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AAPL.TO vs. AMZN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AAPL.TO vs. AMZN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Apple CDR (CAD Hedged) (AAPL.TO) and Amazon.com CDR (CAD Hedged) (AMZN.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPL.TO achieves a 12.56% return, which is significantly higher than AMZN.TO's 4.07% return.


AAPL.TO

1D
6.78%
1M
-2.20%
6M
12.56%
YTD
12.56%
1Y
42.70%
3Y*
15.35%
5Y*
10Y*

AMZN.TO

1D
2.09%
1M
-5.71%
6M
4.07%
YTD
4.07%
1Y
7.81%
3Y*
20.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL.TO vs. AMZN.TO - Yearly Performance Comparison


2026 (YTD)2025202420232022
AAPL.TO
Apple CDR (CAD Hedged)
12.56%6.36%29.57%46.85%-14.83%
AMZN.TO
Amazon.com CDR (CAD Hedged)
4.07%2.80%41.82%78.72%-28.29%

Correlation

The correlation between AAPL.TO and AMZN.TO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2022

0.47

The correlation between AAPL.TO and AMZN.TO shifts across timeframes, from 0.31 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Fundamentals

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Return for Risk

AAPL.TO vs. AMZN.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAPL.TO
AAPL.TO Risk / Return Rank: 8585
Overall Rank
AAPL.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AAPL.TO Sortino Ratio Rank: 8585
Sortino Ratio Rank
AAPL.TO Omega Ratio Rank: 8585
Omega Ratio Rank
AAPL.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
AAPL.TO Martin Ratio Rank: 8484
Martin Ratio Rank

AMZN.TO
AMZN.TO Risk / Return Rank: 5151
Overall Rank
AMZN.TO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AMZN.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
AMZN.TO Omega Ratio Rank: 4646
Omega Ratio Rank
AMZN.TO Calmar Ratio Rank: 5353
Calmar Ratio Rank
AMZN.TO Martin Ratio Rank: 5353
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.

AAPL.TO vs. AMZN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple CDR (CAD Hedged) (AAPL.TO) and Amazon.com CDR (CAD Hedged) (AMZN.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


AAPL.TOAMZN.TODifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.32

1.07

+0.25

Calmar ratioReturn relative to maximum drawdown

3.00

0.35

+2.65

Martin ratioReturn relative to average drawdown

7.09

0.78

+6.31

AAPL.TO vs. AMZN.TO - Sharpe Ratio Comparison

The current AAPL.TO Sharpe Ratio is 1.72, which is higher than the AMZN.TO Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of AAPL.TO and AMZN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAPL.TO vs. AMZN.TO - Drawdown Comparison

The maximum AAPL.TO drawdown since its inception was -33.28%, smaller than the maximum AMZN.TO drawdown of -43.97%. Use the drawdown chart below to compare losses from any high point for AAPL.TO and AMZN.TO.


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Drawdown Indicators


AAPL.TOAMZN.TODifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-43.97%

+10.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-22.10%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-33.28%

-31.29%

-1.99%

Current Drawdown

Current decline from peak

-2.20%

-11.82%

+9.62%

Average Drawdown

Average peak-to-trough decline

-8.91%

-12.22%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

9.98%

-3.94%

Volatility

AAPL.TO vs. AMZN.TO - Volatility Comparison

Apple CDR (CAD Hedged) (AAPL.TO) and Amazon.com CDR (CAD Hedged) (AMZN.TO) have volatilities of 11.42% and 11.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPL.TOAMZN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.42%

11.73%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

22.46%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

25.22%

30.75%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

33.63%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

33.63%

-6.04%

Dividends

AAPL.TO vs. AMZN.TO - Dividend Comparison

AAPL.TO's dividend yield for the trailing twelve months is around 0.34%, while AMZN.TO has not paid dividends to shareholders.


PositionTTM2025202420232022
AAPL.TO
Apple CDR (CAD Hedged)
0.34%0.38%0.85%0.49%0.35%
AMZN.TO
Amazon.com CDR (CAD Hedged)
0.00%0.00%0.00%0.00%0.00%

Financials

AAPL.TO vs. AMZN.TO - Financials Comparison

This section allows you to compare key financial metrics between Apple CDR (CAD Hedged) and Amazon.com CDR (CAD Hedged). You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


(AAPL.TO) Total Revenue
(AMZN.TO) Total Revenue
Values in CAD except per share items

Frequently Asked Questions


AAPL.TO and AMZN.TO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for AAPL.TO and AMZN.TO

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