AMZU vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Direxion Daily AMZN Bull 2X Shares (AMZU) and Bitcoin (BTC-USD).

AMZU is a passively managed fund by Direxion that tracks the performance of the Amazon.com, Inc. (150%). It was launched on Sep 6, 2022.

Performance

AMZU vs. BTC-USD - Performance Comparison

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

AMZU vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AMZU Direxion Daily AMZN Bull 2X Shares	-21.70%	-11.59%	60.99%	118.70%	-50.17%
BTC-USD Bitcoin	-23.70%	-6.27%	120.76%	155.82%	-14.32%

Returns By Period

In the year-to-date period, AMZU achieves a -21.70% return, which is significantly higher than BTC-USD's -23.70% return.

AMZU

• 1D: -0.87%
• 1M: -0.84%
• YTD: -21.70%
• 6M: -20.01%
• 1Y: -9.02%
• 3Y*: 23.04%
• 5Y*: —
• 10Y*: —

BTC-USD

• 1D: -1.99%
• 1M: -2.31%
• YTD: -23.70%
• 6M: -44.66%
• 1Y: -19.07%
• 3Y*: 33.89%
• 5Y*: 3.18%
• 10Y*: 66.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AMZU vs. BTC-USD — Risk / Return Rank

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

AMZU

AMZU Risk / Return Rank: 11
AMZU Sharpe Ratio Rank: 9
AMZU Sortino Ratio Rank: 14
AMZU Omega Ratio Rank: 14
AMZU Calmar Ratio Rank: 9
AMZU Martin Ratio Rank: 9

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.13	-0.43	+0.30
Sortino ratio Return per unit of downside risk	0.31	-0.36	+0.67
Omega ratio Gain probability vs. loss probability	1.04	0.96	+0.08
Calmar ratio Return relative to maximum drawdown	-0.13	-1.14	+1.01
Martin ratio Return relative to average drawdown	-0.28	-2.03	+1.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMZU vs. BTC-USD - Sharpe Ratio Comparison

The current AMZU Sharpe Ratio is -0.13, which is higher than the BTC-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of AMZU and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMZU	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	-0.43	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.06	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.97	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	1.18	-1.08

Correlation

The correlation between AMZU and BTC-USD is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	AMZU	BTC-USD	Difference
Max Drawdown Largest 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 (5Y) Largest decline over 5 years	—	-76.67%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-83.80%	—
Current Drawdown Current decline from peak	-42.33%	-46.47%	+4.14%
Average Drawdown Average peak-to-trough decline	-22.28%	-42.00%	+19.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.09%	27.75%	-8.66%

Volatility

AMZU vs. BTC-USD - Volatility Comparison

Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 17.73% compared to Bitcoin (BTC-USD) at 13.70%. 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.

Volatility by Period

	AMZU	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.73%	13.70%	+4.03%
Volatility (6M) Calculated over the trailing 6-month period	45.12%	35.96%	+9.16%
Volatility (1Y) Calculated over the trailing 1-year period	69.51%	36.69%	+32.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.23%	46.91%	+12.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.23%	56.71%	+2.52%