Direxion Daily AMZN Bull 1.5X Shares

10-Year Study

AMZU.US · · US · ETF

Executive Summary: Direxion Daily AMZN Bull 1.5X Shares has compounded at 22.9% annually over the last 10 years, with a maximum drawdown of 44.3% and an annualized volatility of 89.9%.

1Y CAGR
+26.4%
3Y CAGR
+28.3%
5Y CAGR
+22.9%
10Y CAGR
+22.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
44.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
52.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +118.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -11.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.9-24.4-4.042.1————————9.2%
202515.7-21.5-21.1-10.120.813.612.7-6.5-9.520.8-10.5-3.2-11.6%
20242.320.32.5-6.5-0.618.6-8.0-11.37.4-1.522.29.661.0%
202334.7-13.813.82.521.311.33.23.7-12.55.914.25.5118.7%
2022—————————-15.1-10.2-19.3-38.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 89.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 50.0% of variance. Idiosyncratic stock-specific factors contribute 6.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-018494.062953334882
2022-11-017629.4552421693115
2022-12-016154.308109938198
2023-01-018292.903817146365
2023-02-017152.510611316828
2023-03-018140.288436262985
2023-04-018341.638395264834
2023-05-0110115.436823219447
2023-06-0111261.312656017255
2023-07-0111622.871175466438
2023-08-0112056.738471112982
2023-09-0110552.392834430835
2023-10-0111173.407643744995
2023-11-0112759.905376979095
2023-12-0113459.712755726097
2024-01-0113771.806865146093
2024-02-0116570.757203744182
2024-03-0116982.978395929837
2024-04-0115886.015939612578
2024-05-0115796.263344265475
2024-06-0118734.944080028054
2024-07-0117243.183338585754
2024-08-0115299.369103182968
2024-09-0116431.92184399456
2024-10-0116186.21420712964
2024-11-0119773.018093348637
2024-12-0121669.376524883402
2025-01-0125072.94241249807
2025-02-0119689.11879174968
2025-03-0115540.513722199208
2025-04-0113974.013174197913
2025-05-0116878.782866223482
2025-06-0119172.803493489962
2025-07-0121609.27727192596
2025-08-0120213.2719410162
2025-09-0118292.141048695263
2025-10-0122105.192827237075
2025-11-0119785.803744644152
2025-12-0119159.51595205527
2026-01-0120288.802224544394
2026-02-0115333.0944057443
2026-03-0114724.594770764816
2026-04-0120924.712673123347
Annual Return Matrix
YearAnnual Return
20231.187039146446189
20240.6099434600240417
2025-0.11582523244016751
20260.09213159275449856
Total Factor Risk
0.8993685378882912
VTI.US Exposure
0.42193251464558584
VEA.US Exposure
0.055146629000190545
VWO.US Exposure
-0.008713296384411309
QQQ.US Exposure
-0.02800171254485557
VTV.US Exposure
0.004184764817845061
IJR.US Exposure
-0.013615303986823212
QUAL.US Exposure
-0.03623330904186697
SHV.US Exposure
0.49973977317877893
TLT.US Exposure
-0.00004995638519179253
LQD.US Exposure
-0.0077033696837263375
HYG.US Exposure
-0.007093571701163004
GLD.US Exposure
-0.0001463653039516106
USO.US Exposure
-0.0009922941420571754
VNQ.US Exposure
0.013006106075709586
BTC-USD.CC Exposure
0.008840695957109283
CPER.US Exposure
0.01945862136803854
VIX.INDX Exposure
0.006819848122968785
UUP.US Exposure
0.011292032614447368
TIP.US Exposure
0.001424074320127794
Idiosyncratic Exposure
0.0607041190732452
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$93
Avg Yield on Cost
0.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$92.650.93%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+32.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
12.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Direxion Daily AMZN Bull 1.5X Shares a high-risk investment?

Direxion Daily AMZN Bull 1.5X Shares (AMZU.US) has an annualized volatility of 89.9% and experienced a maximum drawdown of 44.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AMZU.US?

Over the past 10 years, AMZU.US has generated a Compound Annual Growth Rate (CAGR) of 22.9%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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