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

Performance

AMZ.DE vs. FOO.DE - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.04%
13.18%
AMZ.DE
FOO.DE

Returns By Period

In the year-to-date period, AMZ.DE achieves a 38.65% return, which is significantly higher than FOO.DE's 28.08% return.


AMZ.DE

YTD

38.65%

1M

10.15%

6M

12.68%

1Y

44.84%

5Y (annualized)

19.18%

10Y (annualized)

30.26%

FOO.DE

YTD

28.08%

1M

13.28%

6M

15.90%

1Y

50.87%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


AMZ.DEFOO.DE
Market Cap€2.02T€291.96B
EPS€4.45€5.44
PE Ratio43.1856.14
PEG Ratio1.702.25
Total Revenue (TTM)€620.13B€27.75B
Gross Profit (TTM)€116.53B€21.28B
EBITDA (TTM)€112.39B€8.13B

Key characteristics


AMZ.DEFOO.DE
Sharpe Ratio1.531.36
Sortino Ratio2.091.72
Omega Ratio1.301.31
Calmar Ratio2.081.50
Martin Ratio6.243.51
Ulcer Index6.76%13.87%
Daily Std Dev27.78%35.46%
Max Drawdown-93.91%-55.95%
Current Drawdown-4.57%-6.38%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

The correlation between AMZ.DE and FOO.DE is 0.56, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for AMZ.DE, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.461.28
The chart of Sortino ratio for AMZ.DE, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.001.63
The chart of Omega ratio for AMZ.DE, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.29
The chart of Calmar ratio for AMZ.DE, currently valued at 1.68, compared to the broader market0.002.004.006.001.681.38
The chart of Martin ratio for AMZ.DE, currently valued at 6.39, compared to the broader market-10.000.0010.0020.0030.006.393.30
AMZ.DE
FOO.DE

The current AMZ.DE Sharpe Ratio is 1.53, which is comparable to the FOO.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of AMZ.DE and FOO.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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.46
1.28
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 0.36%.


TTM
AMZ.DE
Amazon.com Inc
0.00%
FOO.DE
Salesforce.com Inc
0.36%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.25%
-6.26%
AMZ.DE
FOO.DE

Volatility

AMZ.DE vs. FOO.DE - Volatility Comparison

Amazon.com Inc (AMZ.DE) and Salesforce.com Inc (FOO.DE) have volatilities of 10.44% and 10.40%, 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.44%
10.40%
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