AMZU vs. AMZN
AMZU (Direxion Daily AMZN Bull 2X Shares) is Leveraged Equities fund tracking the Amazon.com, Inc. (150%), while AMZN (Amazon.com, Inc) is a stock. Over the past 3 years, AMZU returned 25.11%/yr vs 26.25%/yr for AMZN. With a 1.00 correlation, they move nearly in lockstep.
Performance
AMZU vs. AMZN - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with AMZU having a 8.04% return and AMZN slightly higher at 8.32%.
AMZU
- 1D
- -5.04%
- 1M
- -16.62%
- YTD
- 8.04%
- 6M
- 5.52%
- 1Y
- 21.37%
- 3Y*
- 25.11%
- 5Y*
- —
- 10Y*
- —
AMZN
- 1D
- -2.53%
- 1M
- -8.10%
- YTD
- 8.32%
- 6M
- 7.59%
- 1Y
- 21.54%
- 3Y*
- 26.25%
- 5Y*
- 9.30%
- 10Y*
- 21.29%
AMZU vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 8.04% | -11.59% | 60.99% | 118.70% | -50.17% |
AMZN Amazon.com, Inc | 8.32% | 5.21% | 44.39% | 80.88% | -35.13% |
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 8, 2022 | 1.00 |
The correlation between AMZU and AMZN has been stable across timeframes, ranging from 1.00 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.
| AMZU | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.00 | -0.50 |
| Martin ratioReturn relative to average drawdown | 1.13 | 2.39 | -1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMZU | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 0.72 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.57 | -0.31 |
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 | — | -56.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -20.42% | -9.08% | -11.34% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -28.12% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.91% | 9.02% | +9.89% |
Volatility
AMZU vs. AMZN - Volatility Comparison
Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 14.41% compared to Amazon.com, Inc (AMZN) at 7.24%. 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 | 14.41% | 7.24% | +7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 40.64% | 20.35% | +20.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.79% | 30.00% | +29.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.16% | 35.50% | +23.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.16% | 32.46% | +26.70% |
Dividends
AMZU vs. AMZN - Dividend Comparison
AMZU's dividend yield for the trailing twelve months is around 5.62%, 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 | 5.62% | 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 (14.41%) compared to AMZN (7.24%). In terms of maximum drawdown, AMZU dropped -55.59% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.72 vs 0.36), 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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