PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ALRM vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

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.

200.00%400.00%600.00%800.00%1,000.00%AugustSeptemberOctoberNovemberDecember2025
263.51%
931.45%
ALRM
AMZN

Key characteristics

Sharpe Ratio

ALRM:

0.01

AMZN:

1.74

Sortino Ratio

ALRM:

0.24

AMZN:

2.37

Omega Ratio

ALRM:

1.03

AMZN:

1.30

Calmar Ratio

ALRM:

0.01

AMZN:

2.51

Martin Ratio

ALRM:

0.02

AMZN:

8.06

Ulcer Index

ALRM:

17.14%

AMZN:

6.07%

Daily Std Dev

ALRM:

29.17%

AMZN:

28.13%

Max Drawdown

ALRM:

-57.92%

AMZN:

-94.40%

Current Drawdown

ALRM:

-43.02%

AMZN:

-3.00%

Fundamentals

Market Cap

ALRM:

$3.03B

AMZN:

$2.38T

EPS

ALRM:

$2.32

AMZN:

$4.68

PE Ratio

ALRM:

26.45

AMZN:

48.28

PEG Ratio

ALRM:

1.54

AMZN:

1.85

Total Revenue (TTM)

ALRM:

$697.59M

AMZN:

$450.17B

Gross Profit (TTM)

ALRM:

$440.63M

AMZN:

$222.77B

EBITDA (TTM)

ALRM:

$129.80M

AMZN:

$85.88B

Returns By Period

In the year-to-date period, ALRM achieves a 0.92% return, which is significantly lower than AMZN's 2.99% return.


ALRM

YTD

0.92%

1M

-4.65%

6M

-8.70%

1Y

-0.36%

5Y*

5.93%

10Y*

N/A

AMZN

YTD

2.99%

1M

1.19%

6M

23.38%

1Y

45.45%

5Y*

19.42%

10Y*

31.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ALRM vs. AMZN — Risk-Adjusted Performance Rank

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

ALRM
The Risk-Adjusted Performance Rank of ALRM is 4242
Overall Rank
The Sharpe Ratio Rank of ALRM is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ALRM is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ALRM is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ALRM is 4545
Calmar Ratio Rank
The Martin Ratio Rank of ALRM is 4545
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 8888
Overall Rank
The Sharpe Ratio Rank of AMZN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ALRM vs. AMZN - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ALRM, currently valued at 0.01, compared to the broader market-2.000.002.004.000.011.74
The chart of Sortino ratio for ALRM, currently valued at 0.24, compared to the broader market-4.00-2.000.002.004.000.242.37
The chart of Omega ratio for ALRM, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.30
The chart of Calmar ratio for ALRM, currently valued at 0.01, compared to the broader market0.002.004.006.000.012.51
The chart of Martin ratio for ALRM, currently valued at 0.02, compared to the broader market-10.000.0010.0020.0030.000.028.06
ALRM
AMZN

The current ALRM Sharpe Ratio is 0.01, which is lower than the AMZN Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.01
1.74
ALRM
AMZN

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 -57.92%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-43.02%
-3.00%
ALRM
AMZN

Volatility

ALRM vs. AMZN - Volatility Comparison

Alarm.com Holdings, Inc. (ALRM) and Amazon.com, Inc. (AMZN) have volatilities of 7.57% and 7.92%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
7.57%
7.92%
ALRM
AMZN

Financials

ALRM vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Alarm.com Holdings, Inc. and Amazon.com, Inc.. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab