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AMZ.DE vs. 3V64.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

AMZ.DE vs. 3V64.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com Inc (AMZ.DE) and Visa Inc (3V64.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.03%
12.18%
AMZ.DE
3V64.DE

Returns By Period

In the year-to-date period, AMZ.DE achieves a 38.65% return, which is significantly higher than 3V64.DE's 26.27% return. Over the past 10 years, AMZ.DE has outperformed 3V64.DE with an annualized return of 30.26%, while 3V64.DE has yielded a comparatively lower 19.96% annualized return.


AMZ.DE

YTD

38.65%

1M

10.15%

6M

12.68%

1Y

44.84%

5Y (annualized)

19.18%

10Y (annualized)

30.26%

3V64.DE

YTD

26.27%

1M

10.72%

6M

14.88%

1Y

29.79%

5Y (annualized)

13.03%

10Y (annualized)

19.96%

Fundamentals


AMZ.DE3V64.DE
Market Cap€2.02T€571.22B
EPS€4.45€9.25
PE Ratio43.1831.88
PEG Ratio1.701.93
Total Revenue (TTM)€620.13B€26.31B
Gross Profit (TTM)€116.53B€21.08B
EBITDA (TTM)€112.39B€18.52B

Key characteristics


AMZ.DE3V64.DE
Sharpe Ratio1.531.53
Sortino Ratio2.092.15
Omega Ratio1.301.28
Calmar Ratio2.082.23
Martin Ratio6.245.39
Ulcer Index6.76%5.03%
Daily Std Dev27.78%17.89%
Max Drawdown-93.91%-44.10%
Current Drawdown-4.57%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between AMZ.DE and 3V64.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

AMZ.DE vs. 3V64.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and Visa Inc (3V64.DE). 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 AMZ.DE, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.461.46
The chart of Sortino ratio for AMZ.DE, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.002.00
The chart of Omega ratio for AMZ.DE, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.27
The chart of Calmar ratio for AMZ.DE, currently valued at 1.68, compared to the broader market0.002.004.006.001.681.93
The chart of Martin ratio for AMZ.DE, currently valued at 6.39, compared to the broader market-10.000.0010.0020.0030.006.394.80
AMZ.DE
3V64.DE

The current AMZ.DE Sharpe Ratio is 1.53, which is comparable to the 3V64.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of AMZ.DE and 3V64.DE, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.46
1.46
AMZ.DE
3V64.DE

Dividends

AMZ.DE vs. 3V64.DE - Dividend Comparison

AMZ.DE has not paid dividends to shareholders, while 3V64.DE's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
AMZ.DE
Amazon.com Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
3V64.DE
Visa Inc
0.68%0.73%0.78%0.59%0.62%0.55%0.65%0.64%0.87%0.62%0.58%0.66%

Drawdowns

AMZ.DE vs. 3V64.DE - Drawdown Comparison

The maximum AMZ.DE drawdown since its inception was -93.91%, which is greater than 3V64.DE's maximum drawdown of -44.10%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and 3V64.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.25%
0
AMZ.DE
3V64.DE

Volatility

AMZ.DE vs. 3V64.DE - Volatility Comparison

Amazon.com Inc (AMZ.DE) has a higher volatility of 10.44% compared to Visa Inc (3V64.DE) at 5.62%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than 3V64.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
10.44%
5.62%
AMZ.DE
3V64.DE

Financials

AMZ.DE vs. 3V64.DE - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com Inc and Visa 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 EUR except per share items