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Amazon.com CDR (CAD Hedged) (AMZN.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

Highlights

Year Range
CA$19.15 - CA$30.07

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Amazon.com CDR (CAD Hedged), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

AMZN.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Amazon.com CDR (CAD Hedged) (AMZN.TO) has returned -10.41% so far this year and 6.80% over the past 12 months.


Amazon.com CDR (CAD Hedged)

1D
3.18%
1M
-1.07%
YTD
-10.41%
6M
-6.39%
1Y
6.80%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 5, 2025, AMZN.TO's average daily return is -0.03%, while the average monthly return is -0.82%.

Historically, 36% of months were positive and 64% were negative. The best month was May 2025 with a return of +11.2%, while the worst month was Feb 2026 at -12.4%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMZN.TO closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +11.4%, while the worst single day was Apr 3, 2025 at -8.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.39%-12.41%-1.07%-10.41%
2025-10.39%-10.43%-3.42%11.19%6.96%6.43%-2.69%-4.07%11.03%-4.70%-1.25%-4.32%

Benchmark Metrics

Amazon.com CDR (CAD Hedged) has an annualized alpha of -9.96%, beta of 1.37, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since February 06, 2025.

  • This stock participated in 218.02% of S&P 500 Index downside but only 215.16% of its upside — more exposed to losses than it benefited from rallies.
  • This stock had an annualized alpha of -9.96% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-9.96%
Beta
1.37
0.52
Upside Capture
215.16%
Downside Capture
218.02%

Return for Risk

Risk / Return Rank

AMZN.TO ranks 45 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.TO Risk / Return Rank: 4545
Overall Rank
AMZN.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AMZN.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
AMZN.TO Omega Ratio Rank: 4141
Omega Ratio Rank
AMZN.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
AMZN.TO Martin Ratio Rank: 4747
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 CDR (CAD Hedged) (AMZN.TO) and compare them to a chosen benchmark (S&P 500 Index).


AMZN.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.69

-0.49

Sortino ratio

Return per unit of downside risk

0.54

1.06

-0.52

Omega ratio

Gain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratio

Return relative to maximum drawdown

0.24

1.14

-0.90

Martin ratio

Return relative to average drawdown

0.58

4.22

-3.64

Explore AMZN.TO risk-adjusted metrics in detail

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

Dividends

Dividend History


Amazon.com CDR (CAD Hedged) 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 CDR (CAD Hedged). 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 CDR (CAD Hedged) was 30.30%, occurring on Apr 21, 2025. Recovery took 134 trading sessions.

The current Amazon.com CDR (CAD Hedged) drawdown is 18.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.3%Feb 7, 202550Apr 21, 2025134Oct 31, 2025184
-22.1%Nov 4, 2025100Mar 27, 2026

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 CDR (CAD Hedged) 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 CDR (CAD Hedged) 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.


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