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AMZU vs. FNGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMZU and FNGU is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AMZU vs. FNGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMZN Bull 2X Shares (AMZU) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AMZU:

-0.06

FNGU:

0.22

Sortino Ratio

AMZU:

0.37

FNGU:

0.99

Omega Ratio

AMZU:

1.05

FNGU:

1.13

Calmar Ratio

AMZU:

-0.11

FNGU:

0.36

Martin Ratio

AMZU:

-0.25

FNGU:

0.84

Ulcer Index

AMZU:

23.51%

FNGU:

27.31%

Daily Std Dev

AMZU:

68.78%

FNGU:

93.25%

Max Drawdown

AMZU:

-55.59%

FNGU:

-92.34%

Current Drawdown

AMZU:

-37.12%

FNGU:

-37.57%

Returns By Period

The year-to-date returns for both stocks are quite close, with AMZU having a -24.53% return and FNGU slightly lower at -25.65%.


AMZU

YTD

-24.53%

1M

41.20%

6M

-13.59%

1Y

-4.37%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FNGU

YTD

-25.65%

1M

56.30%

6M

-14.42%

1Y

17.65%

3Y*

76.14%

5Y*

40.48%

10Y*

N/A

*Annualized

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AMZU vs. FNGU - Expense Ratio Comparison

AMZU has a 1.06% expense ratio, which is higher than FNGU's 0.95% expense ratio.


Risk-Adjusted Performance

AMZU vs. FNGU — Risk-Adjusted Performance Rank

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

AMZU
The Risk-Adjusted Performance Rank of AMZU is 1717
Overall Rank
The Sharpe Ratio Rank of AMZU is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZU is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AMZU is 2323
Omega Ratio Rank
The Calmar Ratio Rank of AMZU is 1111
Calmar Ratio Rank
The Martin Ratio Rank of AMZU is 1313
Martin Ratio Rank

FNGU
The Risk-Adjusted Performance Rank of FNGU is 4444
Overall Rank
The Sharpe Ratio Rank of FNGU is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGU is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FNGU is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FNGU is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FNGU is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMZU vs. FNGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bull 2X Shares (AMZU) and MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU). 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.


The current AMZU Sharpe Ratio is -0.06, which is lower than the FNGU Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of AMZU and FNGU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AMZU vs. FNGU - Dividend Comparison

AMZU's dividend yield for the trailing twelve months is around 5.01%, while FNGU has not paid dividends to shareholders.


TTM202420232022
AMZU
Direxion Daily AMZN Bull 2X Shares
5.01%3.79%3.37%0.50%
FNGU
MicroSectors FANG+™ Index 3X Leveraged ETN
0.00%0.00%0.00%0.00%

Drawdowns

AMZU vs. FNGU - Drawdown Comparison

The maximum AMZU drawdown since its inception was -55.59%, smaller than the maximum FNGU drawdown of -92.34%. Use the drawdown chart below to compare losses from any high point for AMZU and FNGU. For additional features, visit the drawdowns tool.


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Volatility

AMZU vs. FNGU - Volatility Comparison

Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 21.35% compared to MicroSectors FANG+™ Index 3X Leveraged ETN (FNGU) at 19.34%. This indicates that AMZU's price experiences larger fluctuations and is considered to be riskier than FNGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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