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AMZU vs. AAPU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZU and AAPU is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

AMZU vs. AAPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMZN Bull 2X Shares (AMZU) and Direxion Daily AAPL Bull 2X Shares (AAPU). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
13.14%
27.84%
AMZU
AAPU

Key characteristics

Sharpe Ratio

AMZU:

-0.24

AAPU:

0.46

Sortino Ratio

AMZU:

0.10

AAPU:

1.06

Omega Ratio

AMZU:

1.01

AAPU:

1.15

Calmar Ratio

AMZU:

-0.29

AAPU:

0.50

Martin Ratio

AMZU:

-0.74

AAPU:

1.59

Ulcer Index

AMZU:

21.67%

AAPU:

18.58%

Daily Std Dev

AMZU:

66.83%

AAPU:

64.56%

Max Drawdown

AMZU:

-55.59%

AAPU:

-58.61%

Current Drawdown

AMZU:

-46.28%

AAPU:

-39.37%

Returns By Period

The year-to-date returns for both investments are quite close, with AMZU having a -35.51% return and AAPU slightly higher at -34.88%.


AMZU

YTD

-35.51%

1M

-10.08%

6M

-19.54%

1Y

-12.04%

5Y*

N/A

10Y*

N/A

AAPU

YTD

-34.88%

1M

-13.40%

6M

-24.38%

1Y

28.15%

5Y*

N/A

10Y*

N/A

*Annualized

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AMZU vs. AAPU - Expense Ratio Comparison

AMZU has a 1.06% expense ratio, which is higher than AAPU's 1.04% expense ratio.


Expense ratio chart for AMZU: current value is 1.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMZU: 1.06%
Expense ratio chart for AAPU: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AAPU: 1.04%

Risk-Adjusted Performance

AMZU vs. AAPU — Risk-Adjusted Performance Rank

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

AMZU
The Risk-Adjusted Performance Rank of AMZU is 1212
Overall Rank
The Sharpe Ratio Rank of AMZU is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZU is 1818
Sortino Ratio Rank
The Omega Ratio Rank of AMZU is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AMZU is 66
Calmar Ratio Rank
The Martin Ratio Rank of AMZU is 88
Martin Ratio Rank

AAPU
The Risk-Adjusted Performance Rank of AAPU is 5959
Overall Rank
The Sharpe Ratio Rank of AAPU is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPU is 6767
Sortino Ratio Rank
The Omega Ratio Rank of AAPU is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AAPU is 5959
Calmar Ratio Rank
The Martin Ratio Rank of AAPU is 5151
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.

AMZU vs. AAPU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bull 2X Shares (AMZU) and Direxion Daily AAPL Bull 2X Shares (AAPU). 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 chart of Sharpe ratio for AMZU, currently valued at -0.24, compared to the broader market-1.000.001.002.003.004.00
AMZU: -0.24
AAPU: 0.46
The chart of Sortino ratio for AMZU, currently valued at 0.10, compared to the broader market-2.000.002.004.006.008.00
AMZU: 0.10
AAPU: 1.06
The chart of Omega ratio for AMZU, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
AMZU: 1.01
AAPU: 1.15
The chart of Calmar ratio for AMZU, currently valued at -0.29, compared to the broader market0.002.004.006.008.0010.0012.00
AMZU: -0.29
AAPU: 0.50
The chart of Martin ratio for AMZU, currently valued at -0.74, compared to the broader market0.0020.0040.0060.00
AMZU: -0.74
AAPU: 1.59

The current AMZU Sharpe Ratio is -0.24, which is lower than the AAPU Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AMZU and AAPU, 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.24
0.46
AMZU
AAPU

Dividends

AMZU vs. AAPU - Dividend Comparison

AMZU's dividend yield for the trailing twelve months is around 5.87%, less than AAPU's 23.24% yield.


TTM202420232022
AMZU
Direxion Daily AMZN Bull 2X Shares
5.87%3.79%3.38%0.50%
AAPU
Direxion Daily AAPL Bull 2X Shares
23.24%14.58%2.32%0.79%

Drawdowns

AMZU vs. AAPU - Drawdown Comparison

The maximum AMZU drawdown since its inception was -55.59%, smaller than the maximum AAPU drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for AMZU and AAPU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.28%
-39.37%
AMZU
AAPU

Volatility

AMZU vs. AAPU - Volatility Comparison

The current volatility for Direxion Daily AMZN Bull 2X Shares (AMZU) is 37.93%, while Direxion Daily AAPL Bull 2X Shares (AAPU) has a volatility of 43.62%. This indicates that AMZU experiences smaller price fluctuations and is considered to be less risky than AAPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
37.93%
43.62%
AMZU
AAPU