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AMDD vs. HDGE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMDD vs. HDGE - Performance Comparison

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

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AMDD vs. HDGE - Yearly Performance Comparison


2026 (YTD)2025
AMDD
Direxion Daily AMD Bear 1X Shares
-3.59%-60.76%
HDGE
AdvisorShares Ranger Equity Bear ETF
12.05%1.69%

Returns By Period

In the year-to-date period, AMDD achieves a -3.59% return, which is significantly lower than HDGE's 12.05% return.


AMDD

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

HDGE

1D
-1.94%
1M
4.54%
YTD
12.05%
6M
13.38%
1Y
4.28%
3Y*
-4.77%
5Y*
-2.67%
10Y*
-14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMDD vs. HDGE - Expense Ratio Comparison

AMDD has a 0.97% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Return for Risk

AMDD vs. HDGE — Risk / Return Rank

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

AMDD
AMDD Risk / Return Rank: 11
Overall Rank
AMDD Sharpe Ratio Rank: 00
Sharpe Ratio Rank
AMDD Sortino Ratio Rank: 11
Sortino Ratio Rank
AMDD Omega Ratio Rank: 00
Omega Ratio Rank
AMDD Calmar Ratio Rank: 11
Calmar Ratio Rank
AMDD Martin Ratio Rank: 33
Martin Ratio Rank

HDGE
HDGE Risk / Return Rank: 1717
Overall Rank
HDGE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HDGE Sortino Ratio Rank: 1818
Sortino Ratio Rank
HDGE Omega Ratio Rank: 1717
Omega Ratio Rank
HDGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
HDGE Martin Ratio Rank: 1414
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. HDGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMD Bear 1X Shares (AMDD) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


AMDDHDGEDifference

Sharpe ratio

Return per unit of total volatility

-1.00

0.22

-1.22

Sortino ratio

Return per unit of downside risk

-1.58

0.45

-2.03

Omega ratio

Gain probability vs. loss probability

0.78

1.06

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.84

0.21

-1.05

Martin ratio

Return relative to average drawdown

-1.06

0.30

-1.36

AMDD vs. HDGE - Sharpe Ratio Comparison

The current AMDD Sharpe Ratio is -1.00, which is lower than the HDGE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of AMDD and HDGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMDDHDGEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

0.22

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.92

-0.66

-0.26

Correlation

The correlation between AMDD and HDGE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AMDD vs. HDGE - Dividend Comparison

AMDD's dividend yield for the trailing twelve months is around 6.09%, more than HDGE's 3.12% yield.


TTM2025202420232022202120202019
AMDD
Direxion Daily AMD Bear 1X Shares
6.09%5.51%0.00%0.00%0.00%0.00%0.00%0.00%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.12%3.50%7.83%9.58%0.00%0.00%0.00%0.22%

Drawdowns

AMDD vs. HDGE - Drawdown Comparison

The maximum AMDD drawdown since its inception was -76.91%, smaller than the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for AMDD and HDGE.


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Drawdown Indicators


AMDDHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-76.91%

-93.88%

+16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-76.91%

-19.63%

-57.28%

Max Drawdown (5Y)

Largest decline over 5 years

-42.97%

Max Drawdown (10Y)

Largest decline over 10 years

-83.69%

Current Drawdown

Current decline from peak

-72.66%

-92.64%

+19.98%

Average Drawdown

Average peak-to-trough decline

-51.91%

-69.85%

+17.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.68%

13.53%

+47.15%

Volatility

AMDD vs. HDGE - Volatility Comparison

Direxion Daily AMD Bear 1X Shares (AMDD) has a higher volatility of 16.57% compared to AdvisorShares Ranger Equity Bear ETF (HDGE) at 4.48%. This indicates that AMDD's price experiences larger fluctuations and is considered to be riskier than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDDHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

4.48%

+12.09%

Volatility (6M)

Calculated over the trailing 6-month period

51.38%

12.17%

+39.21%

Volatility (1Y)

Calculated over the trailing 1-year period

64.81%

19.95%

+44.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.86%

23.96%

+38.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.86%

23.51%

+39.35%