AMDD vs. SOXS
Compare and contrast key facts about Direxion Daily AMD Bear 1X Shares (AMDD) and Direxion Daily Semiconductor Bear 3x Shares (SOXS).
AMDD and SOXS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMDD is an actively managed fund by Direxion. It was launched on Feb 12, 2025. SOXS is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (-300%). It was launched on Mar 11, 2010.
Performance
AMDD vs. SOXS - Performance Comparison
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AMDD vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMDD Direxion Daily AMD Bear 1X Shares | -3.59% | -60.76% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -35.85% | -83.77% |
Returns By Period
In the year-to-date period, AMDD achieves a -3.59% return, which is significantly higher than SOXS's -35.85% return.
AMDD
- 1D
- -3.76%
- 1M
- -3.68%
- YTD
- -3.59%
- 6M
- -36.12%
- 1Y
- -64.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOXS
- 1D
- -18.22%
- 1M
- 12.17%
- YTD
- -35.85%
- 6M
- -60.64%
- 1Y
- -92.86%
- 3Y*
- -75.94%
- 5Y*
- -69.51%
- 10Y*
- -74.41%
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AMDD vs. SOXS - Expense Ratio Comparison
AMDD has a 0.97% expense ratio, which is lower than SOXS's 1.08% expense ratio.
Return for Risk
AMDD vs. SOXS — Risk / Return Rank
AMDD
SOXS
AMDD vs. SOXS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMD Bear 1X Shares (AMDD) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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 | SOXS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.00 | -0.78 | -0.23 |
Sortino ratioReturn per unit of downside risk | -1.58 | -1.97 | +0.39 |
Omega ratioGain probability vs. loss probability | 0.78 | 0.75 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.96 | +0.12 |
Martin ratioReturn relative to average drawdown | -1.06 | -1.09 | +0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMDD | SOXS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.00 | -0.78 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.92 | -0.75 | -0.17 |
Correlation
The correlation between AMDD and SOXS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AMDD vs. SOXS - Dividend Comparison
AMDD's dividend yield for the trailing twelve months is around 6.09%, less than SOXS's 8.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMDD Direxion Daily AMD Bear 1X Shares | 6.09% | 5.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 8.42% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% |
Drawdowns
AMDD vs. SOXS - Drawdown Comparison
The maximum AMDD drawdown since its inception was -76.91%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for AMDD and SOXS.
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Drawdown Indicators
| AMDD | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.91% | -100.00% | +23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -76.91% | -96.52% | +19.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -99.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -72.66% | -100.00% | +27.34% |
Average DrawdownAverage peak-to-trough decline | -51.91% | -92.52% | +40.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 60.68% | 85.40% | -24.72% |
Volatility
AMDD vs. SOXS - Volatility Comparison
The current volatility for Direxion Daily AMD Bear 1X Shares (AMDD) is 16.57%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 40.43%. This indicates that AMDD experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDD | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.57% | 40.43% | -23.86% |
Volatility (6M)Calculated over the trailing 6-month period | 51.38% | 78.54% | -27.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.81% | 119.87% | -55.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.86% | 106.45% | -43.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.86% | 99.17% | -36.31% |