GraniteShares 2x Long AMZN Daily ETF

10-Year Study

AMZZ.US · · US · ETF

Executive Summary: GraniteShares 2x Long AMZN Daily ETF has compounded at 13.8% annually over the last 10 years, with a maximum drawdown of 44.1% and an annualized volatility of 127.3%.

1Y CAGR
+30.6%
3Y CAGR
+13.8%
5Y CAGR
+13.8%
10Y CAGR
+13.8%

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 →
44.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
55.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +10.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -8.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.0-24.2-3.241.9————————10.4%
202516.0-21.1-21.2-10.121.313.813.0-6.6-8.921.2-10.2-2.8-8.9%
2024———-6.0-0.918.9-7.6-11.17.5-1.322.610.030.2%

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 127.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.6% of variance. Idiosyncratic stock-specific factors contribute 2.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-03-0110000
2024-04-019404.672192916354
2024-05-019323.2856066315
2024-06-0111081.386586284854
2024-07-0110241.145440844008
2024-08-019103.240391861342
2024-09-019781.461944235118
2024-10-019657.121326299924
2024-11-0111838.73398643557
2024-12-0113021.85380557649
2025-01-0115109.269027882441
2025-02-0111921.627731725697
2025-03-019397.136397889977
2025-04-018451.394122079879
2025-05-0110248.681235870385
2025-06-0111657.874905802562
2025-07-0113172.569706103994
2025-08-0112307.837226827429
2025-09-0111209.495101733233
2025-10-0113590.806330067822
2025-11-0112200.452147701584
2025-12-0111857.573474001509
2026-01-0112565.938206480785
2026-02-019525.244913338358
2026-03-019221.175584024115
2026-04-0113088.244159758853
Annual Return Matrix
YearAnnual Return
2025-0.08940972222222232
20260.10378773435017474
Total Factor Risk
1.2734752876003308
VTI.US Exposure
0.7860570531992883
VEA.US Exposure
0.07801162416156947
VWO.US Exposure
-0.007315871276647618
QQQ.US Exposure
-0.09685013539459533
VTV.US Exposure
-0.0053562777560338445
IJR.US Exposure
-0.009824298690521155
QUAL.US Exposure
-0.047038481074716296
SHV.US Exposure
0.05650330187441482
TLT.US Exposure
0.012192252469630667
LQD.US Exposure
0.05235131760409147
HYG.US Exposure
0.051019072740450325
GLD.US Exposure
-0.0014252833498155262
USO.US Exposure
0.005199051067289971
VNQ.US Exposure
0.026705184589448202
BTC-USD.CC Exposure
-0.008009849883690153
CPER.US Exposure
0.02007951604963628
VIX.INDX Exposure
0.0005086758212320945
UUP.US Exposure
-0.000218600777464887
TIP.US Exposure
0.06611680700222733
Idiosyncratic Exposure
0.021294941624205973
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
127.3%

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
$0
Avg Yield on Cost
0.00%

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 →
+32.7%
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 →
+13.4%
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 →
10.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GraniteShares 2x Long AMZN Daily ETF a high-risk investment?

GraniteShares 2x Long AMZN Daily ETF (AMZZ.US) has an annualized volatility of 127.3% and experienced a maximum drawdown of 44.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AMZZ.US has generated a Compound Annual Growth Rate (CAGR) of 13.8%. It has had a positive return in 50% 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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