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 18.79%/yr vs 27.25%/yr for BTC-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
AMZU vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMZU achieves a 3.21% return, which is significantly higher than BTC-USD's -28.58% return.
AMZU
- 1D
- 1.62%
- 1M
- 5.63%
- 6M
- -8.93%
- YTD
- 3.21%
- 1Y
- -1.46%
- 3Y*
- 18.79%
- 5Y*
- —
- 10Y*
- —
BTC-USD
- 1D
- -1.96%
- 1M
- -3.01%
- 6M
- -31.47%
- YTD
- -28.58%
- 1Y
- -47.54%
- 3Y*
- 27.25%
- 5Y*
- 13.75%
- 10Y*
- 57.45%
AMZU vs. BTC-USD - 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% |
BTC-USD Bitcoin | -28.58% | -6.27% | 120.76% | 155.82% | -12.03% |
Correlation
The correlation between AMZU and BTC-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 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 | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.83 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | -0.90 | +0.86 |
| Martin ratioReturn relative to average drawdown | -0.07 | -1.46 | +1.38 |
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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 | -23.98% | -49.89% | +25.91% |
Average DrawdownAverage peak-to-trough decline | -22.02% | -42.55% | +20.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.53% | 28.99% | -8.46% |
Volatility
AMZU vs. BTC-USD - Volatility Comparison
Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 19.94% compared to Bitcoin (BTC-USD) at 8.86%. 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 | 19.94% | 8.86% | +11.08% |
Volatility (6M)Calculated over the trailing 6-month period | 43.78% | 34.96% | +8.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.95% | 35.56% | +26.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.33% | 43.94% | +15.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.33% | 56.32% | +3.01% |
Frequently Asked Questions
AMZU and BTC-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZU has higher volatility (19.94%) compared to BTC-USD (8.86%). In terms of maximum drawdown, AMZU dropped -55.59% vs BTC-USD's -85.30%.
AMZU currently has the higher Sharpe Ratio (-0.02 vs -1.11), 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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