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ISIN
US0231351067
CUSIP
023135106
IPO Date
May 15, 1997

Highlights

Market Cap
$2.66T
Enterprise Value
$2.77T
EPS (TTM)
$8.37
PE Ratio
29.20
PEG Ratio
0.71
Total Revenue (TTM)
$742.78B
Gross Profit (TTM)
$348.59B
EBITDA (TTM)
$152.71B
Year Range
$196.00 - $278.56
Target Price
$286.55
ROA (TTM)
9.91%
ROE (TTM)
20.55%

Share Price Chart


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Performance

AMZN Performance Chart

Amazon.com, Inc (AMZN) is up 5.9% since the beginning of the year. At $244 per share, AMZN is trading 12.3% below its 52-week high of $279. Investors who bought $1,000 worth of AMZN shares 5 years ago would now be looking at an investment worth $1,402.


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S&P 500 Index

Returns By Period

Amazon.com, Inc (AMZN) has returned 5.88% so far this year and 15.00% over the past 12 months. Looking at the last ten years, AMZN has achieved an annualized return of 21.21%, outperforming the S&P 500 Index benchmark, which averaged 13.67% per year.


Amazon.com, Inc

1D
2.90%
1M
-5.76%
YTD
5.88%
6M
7.77%
1Y
15.00%
3Y*
24.88%
5Y*
6.99%
10Y*
21.21%

Benchmark (S&P 500 Index)

1D
1.08%
1M
2.00%
YTD
9.57%
6M
10.71%
1Y
25.41%
3Y*
19.37%
5Y*
12.48%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN Monthly Returns History

Based on dividend-adjusted daily data since May 15, 1997, AMZN's average daily return is +0.16%, while the average monthly return is +3.35%. At this rate, an investment would double in approximately 1.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jun 1998 with a return of +126.4%, while the worst month was Feb 2001 at -41.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, AMZN closed higher 51% of trading days. The best single day was Nov 26, 2001 with a return of +34.5%, while the worst single day was Jul 24, 2001 at -24.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.67%-12.24%-0.82%27.27%2.11%-9.70%5.88%
20258.34%-10.69%-10.37%-3.07%11.16%7.01%6.71%-2.18%-4.12%11.23%-4.50%-1.03%5.21%
20242.15%13.89%2.05%-2.98%0.82%9.53%-3.24%-4.54%4.39%0.04%11.53%5.53%44.39%
202322.77%-8.63%9.61%2.09%14.35%8.11%2.55%3.24%-7.89%4.70%9.77%4.00%80.88%
2022-10.28%2.67%6.14%-23.75%-3.28%-11.65%27.06%-6.06%-10.86%-9.35%-5.76%-12.99%-49.62%
2021-1.56%-3.53%0.04%12.07%-7.05%6.74%-3.27%4.30%-5.35%2.66%3.99%-4.93%2.38%

Benchmark Metrics

Amazon.com, Inc has an annualized alpha of 33.04%, beta of 1.32, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since May 15, 1997.

  • This stock captured 225.76% of S&P 500 Index gains and 113.34% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.22 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
33.04%
Beta
1.32
0.22
Upside Capture
225.76%
Downside Capture
113.34%

Return for Risk

Risk / Return Rank

AMZN ranks 56 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


AMZN Risk / Return Rank: 5656
Overall Rank
AMZN Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5252
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5252
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5858
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMZNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.11

1.37

-0.26

Calmar ratioReturn relative to maximum drawdown

0.69

2.81

-2.11

Martin ratioReturn relative to average drawdown

1.61

12.55

-10.94

Dividends

Dividend History


Amazon.com, Inc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amazon.com, Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amazon.com, Inc was 94.40%, occurring on Sep 28, 2001. Recovery took 2032 trading sessions.

The current Amazon.com, Inc drawdown is 11.13%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-94.40%Sep 2001
1y 9mo8y 27d
9y 10moDec 1999 - Oct 2009
1999 bear market1999
-59.31%Aug 1999
3mo 15d4mo 3d
7mo 18dApr 1999 - Dec 1999
Bear market2022
-56.15%Dec 2022
1y 5mo1y 3mo
2y 9moJul 2021 - Apr 2024
1999 bear market1999
-51.52%Feb 1999
1mo 7d1mo 16d
2mo 23dJan 1999 - Apr 1999
1998 bear market1998
-47.67%Sep 1998
2mo 10d2mo 3d
4mo 13dJul 1998 - Nov 1998

Drawdown Indicators


AMZNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-56.78%

-37.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-9.10%

-12.64%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-18.90%

-11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-25.43%

-30.72%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

-33.92%

-22.23%

Current Drawdown

Current decline from peak

-11.13%

-1.43%

-9.70%

Average Drawdown

Average peak-to-trough decline

-28.18%

-10.71%

-17.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.32%

2.03%

+7.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Amazon.com, Inc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Amazon.com, Inc is priced in the market compared to other companies in the Internet Retail industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for AMZN, comparing it with other companies in the Internet Retail industry. Currently, AMZN has a P/E ratio of 29.2. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for AMZN compared to other companies in the Internet Retail industry. AMZN currently has a PEG ratio of 0.7. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for AMZN relative to other companies in the Internet Retail industry. Currently, AMZN has a P/S ratio of 3.6. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for AMZN in comparison with other companies in the Internet Retail industry. Currently, AMZN has a P/B value of 6.0. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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