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AMZD vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZD and AMZN 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.


Performance

AMZD vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMZN Bear 1X Shares (AMZD) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
-40.79%
48.35%
AMZD
AMZN

Key characteristics

Sharpe Ratio

AMZD:

-0.18

AMZN:

0.07

Sortino Ratio

AMZD:

-0.01

AMZN:

0.31

Omega Ratio

AMZD:

1.00

AMZN:

1.04

Calmar Ratio

AMZD:

-0.08

AMZN:

0.06

Martin Ratio

AMZD:

-0.31

AMZN:

0.16

Ulcer Index

AMZD:

18.22%

AMZN:

11.47%

Daily Std Dev

AMZD:

33.37%

AMZN:

33.53%

Max Drawdown

AMZD:

-67.26%

AMZN:

-94.40%

Current Drawdown

AMZD:

-60.26%

AMZN:

-20.65%

Returns By Period

In the year-to-date period, AMZD achieves a 10.12% return, which is significantly higher than AMZN's -12.45% return.


AMZD

YTD

10.12%

1M

-12.93%

6M

5.28%

1Y

-5.95%

5Y*

N/A

10Y*

N/A

AMZN

YTD

-12.45%

1M

12.55%

6M

-8.56%

1Y

2.17%

5Y*

10.09%

10Y*

24.46%

*Annualized

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Risk-Adjusted Performance

AMZD vs. AMZN — Risk-Adjusted Performance Rank

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

AMZD
The Risk-Adjusted Performance Rank of AMZD is 1414
Overall Rank
The Sharpe Ratio Rank of AMZD is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZD is 1515
Sortino Ratio Rank
The Omega Ratio Rank of AMZD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AMZD is 1414
Calmar Ratio Rank
The Martin Ratio Rank of AMZD is 1414
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5151
Overall Rank
The Sharpe Ratio Rank of AMZN is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMZD vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bear 1X Shares (AMZD) and Amazon.com, Inc. (AMZN). 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.


The current AMZD Sharpe Ratio is -0.18, which is lower than the AMZN Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of AMZD and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.18
0.07
AMZD
AMZN

Dividends

AMZD vs. AMZN - Dividend Comparison

AMZD's dividend yield for the trailing twelve months is around 4.22%, while AMZN has not paid dividends to shareholders.


TTM202420232022
AMZD
Direxion Daily AMZN Bear 1X Shares
4.22%5.15%6.83%2.45%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

AMZD vs. AMZN - Drawdown Comparison

The maximum AMZD drawdown since its inception was -67.26%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for AMZD and AMZN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-60.26%
-20.65%
AMZD
AMZN

Volatility

AMZD vs. AMZN - Volatility Comparison

Direxion Daily AMZN Bear 1X Shares (AMZD) has a higher volatility of 16.83% compared to Amazon.com, Inc. (AMZN) at 15.96%. This indicates that AMZD's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%December2025FebruaryMarchAprilMay
16.83%
15.96%
AMZD
AMZN