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

Correlation

The correlation between AMZU and FSKAX is 0.66, 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.


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Performance

AMZU vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily AMZN Bull 2X Shares (AMZU) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
29.73%
8.08%
AMZU
FSKAX

Key characteristics

Sharpe Ratio

AMZU:

1.16

FSKAX:

1.95

Sortino Ratio

AMZU:

1.72

FSKAX:

2.60

Omega Ratio

AMZU:

1.22

FSKAX:

1.36

Calmar Ratio

AMZU:

1.68

FSKAX:

2.99

Martin Ratio

AMZU:

4.72

FSKAX:

11.92

Ulcer Index

AMZU:

13.19%

FSKAX:

2.16%

Daily Std Dev

AMZU:

53.53%

FSKAX:

13.21%

Max Drawdown

AMZU:

-55.59%

FSKAX:

-35.01%

Current Drawdown

AMZU:

-9.35%

FSKAX:

-2.57%

Returns By Period

In the year-to-date period, AMZU achieves a 3.02% return, which is significantly higher than FSKAX's 1.40% return.


AMZU

YTD

3.02%

1M

-9.35%

6M

27.17%

1Y

64.65%

5Y*

N/A

10Y*

N/A

FSKAX

YTD

1.40%

1M

-2.12%

6M

7.54%

1Y

26.26%

5Y*

13.48%

10Y*

12.61%

*Annualized

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AMZU vs. FSKAX - Expense Ratio Comparison

AMZU has a 1.06% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Expense ratio chart for AMZU: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%
Expense ratio chart for FSKAX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

AMZU vs. FSKAX — 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 5757
Overall Rank
The Sharpe Ratio Rank of AMZU is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZU is 5858
Sortino Ratio Rank
The Omega Ratio Rank of AMZU is 5858
Omega Ratio Rank
The Calmar Ratio Rank of AMZU is 6363
Calmar Ratio Rank
The Martin Ratio Rank of AMZU is 5252
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 9191
Overall Rank
The Sharpe Ratio Rank of FSKAX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 9292
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. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bull 2X Shares (AMZU) and Fidelity Total Market Index Fund (FSKAX). 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 chart of Sharpe ratio for AMZU, currently valued at 1.16, compared to the broader market0.002.004.001.161.95
The chart of Sortino ratio for AMZU, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.0012.001.722.60
The chart of Omega ratio for AMZU, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.36
The chart of Calmar ratio for AMZU, currently valued at 1.68, compared to the broader market0.005.0010.0015.001.682.99
The chart of Martin ratio for AMZU, currently valued at 4.72, compared to the broader market0.0020.0040.0060.0080.00100.004.7211.92
AMZU
FSKAX

The current AMZU Sharpe Ratio is 1.16, which is lower than the FSKAX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of AMZU and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.16
1.95
AMZU
FSKAX

Dividends

AMZU vs. FSKAX - Dividend Comparison

AMZU's dividend yield for the trailing twelve months is around 3.68%, more than FSKAX's 1.17% yield.


TTM20242023202220212020201920182017201620152014
AMZU
Direxion Daily AMZN Bull 2X Shares
3.68%3.79%3.38%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.17%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

AMZU vs. FSKAX - Drawdown Comparison

The maximum AMZU drawdown since its inception was -55.59%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for AMZU and FSKAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.35%
-2.57%
AMZU
FSKAX

Volatility

AMZU vs. FSKAX - Volatility Comparison

Direxion Daily AMZN Bull 2X Shares (AMZU) has a higher volatility of 15.97% compared to Fidelity Total Market Index Fund (FSKAX) at 5.12%. This indicates that AMZU's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
15.97%
5.12%
AMZU
FSKAX