ADT vs. AMZN

Last updated Jun 24, 2026

ADT (ADT Inc.) and AMZN (Amazon.com, Inc) are both stocks. ADT operates in Security & Protection Services (Industrials), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 5 years, ADT returned -7.48%/yr vs 6.30%/yr for AMZN. At a 0.30 correlation, their price movements are largely independent.

Performance

ADT vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADT Inc. (ADT) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADT achieves a -17.35% return, which is significantly lower than AMZN's 1.43% return.

ADT

• 1D: -0.46%
• 1M: -5.10%
• YTD: -17.35%
• 6M: -17.24%
• 1Y: -18.47%
• 3Y*: 6.87%
• 5Y*: -7.48%
• 10Y*: —

AMZN

• 1D: 0.57%
• 1M: -12.09%
• YTD: 1.43%
• 6M: 0.85%
• 1Y: 12.30%
• 3Y*: 21.87%
• 5Y*: 6.30%
• 10Y*: 20.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADT vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ADT ADT Inc.	-17.35%	20.02%	4.53%	-23.14%	9.80%	8.86%	1.02%	45.94%	-51.68%
AMZN Amazon.com, Inc	1.43%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	16.13%

Correlation

The correlation between ADT and AMZN is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018	0.30

The correlation between ADT and AMZN shifts across timeframes, from 0.26 (3 years) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ADT : $5.39B AMZN : $2.55T
EPS ADT : $0.73 AMZN : $8.37
PE Ratio ADT : 9.01 AMZN : 27.97
PEG Ratio ADT : 0.24 AMZN : 0.68
PS Ratio ADT : 1.09 AMZN : 3.42
PB Ratio ADT : 1.42 AMZN : 5.76
Total Revenue (TTM) ADT : $5.14B AMZN : $742.78B
Gross Profit (TTM) ADT : $4.55B AMZN : $348.59B
EBITDA (TTM) ADT : $2.46B AMZN : $152.71B

Return for Risk

ADT vs. AMZN — Risk / Return Rank

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

ADT

ADT Risk / Return Rank: 13
ADT Sharpe Ratio Rank: 13
ADT Sortino Ratio Rank: 15
ADT Omega Ratio Rank: 14
ADT Calmar Ratio Rank: 16
ADT Martin Ratio Rank: 9

AMZN

AMZN Risk / Return Rank: 54
AMZN Sharpe Ratio Rank: 57
AMZN Sortino Ratio Rank: 50
AMZN Omega Ratio Rank: 49
AMZN Calmar Ratio Rank: 56
AMZN Martin Ratio Rank: 57

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.

ADT vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ADT Inc. (ADT) and Amazon.com, Inc (AMZN). 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.

	ADT	AMZN	Difference
Sharpe ratio: Return per unit of total volatility	-0.70	0.40	-1.10
Sortino ratio: Return per unit of downside risk	-0.78	0.77	-1.55
Omega ratio: Gain probability vs. loss probability	0.89	1.09	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.69	0.57	-1.26
Martin ratio: Return relative to average drawdown	-1.39	1.31	-2.70

ADT vs. AMZN - Sharpe Ratio Comparison

The current ADT Sharpe Ratio is -0.70, which is lower than the AMZN Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ADT and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ADT vs. AMZN - Drawdown Comparison

The maximum ADT drawdown since its inception was -67.19%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ADT and AMZN.

Drawdown Indicators

	ADT	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-67.19%	-94.40%	+27.21%
Max Drawdown (1Y) Largest decline over 1 year	-26.80%	-21.74%	-5.06%
Max Drawdown (3Y) Largest decline over 3 years	-26.80%	-30.88%	+4.08%
Max Drawdown (5Y) Largest decline over 5 years	-52.17%	-56.15%	+3.98%
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-44.08%	-14.87%	-29.21%
Average Drawdown Average peak-to-trough decline	-38.93%	-28.17%	-10.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.31%	9.41%	+3.90%

Volatility

ADT vs. AMZN - Volatility Comparison

The current volatility for ADT Inc. (ADT) is 6.18%, while Amazon.com, Inc (AMZN) has a volatility of 10.19%. This indicates that ADT experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADT	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.18%	10.19%	-4.01%
Volatility (6M) Calculated over the trailing 6-month period	21.68%	21.71%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	26.72%	30.89%	-4.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.62%	35.68%	+1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.10%	32.56%	+15.54%

Dividends

ADT vs. AMZN - Dividend Comparison

ADT's dividend yield for the trailing twelve months is around 3.35%, while AMZN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ADT ADT Inc.	3.35%	2.73%	3.18%	2.05%	1.54%	1.66%	1.78%	10.59%	2.33%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

ADT vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between ADT Inc. and Amazon.com, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ADT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ADT Inc. reported a gross profit of 1.04B and revenue of 1.28B. Therefore, the gross margin over that period was 81.0%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.

ADT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ADT Inc. reported an operating income of 325.00M and revenue of 1.28B, resulting in an operating margin of 25.4%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

ADT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ADT Inc. reported a net income of 168.00M and revenue of 1.28B, resulting in a net margin of 13.1%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.

Frequently Asked Questions

Can I hold both ADT and AMZN in my portfolio?

ADT and AMZN have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADT or AMZN?

AMZN has higher volatility (10.19%) compared to ADT (6.18%). In terms of maximum drawdown, ADT dropped -67.19% vs AMZN's -94.40%.

Which has better risk-adjusted returns?

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.