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AMUU vs. SPUU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMUU vs. SPUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMD Bull 2X Shares (AMUU) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). The values are adjusted to include any dividend payments, if applicable.

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AMUU vs. SPUU - Yearly Performance Comparison


2026 (YTD)2025
AMUU
Direxion Daily AMD Bull 2X Shares
-16.43%145.24%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
-8.72%20.57%

Returns By Period

In the year-to-date period, AMUU achieves a -16.43% return, which is significantly lower than SPUU's -8.72% return.


AMUU

1D
6.74%
1M
8.13%
YTD
-16.43%
6M
22.30%
1Y
152.07%
3Y*
5Y*
10Y*

SPUU

1D
1.43%
1M
-9.19%
YTD
-8.72%
6M
-6.20%
1Y
28.11%
3Y*
29.46%
5Y*
16.19%
10Y*
21.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMUU vs. SPUU - Expense Ratio Comparison

AMUU has a 0.97% expense ratio, which is higher than SPUU's 0.64% expense ratio.


Return for Risk

AMUU vs. SPUU — Risk / Return Rank

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

AMUU
AMUU Risk / Return Rank: 7171
Overall Rank
AMUU Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMUU Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMUU Omega Ratio Rank: 7575
Omega Ratio Rank
AMUU Calmar Ratio Rank: 8484
Calmar Ratio Rank
AMUU Martin Ratio Rank: 5151
Martin Ratio Rank

SPUU
SPUU Risk / Return Rank: 4646
Overall Rank
SPUU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SPUU Sortino Ratio Rank: 4545
Sortino Ratio Rank
SPUU Omega Ratio Rank: 4848
Omega Ratio Rank
SPUU Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPUU Martin Ratio Rank: 5353
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.

AMUU vs. SPUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMD Bull 2X Shares (AMUU) and Direxion Daily S&P 500 Bull 2x Shares (SPUU). 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.


AMUUSPUUDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.78

+0.40

Sortino ratio

Return per unit of downside risk

2.25

1.29

+0.95

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.10

Calmar ratio

Return relative to maximum drawdown

2.70

1.25

+1.44

Martin ratio

Return relative to average drawdown

5.24

5.36

-0.11

AMUU vs. SPUU - Sharpe Ratio Comparison

The current AMUU Sharpe Ratio is 1.18, which is higher than the SPUU Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of AMUU and SPUU, 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


AMUUSPUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.78

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.15

Correlation

The correlation between AMUU and SPUU is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AMUU vs. SPUU - Dividend Comparison

AMUU's dividend yield for the trailing twelve months is around 16.69%, more than SPUU's 1.76% yield.


TTM20252024202320222021202020192018201720162015
AMUU
Direxion Daily AMD Bull 2X Shares
16.69%13.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPUU
Direxion Daily S&P 500 Bull 2x Shares
1.76%1.63%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%4.42%

Drawdowns

AMUU vs. SPUU - Drawdown Comparison

The maximum AMUU drawdown since its inception was -56.47%, roughly equal to the maximum SPUU drawdown of -59.35%. Use the drawdown chart below to compare losses from any high point for AMUU and SPUU.


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Drawdown Indicators


AMUUSPUUDifference

Max Drawdown

Largest peak-to-trough decline

-56.47%

-59.35%

+2.88%

Max Drawdown (1Y)

Largest decline over 1 year

-56.31%

-23.10%

-33.21%

Max Drawdown (5Y)

Largest decline over 5 years

-46.59%

Max Drawdown (10Y)

Largest decline over 10 years

-59.35%

Current Drawdown

Current decline from peak

-48.89%

-12.15%

-36.74%

Average Drawdown

Average peak-to-trough decline

-24.57%

-9.62%

-14.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.96%

5.41%

+23.55%

Volatility

AMUU vs. SPUU - Volatility Comparison

Direxion Daily AMD Bull 2X Shares (AMUU) has a higher volatility of 32.54% compared to Direxion Daily S&P 500 Bull 2x Shares (SPUU) at 10.73%. This indicates that AMUU's price experiences larger fluctuations and is considered to be riskier than SPUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMUUSPUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.54%

10.73%

+21.81%

Volatility (6M)

Calculated over the trailing 6-month period

98.33%

19.20%

+79.13%

Volatility (1Y)

Calculated over the trailing 1-year period

130.03%

36.23%

+93.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

125.95%

33.47%

+92.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

125.95%

35.72%

+90.23%