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Return for Risk

AMDD vs. FIAT — Risk / Return Rank

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

AMDD
AMDD Risk / Return Rank: 00
Overall Rank
AMDD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
AMDD Sortino Ratio Rank: 00
Sortino Ratio Rank
AMDD Omega Ratio Rank: 00
Omega Ratio Rank
AMDD Calmar Ratio Rank: 00
Calmar Ratio Rank
AMDD Martin Ratio Rank: 00
Martin Ratio Rank

FIAT
FIAT Risk / Return Rank: 1717
Overall Rank
FIAT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FIAT Sortino Ratio Rank: 1818
Sortino Ratio Rank
FIAT Omega Ratio Rank: 1919
Omega Ratio Rank
FIAT Calmar Ratio Rank: 1818
Calmar Ratio Rank
FIAT Martin Ratio Rank: 1616
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.

AMDD vs. FIAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMD Bear 1X Shares (AMDD) and YieldMax Short COIN Option Income Strategy ETF (FIAT). 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.


AMDDFIATDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-3.72

Omega ratioGain probability vs. loss probability

0.65

1.13

-0.47

Calmar ratioReturn relative to maximum drawdown

-1.00

0.74

-1.74

Martin ratioReturn relative to average drawdown

-1.69

1.60

-3.29

AMDD vs. FIAT - Sharpe Ratio Comparison

The current AMDD Sharpe Ratio is -1.24, which is lower than the FIAT Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AMDD and FIAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMDD vs. FIAT - Drawdown Comparison

The maximum AMDD drawdown since its inception was -91.33%, which is greater than FIAT's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for AMDD and FIAT.


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Drawdown Indicators


AMDDFIATDifference

Max Drawdown

Largest peak-to-trough decline

-91.33%

-70.50%

-20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-83.49%

-34.22%

-49.27%

Current Drawdown

Current decline from peak

-90.86%

-49.94%

-40.92%

Average Drawdown

Average peak-to-trough decline

-57.41%

-45.40%

-12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.15%

17.71%

+33.44%

Volatility

AMDD vs. FIAT - Volatility Comparison

Direxion Daily AMD Bear 1X Shares (AMDD) has a higher volatility of 24.12% compared to YieldMax Short COIN Option Income Strategy ETF (FIAT) at 14.10%. This indicates that AMDD's price experiences larger fluctuations and is considered to be riskier than FIAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDDFIATDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.12%

14.10%

+10.02%

Volatility (6M)

Calculated over the trailing 6-month period

52.50%

42.87%

+9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

67.47%

53.54%

+13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.86%

60.24%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.86%

60.24%

+6.62%

AMDD vs. FIAT - Expense Ratio Comparison

AMDD has a 0.97% expense ratio, which is lower than FIAT's 0.99% expense ratio.


Dividends

AMDD vs. FIAT - Dividend Comparison

AMDD's dividend yield for the trailing twelve months is around 19.20%, less than FIAT's 100.29% yield.


PositionTTM20252024
AMDD
Direxion Daily AMD Bear 1X Shares
19.20%5.51%0.00%
FIAT
YieldMax Short COIN Option Income Strategy ETF
100.29%178.11%70.99%

Frequently Asked Questions


AMDD and FIAT have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMDD has higher volatility (24.12%) compared to FIAT (14.10%). In terms of maximum drawdown, AMDD dropped -91.33% vs FIAT's -70.50%.

On 1-year performance, FIAT leads with 25.10% vs -83.39% for AMDD. On fees, AMDD is cheaper at 0.97% per year. On volatility, FIAT has been the lower-risk option at 14.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FIAT has performed better with a 25.10% return vs -83.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AMDD is cheaper with a 0.97% expense ratio, compared with 0.99% for FIAT.

FIAT has the higher dividend yield at 100.29%, compared with 19.20% for AMDD.

AMDD is categorized as Inverse Equities, while FIAT is Derivative Income. They also come from different issuers: Direxion and YieldMax. Their fees differ too: 0.97% for AMDD and 0.99% for FIAT.

FIAT currently has the higher Sharpe Ratio (0.47 vs -1.24), 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.

Portfolio Optimizer

Find the right allocation for AMDD and FIAT

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