ALRM vs. AMZN

Last updated Apr 1, 2026

Compare and contrast key facts about Alarm.com Holdings, Inc. (ALRM) and Amazon.com, Inc (AMZN).

Performance

ALRM vs. AMZN - Performance Comparison

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

ALRM vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ALRM Alarm.com Holdings, Inc.	-15.35%	-16.09%	-5.91%	30.60%	-41.66%	-18.02%	140.75%	-17.16%	37.40%	35.64%
AMZN Amazon.com, Inc	-9.77%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	28.43%	55.96%

Fundamentals

Market Cap ALRM : $2.44B AMZN : $2.26T
EPS ALRM : $2.27 AMZN : $7.17
PE Ratio ALRM : 19.02 AMZN : 29.06
PEG Ratio ALRM : 0.68 AMZN : 0.70
PS Ratio ALRM : 2.49 AMZN : 3.15
PB Ratio ALRM : 2.88 AMZN : 5.50
Total Revenue (TTM) ALRM : $1.01B AMZN : $716.92B
Gross Profit (TTM) ALRM : $914.99M AMZN : $360.51B
EBITDA (TTM) ALRM : $216.70M AMZN : $143.56B

Returns By Period

In the year-to-date period, ALRM achieves a -15.35% return, which is significantly lower than AMZN's -9.77% return. Over the past 10 years, ALRM has underperformed AMZN with an annualized return of 6.40%, while AMZN has yielded a comparatively higher 21.41% annualized return.

ALRM

• 1D: 2.01%
• 1M: -9.74%
• YTD: -15.35%
• 6M: -18.63%
• 1Y: -22.39%
• 3Y*: -4.94%
• 5Y*: -13.17%
• 10Y*: 6.40%

AMZN

• 1D: 3.64%
• 1M: -0.82%
• YTD: -9.77%
• 6M: -5.15%
• 1Y: 9.47%
• 3Y*: 26.33%
• 5Y*: 5.67%
• 10Y*: 21.41%

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

Return for Risk

ALRM vs. AMZN — Risk / Return Rank

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

ALRM

ALRM Risk / Return Rank: 12
ALRM Sharpe Ratio Rank: 10
ALRM Sortino Ratio Rank: 11
ALRM Omega Ratio Rank: 13
ALRM Calmar Ratio Rank: 15
ALRM Martin Ratio Rank: 8

AMZN

AMZN Risk / Return Rank: 50
AMZN Sharpe Ratio Rank: 52
AMZN Sortino Ratio Rank: 47
AMZN Omega Ratio Rank: 46
AMZN Calmar Ratio Rank: 52
AMZN Martin Ratio Rank: 53

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.

ALRM vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alarm.com Holdings, Inc. (ALRM) 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.

	ALRM	AMZN	Difference
Sharpe ratio Return per unit of total volatility	-0.75	0.27	-1.02
Sortino ratio Return per unit of downside risk	-1.00	0.65	-1.65
Omega ratio Gain probability vs. loss probability	0.89	1.08	-0.20
Calmar ratio Return relative to maximum drawdown	-0.75	0.37	-1.12
Martin ratio Return relative to average drawdown	-1.57	0.89	-2.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALRM vs. AMZN - Sharpe Ratio Comparison

The current ALRM Sharpe Ratio is -0.75, which is lower than the AMZN Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of ALRM and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ALRM	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.75	0.27	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	0.16	-0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.66	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.55	-0.32

Correlation

The correlation between ALRM and AMZN is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ALRM vs. AMZN - Dividend Comparison

Neither ALRM nor AMZN has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ALRM vs. AMZN - Drawdown Comparison

The maximum ALRM drawdown since its inception was -60.68%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ALRM and AMZN.

Drawdown Indicators

	ALRM	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-60.68%	-94.40%	+33.72%
Max Drawdown (1Y) Largest decline over 1 year	-30.22%	-21.74%	-8.48%
Max Drawdown (5Y) Largest decline over 5 years	-55.54%	-56.15%	+0.61%
Max Drawdown (10Y) Largest decline over 10 years	-60.68%	-56.15%	-4.53%
Current Drawdown Current decline from peak	-59.89%	-18.00%	-41.89%
Average Drawdown Average peak-to-trough decline	-27.71%	-28.27%	+0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.41%	9.03%	+5.38%

Volatility

ALRM vs. AMZN - Volatility Comparison

The current volatility for Alarm.com Holdings, Inc. (ALRM) is 8.88%, while Amazon.com, Inc (AMZN) has a volatility of 9.57%. This indicates that ALRM 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

	ALRM	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	9.57%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	21.17%	22.64%	-1.47%
Volatility (1Y) Calculated over the trailing 1-year period	29.92%	35.02%	-5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.00%	35.32%	-1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.63%	32.51%	+5.12%

Financials