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AMDD vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMDD vs. USD - Performance Comparison

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

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AMDD vs. USD - Yearly Performance Comparison


2026 (YTD)2025
AMDD
Direxion Daily AMD Bear 1X Shares
-3.59%-60.76%
USD
ProShares Ultra Semiconductors
-8.58%70.48%

Returns By Period

In the year-to-date period, AMDD achieves a -3.59% return, which is significantly higher than USD's -8.58% return.


AMDD

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

USD

1D
11.02%
1M
-9.17%
YTD
-8.58%
6M
-2.89%
1Y
138.91%
3Y*
88.40%
5Y*
43.45%
10Y*
50.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMDD vs. USD - Expense Ratio Comparison

AMDD has a 0.97% expense ratio, which is higher than USD's 0.95% expense ratio.


Return for Risk

AMDD vs. USD — 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

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8989
Sortino Ratio Rank
USD Omega Ratio Rank: 8686
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMD Bear 1X Shares (AMDD) and ProShares Ultra Semiconductors (USD). 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.


AMDDUSDDifference

Sharpe ratio

Return per unit of total volatility

-1.00

1.81

-2.82

Sortino ratio

Return per unit of downside risk

-1.58

2.38

-3.96

Omega ratio

Gain probability vs. loss probability

0.78

1.33

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.84

4.28

-5.12

Martin ratio

Return relative to average drawdown

-1.06

11.82

-12.88

AMDD vs. USD - Sharpe Ratio Comparison

The current AMDD Sharpe Ratio is -1.00, which is lower than the USD Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of AMDD and USD, 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


AMDDUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

1.81

-2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.92

0.41

-1.33

Correlation

The correlation between AMDD and USD is -0.69. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

AMDD vs. USD - Dividend Comparison

AMDD's dividend yield for the trailing twelve months is around 6.09%, more than USD's 0.50% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.50%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

AMDD vs. USD - Drawdown Comparison

The maximum AMDD drawdown since its inception was -76.91%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for AMDD and USD.


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Drawdown Indicators


AMDDUSDDifference

Max Drawdown

Largest peak-to-trough decline

-76.91%

-88.63%

+11.72%

Max Drawdown (1Y)

Largest decline over 1 year

-76.91%

-31.80%

-45.11%

Max Drawdown (5Y)

Largest decline over 5 years

-77.85%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-72.66%

-24.29%

-48.37%

Average Drawdown

Average peak-to-trough decline

-51.91%

-32.60%

-19.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

60.68%

11.52%

+49.16%

Volatility

AMDD vs. USD - Volatility Comparison

The current volatility for Direxion Daily AMD Bear 1X Shares (AMDD) is 16.57%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.84%. This indicates that AMDD experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMDDUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

21.84%

-5.27%

Volatility (6M)

Calculated over the trailing 6-month period

51.38%

48.69%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

64.81%

77.02%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.86%

76.28%

-13.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.86%

68.85%

-5.99%