AMZU vs. BTC-USD
AMZU (Direxion Daily AMZN Bull 2X Shares) is Leveraged Equities fund tracking the Amazon.com, Inc. (200%), while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 3 years, AMZU returned 26.76%/yr vs 29.40%/yr for BTC-USD. Their 0.22 correlation means their historical movements had little consistent relationship.
Performance
AMZU vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMZU achieves a 20.75% return, which is significantly higher than BTC-USD's -27.75% return.
AMZU
- 1D
- 29.73%
- 1M
- 21.60%
- 6M
- 14.03%
- YTD
- 20.75%
- 1Y
- 28.33%
- 3Y*
- 26.76%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.69%
BTC-USD
- 1D
- 0.72%
- 1M
- 1.12%
- 6M
- -17.79%
- YTD
- -27.75%
- 1Y
- -43.83%
- 3Y*
- 29.40%
- 5Y*
- 10.61%
- 10Y*
- 59.66%
- ALL TIME*
- 87.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $124.23M | $117.55M | $117.81M | |
BTC-USD Bitcoin | $1569.44T | $1598.63T | $2087.37T |
AMZU vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 20.75% | -11.59% | 60.99% | 118.70% | -49.82% |
BTC-USD Bitcoin | -27.75% | -6.27% | 120.76% | 155.82% | -12.03% |
Correlation
The correlation between AMZU and BTC-USD is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.22 |
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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.
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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.85 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | -0.83 | +0.99 |
| Martin ratioReturn relative to average drawdown | 0.33 | -1.27 | +1.60 |
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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.
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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% | -53.08% | +10.10% |
Max Drawdown (3Y)Largest decline over 3 years | -55.47% | -53.08% | -2.39% |
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 | -11.06% | -49.31% | +38.25% |
Average DrawdownAverage peak-to-trough decline | -22.09% | -42.73% | +20.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.42% | 24.94% | -3.52% |
Volatility
AMZU vs. BTC-USD - Volatility Comparison
Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 31.08% compared to Bitcoin (BTC-USD) at 8.45%. 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.
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Volatility by Period
| AMZU | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.08% | 8.45% | +22.63% |
Volatility (6M)Calculated over the trailing 6-month period | 52.00% | 33.72% | +18.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.05% | 35.86% | +34.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.30% | 43.65% | +17.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.30% | 56.22% | +5.08% |
Frequently Asked Questions
AMZU and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZU has higher volatility (31.08%) compared to BTC-USD (8.45%). In terms of maximum drawdown, AMZU dropped -55.59% vs BTC-USD's -85.30%.
AMZU currently has the higher Sharpe Ratio (0.10 vs -1.02), 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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