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

Key characteristics


AMZ.DEFOO.DE
YTD Return23.54%10.55%
1Y Return61.33%39.04%
3Y Return (Ann)8.28%14.14%
Sharpe Ratio2.221.38
Daily Std Dev27.73%25.45%
Max Drawdown-93.91%-55.95%
Current Drawdown-3.44%-9.54%

Fundamentals


AMZ.DEFOO.DE
Market Cap€1.81T€248.95B
EPS€3.31€3.90
PE Ratio52.6565.78
PEG Ratio2.351.61
Revenue (TTM)€590.74B€34.86B
Gross Profit (TTM)€225.15B€22.99B
EBITDA (TTM)€96.61B€9.22B

Correlation

-0.50.00.51.00.6

The correlation between AMZ.DE and FOO.DE is 0.57, 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.

Performance

AMZ.DE vs. FOO.DE - Performance Comparison

In the year-to-date period, AMZ.DE achieves a 23.54% return, which is significantly higher than FOO.DE's 10.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
114.55%
76.58%
AMZ.DE
FOO.DE

Compare stocks, funds, or ETFs

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


Amazon.com Inc

Salesforce.com Inc

Risk-Adjusted Performance

AMZ.DE vs. FOO.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and Salesforce.com Inc (FOO.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.


AMZ.DE
Sharpe ratio
The chart of Sharpe ratio for AMZ.DE, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for AMZ.DE, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for AMZ.DE, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for AMZ.DE, currently valued at 1.61, compared to the broader market0.002.004.006.001.61
Martin ratio
The chart of Martin ratio for AMZ.DE, currently valued at 13.46, compared to the broader market-10.000.0010.0020.0030.0013.46
FOO.DE
Sharpe ratio
The chart of Sharpe ratio for FOO.DE, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.004.001.41
Sortino ratio
The chart of Sortino ratio for FOO.DE, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.006.002.06
Omega ratio
The chart of Omega ratio for FOO.DE, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for FOO.DE, currently valued at 0.97, compared to the broader market0.002.004.006.000.97
Martin ratio
The chart of Martin ratio for FOO.DE, currently valued at 4.39, compared to the broader market-10.000.0010.0020.0030.004.39

AMZ.DE vs. FOO.DE - Sharpe Ratio Comparison

The current AMZ.DE Sharpe Ratio is 2.22, which is higher than the FOO.DE Sharpe Ratio of 1.38. The chart below compares the 12-month rolling Sharpe Ratio of AMZ.DE and FOO.DE.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50December2024FebruaryMarchAprilMay
2.24
1.41
AMZ.DE
FOO.DE

Dividends

AMZ.DE vs. FOO.DE - Dividend Comparison

AMZ.DE has not paid dividends to shareholders, while FOO.DE's dividend yield for the trailing twelve months is around 0.15%.


TTM
AMZ.DE
Amazon.com Inc
0.00%
FOO.DE
Salesforce.com Inc
0.15%

Drawdowns

AMZ.DE vs. FOO.DE - Drawdown Comparison

The maximum AMZ.DE drawdown since its inception was -93.91%, which is greater than FOO.DE's maximum drawdown of -55.95%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and FOO.DE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.67%
-9.28%
AMZ.DE
FOO.DE

Volatility

AMZ.DE vs. FOO.DE - Volatility Comparison

Amazon.com Inc (AMZ.DE) has a higher volatility of 7.88% compared to Salesforce.com Inc (FOO.DE) at 5.02%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than FOO.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
7.88%
5.02%
AMZ.DE
FOO.DE

Financials

AMZ.DE vs. FOO.DE - Financials Comparison

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