Direxion Daily AVGO Bull 2X Shares

10-Year Study

AVL.US · · US · ETF

Executive Summary: Direxion Daily AVGO Bull 2X Shares has compounded at 116.5% annually over the last 10 years, with a maximum drawdown of 53.7% and an annualized volatility of 443.3%.

1Y CAGR
+127.6%
3Y CAGR
+116.5%
5Y CAGR
+116.5%
10Y CAGR
+116.5%

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 →
53.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
114.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +54.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 21.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.1-8.9-8.963.3————————21.8%
2025-14.2-20.8-31.822.755.728.111.60.819.822.015.6-28.354.4%
2024——————————-10.889.669.1%

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 443.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 0.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-018918.432366491774
2024-12-0116912.759229211326
2025-01-0114514.70396645861
2025-02-0111489.1689268414
2025-03-017831.238970544691
2025-04-019607.973185839659
2025-05-0114957.717953880592
2025-06-0119154.12220340388
2025-07-0121379.20007579975
2025-08-0121556.381983347743
2025-09-0125831.310032807076
2025-10-0131511.7904137008
2025-11-0136437.23425674795
2025-12-0126109.459571494557
2026-01-0123462.39029763244
2026-02-0121377.89726765601
2026-03-0119470.467708123597
2026-04-0131800.362417538163
Annual Return Matrix
YearAnnual Return
20250.5437729123701416
20260.21796325697437058
Total Factor Risk
4.433128727001932
VTI.US Exposure
0.40828037184917093
VEA.US Exposure
0.1035869006106589
VWO.US Exposure
0.01590280321453956
QQQ.US Exposure
-0.046242721800458665
VTV.US Exposure
0.10733583682626316
IJR.US Exposure
0.10193991998966835
QUAL.US Exposure
-0.017236240794178615
SHV.US Exposure
0.1286894840330409
TLT.US Exposure
0.016052233001651147
LQD.US Exposure
-0.004602474061475111
HYG.US Exposure
0.040121572774789074
GLD.US Exposure
-0.003614644139687016
USO.US Exposure
0.0006557518826326186
VNQ.US Exposure
-0.019109533237706384
BTC-USD.CC Exposure
-0.0038391800970321677
CPER.US Exposure
0.007682745646074428
VIX.INDX Exposure
0.00028263094396302534
UUP.US Exposure
0.0008372702951528335
TIP.US Exposure
0.1592511589884084
Idiosyncratic Exposure
0.004026114074524719
Value Score
37.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
15.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
443.3%

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 →31.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.29%
Market Cap$1.5T
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
$152
Avg Yield on Cost
1.52%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$151.61.52%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 →
+39.5%
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 →
+26.5%
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 →
16.8% 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 Direxion Daily AVGO Bull 2X Shares a high-risk investment?

Direxion Daily AVGO Bull 2X Shares (AVL.US) has an annualized volatility of 443.3% and experienced a maximum drawdown of 53.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, AVL.US has generated a Compound Annual Growth Rate (CAGR) of 116.5%. It has had a positive return in 100% 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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