EDZ vs. AMAT

In the year-to-date period, EDZ achieves a 8.50% return, which is significantly higher than AMAT's -21.76% return. Over the past 10 years, EDZ has underperformed AMAT with an annualized return of -22.93%, while AMAT has yielded a comparatively higher 20.71% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Emerging Markets Bear 3X Shares (EDZ) and Applied Materials, Inc. (AMAT). 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 EDZ Sharpe Ratio is -0.01, which is higher than the AMAT Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of EDZ and AMAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EDZ's dividend yield for the trailing twelve months is around 3.76%, more than AMAT's 1.26% yield.

The maximum EDZ drawdown since its inception was -99.69%, which is greater than AMAT's maximum drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for EDZ and AMAT. For additional features, visit the drawdowns tool.

Direxion Daily Emerging Markets Bear 3X Shares (EDZ) has a higher volatility of 21.07% compared to Applied Materials, Inc. (AMAT) at 13.18%. This indicates that EDZ's price experiences larger fluctuations and is considered to be riskier than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.