AMZU vs. AMZN
AMZU (Direxion Daily AMZN Bull 2X Shares) is Leveraged Equities fund tracking the Amazon.com, Inc. (200%), while AMZN (Amazon.com, Inc) is a stock. Over the past 3 years, AMZU returned 18.79%/yr vs 22.46%/yr for AMZN. With a 0.99 correlation, they move nearly in lockstep.
Performance
AMZU vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, AMZU achieves a 3.21% return, which is significantly lower than AMZN's 7.14% return.
AMZU
- 1D
- 1.62%
- 1M
- 5.63%
- 6M
- -8.93%
- YTD
- 3.21%
- 1Y
- -1.46%
- 3Y*
- 18.79%
- 5Y*
- —
- 10Y*
- —
AMZN
- 1D
- 0.80%
- 1M
- 3.67%
- 6M
- 0.34%
- YTD
- 7.14%
- 1Y
- 9.91%
- 3Y*
- 22.46%
- 5Y*
- 6.08%
- 10Y*
- 21.00%
AMZU vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 3.21% | -11.59% | 60.99% | 118.70% | -49.82% |
AMZN Amazon.com, Inc | 7.14% | 5.21% | 44.39% | 80.88% | -33.39% |
Correlation
The correlation between AMZU and AMZN is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.99 |
The correlation between AMZU and AMZN has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
AMZU vs. AMZN — Risk / Return Rank
AMZU
AMZN
AMZU vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bull 2X Shares (AMZU) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMZU | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 0.46 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.07 | 1.01 | -1.08 |
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Drawdowns
AMZU vs. AMZN - Drawdown Comparison
The maximum AMZU drawdown since its inception was -55.59%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for AMZU and AMZN.
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Drawdown Indicators
| AMZU | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -94.40% | +38.81% |
Max Drawdown (1Y)Largest decline over 1 year | -42.98% | -21.74% | -21.24% |
Max Drawdown (3Y)Largest decline over 3 years | -55.47% | -30.88% | -24.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.77% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -23.98% | -10.07% | -13.91% |
Average DrawdownAverage peak-to-trough decline | -22.02% | -28.15% | +6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.53% | 9.84% | +10.69% |
Volatility
AMZU vs. AMZN - Volatility Comparison
Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 19.94% compared to Amazon.com, Inc (AMZN) at 9.75%. This indicates that AMZU'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.
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Volatility by Period
| AMZU | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.94% | 9.75% | +10.19% |
Volatility (6M)Calculated over the trailing 6-month period | 43.78% | 21.80% | +21.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.95% | 30.99% | +30.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.33% | 35.68% | +23.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.33% | 32.59% | +26.74% |
Dividends
AMZU vs. AMZN - Dividend Comparison
AMZU's dividend yield for the trailing twelve months is around 5.65%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZU Direxion Daily AMZN Bull 2X Shares | 5.65% | 6.12% | 3.79% | 3.37% | 0.50% |
Frequently Asked Questions
With a correlation of 1.00, AMZU and AMZN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AMZU has higher volatility (19.94%) compared to AMZN (9.75%). In terms of maximum drawdown, AMZU dropped -55.59% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.32 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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