ALZN vs. AMZN

Last updated Jun 4, 2026

ALZN (Alzamend Neuro, Inc.) and AMZN (Amazon.com, Inc) are both stocks. ALZN operates in Biotechnology (Healthcare), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 3 years, ALZN returned -89.47%/yr vs 26.25%/yr for AMZN. At a 0.18 correlation, their price movements are largely independent.

Performance

ALZN vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alzamend Neuro, Inc. (ALZN) 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, ALZN achieves a -36.81% return, which is significantly lower than AMZN's 8.32% return.

ALZN

• 1D: 0.88%
• 1M: 3.60%
• YTD: -36.81%
• 6M: -44.17%
• 1Y: -69.97%
• 3Y*: -89.47%
• 5Y*: —
• 10Y*: —

AMZN

• 1D: -2.53%
• 1M: -8.10%
• YTD: 8.32%
• 6M: 7.59%
• 1Y: 21.54%
• 3Y*: 26.25%
• 5Y*: 9.30%
• 10Y*: 21.29%

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

ALZN vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ALZN Alzamend Neuro, Inc.	-36.81%	-82.57%	-86.97%	-89.50%	-70.27%	-85.93%
AMZN Amazon.com, Inc	8.32%	5.21%	44.39%	80.88%	-49.62%	-1.44%

Correlation

The correlation between ALZN and AMZN is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (All Time) Calculated using the full available price history since Jun 16, 2021	0.18

Fundamentals

Market Cap ALZN : $4.38M AMZN : $2.72T
EPS ALZN : -$2.27 AMZN : $8.37
PB Ratio ALZN : 2.00 AMZN : 6.15
Total Revenue (TTM) ALZN : $0.00 AMZN : $742.78B
Gross Profit (TTM) ALZN : -$68.06K AMZN : $348.59B
EBITDA (TTM) ALZN : -$6.97M AMZN : $152.71B

Return for Risk

ALZN vs. AMZN — Risk / Return Rank

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

ALZN

ALZN Risk / Return Rank: 6
ALZN Sharpe Ratio Rank: 6
ALZN Sortino Ratio Rank: 5
ALZN Omega Ratio Rank: 5
ALZN Calmar Ratio Rank: 6
ALZN Martin Ratio Rank: 7

AMZN

AMZN Risk / Return Rank: 60
AMZN Sharpe Ratio Rank: 64
AMZN Sortino Ratio Rank: 58
AMZN Omega Ratio Rank: 56
AMZN Calmar Ratio Rank: 61
AMZN Martin Ratio Rank: 62

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.

ALZN vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alzamend Neuro, Inc. (ALZN) 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.

	ALZN	AMZN	Difference
Sharpe ratio Return per unit of total volatility	-0.93	0.72	-1.65
Sortino ratio Return per unit of downside risk	-1.57	1.18	-2.75
Omega ratio Gain probability vs. loss probability	0.80	1.15	-0.35
Calmar ratio Return relative to maximum drawdown	-0.89	1.00	-1.89
Martin ratio Return relative to average drawdown	-1.44	2.39	-3.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALZN vs. AMZN - Sharpe Ratio Comparison

The current ALZN Sharpe Ratio is -0.93, which is lower than the AMZN Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of ALZN 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.

Sharpe Ratios by Period

	ALZN	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.93	0.72	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.67	0.57	-1.24

Drawdowns

ALZN vs. AMZN - Drawdown Comparison

The maximum ALZN drawdown since its inception was -100.00%, which is greater than AMZN's maximum drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ALZN and AMZN.

Drawdown Indicators

	ALZN	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-94.40%	-5.60%
Max Drawdown (1Y) Largest decline over 1 year	-78.40%	-21.74%	-56.66%
Max Drawdown (3Y) Largest decline over 3 years	-99.91%	-30.88%	-69.03%
Max Drawdown (5Y) Largest decline over 5 years	—	-56.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-99.99%	-9.08%	-90.91%
Average Drawdown Average peak-to-trough decline	-94.67%	-28.12%	-66.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.72%	9.02%	+39.70%

Volatility

ALZN vs. AMZN - Volatility Comparison

Alzamend Neuro, Inc. (ALZN) has a higher volatility of 20.35% compared to Amazon.com, Inc (AMZN) at 7.24%. This indicates that ALZN's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ALZN	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.35%	7.24%	+13.11%
Volatility (6M) Calculated over the trailing 6-month period	65.62%	20.35%	+45.27%
Volatility (1Y) Calculated over the trailing 1-year period	76.26%	30.00%	+46.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	128.28%	35.50%	+92.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	128.28%	32.46%	+95.82%

Dividends

ALZN vs. AMZN - Dividend Comparison

Neither ALZN nor AMZN has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ALZN and AMZN in my portfolio?

ALZN and AMZN have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ALZN or AMZN?

ALZN has higher volatility (20.35%) compared to AMZN (7.24%). In terms of maximum drawdown, ALZN dropped -100.00% vs AMZN's -94.40%.

Which has better risk-adjusted returns?

AMZN currently has the higher Sharpe Ratio (0.72 vs -0.93), 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.