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Amazon.com CDR (AMZN.NEO) Sharpe Ratio: 0.20

AMZN.NEO's Sharpe Ratio of 0.20 indicates that for each unit of volatility, it generates 0.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AMZN.NEO Sharpe Ratio Rank

AMZN.NEO Sharpe Ratio Rank: 47.347
Average

AMZN.NEO ranks above 47.3% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

AMZN.NEO Sharpe Ratio Market Positioning

The chart shows AMZN.NEO's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.85+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Amazon.com CDR's Sharpe Ratio with other stocks in the Internet Retail industry across multiple time periods, showing how AMZN.NEO's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
NEGGNewegg Commerce, Inc.3.13
MLCLP.PAColipays Reunion Société anonyme2.57
JMIAJumia Technologies AG2.54
057050.KSHyundai Home Shopping Network Corp2.19
VERK.HEVerkkokauppa.com Oyj2.01
WWayfair Inc.1.79
DIBS1Stdibs.Com Inc1.66
BIKE.DEBike24 Holding AG1.52
G4M.LGear4music (Holdings) plc1.46
ALVU.PAVente-Unique.com SA1.24
AMZN.NEOAmazon.com CDR0.20

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AMZN.NEO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AMZN.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AMZN.NEO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AMZN.NEO Sortino Ratio