AMZU vs. BTC-USD
AMZU (Direxion Daily AMZN Bull 2X Shares) is Leveraged Equities fund tracking the Amazon.com, Inc. (150%), while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 3 years, AMZU returned 25.82%/yr vs 35.01%/yr for BTC-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
AMZU vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMZU achieves a 11.24% return, which is significantly higher than BTC-USD's -27.60% return.
AMZU
- 1D
- 2.96%
- 1M
- -15.04%
- YTD
- 11.24%
- 6M
- 11.82%
- 1Y
- 23.24%
- 3Y*
- 25.82%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -1.08%
- 1M
- -21.71%
- YTD
- -27.60%
- 6M
- -31.22%
- 1Y
- -39.53%
- 3Y*
- 35.01%
- 5Y*
- 12.25%
- 10Y*
- 59.71%
AMZU vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 11.24% | -11.59% | 60.99% | 118.70% | -50.17% |
BTC-USD Bitcoin | -27.60% | -6.27% | 120.76% | 155.82% | -14.32% |
Correlation
The correlation between AMZU and BTC-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.22 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMZU vs. BTC-USD — Risk / Return Rank
AMZU
BTC-USD
AMZU vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bull 2X Shares (AMZU) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.87 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | -0.80 | +1.34 |
| Martin ratioReturn relative to average drawdown | 1.23 | -1.39 | +2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMZU | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.92 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.13 | -0.86 |
Drawdowns
AMZU vs. BTC-USD - Drawdown Comparison
The maximum AMZU drawdown since its inception was -55.59%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AMZU and BTC-USD.
Loading charts...
Drawdown Indicators
| AMZU | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -85.30% | +29.71% |
Max Drawdown (1Y)Largest decline over 1 year | -42.98% | -49.65% | +6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -55.47% | -49.65% | -5.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -18.07% | -49.21% | +31.14% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -42.28% | +20.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.94% | 33.87% | -14.93% |
Volatility
AMZU vs. BTC-USD - Volatility Comparison
Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 14.79% compared to Bitcoin (BTC-USD) at 10.14%. This indicates that AMZU's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMZU | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.79% | 10.14% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 40.74% | 34.17% | +6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.84% | 35.51% | +24.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.15% | 44.98% | +14.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.15% | 56.69% | +2.46% |
Frequently Asked Questions
AMZU and BTC-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZU has higher volatility (14.79%) compared to BTC-USD (10.14%). In terms of maximum drawdown, AMZU dropped -55.59% vs BTC-USD's -85.30%.
AMZU currently has the higher Sharpe Ratio (0.39 vs -0.92), 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.
Find the right allocation for AMZU and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer