AMZ.DE vs. LYY0.DE
AMZ.DE (Amazon.com Inc) is a stock, while LYY0.DE (Amundi MSCI All Country World UCITS ETF EUR Acc) is Global Equities fund tracking the MSCI All Country World (ACWI). Over the past 10 years, AMZ.DE returned 21.18%/yr vs 12.25%/yr for LYY0.DE. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
AMZ.DE vs. LYY0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMZ.DE achieves a 11.02% return, which is significantly lower than LYY0.DE's 12.53% return. Over the past 10 years, AMZ.DE has outperformed LYY0.DE with an annualized return of 21.18%, while LYY0.DE has yielded a comparatively lower 12.25% annualized return.
AMZ.DE
- 1D
- 1.72%
- 1M
- -7.13%
- YTD
- 11.02%
- 6M
- 12.00%
- 1Y
- 21.40%
- 3Y*
- 23.11%
- 5Y*
- 10.64%
- 10Y*
- 21.18%
LYY0.DE
- 1D
- -0.25%
- 1M
- 4.91%
- YTD
- 12.53%
- 6M
- 13.24%
- 1Y
- 26.36%
- 3Y*
- 17.75%
- 5Y*
- 12.16%
- 10Y*
- 12.25%
AMZ.DE vs. LYY0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZ.DE Amazon.com Inc | 11.02% | -7.10% | 53.16% | 77.64% | -47.85% | 10.04% | 62.55% | 30.14% | 29.79% | 36.05% |
LYY0.DE Amundi MSCI All Country World UCITS ETF EUR Acc | 12.53% | 8.83% | 24.54% | 18.29% | -14.00% | 28.74% | 5.38% | 29.90% | -5.99% | 8.81% |
Correlation
The correlation between AMZ.DE and LYY0.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2012 | 0.55 |
The correlation between AMZ.DE and LYY0.DE has been stable across timeframes, ranging from 0.53 to 0.61 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMZ.DE vs. LYY0.DE — Risk / Return Rank
AMZ.DE
LYY0.DE
AMZ.DE vs. LYY0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.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 | LYY0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 4.01 | -3.14 |
| Martin ratioReturn relative to average drawdown | 2.14 | 16.14 | -14.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMZ.DE | LYY0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.29 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.86 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.81 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.84 | -0.61 |
Drawdowns
AMZ.DE vs. LYY0.DE - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -98.91%, which is greater than LYY0.DE's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and LYY0.DE.
Loading charts...
Drawdown Indicators
| AMZ.DE | LYY0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.91% | -33.27% | -65.64% |
Max Drawdown (1Y)Largest decline over 1 year | -24.50% | -6.54% | -17.96% |
Max Drawdown (3Y)Largest decline over 3 years | -35.42% | -21.28% | -14.14% |
Max Drawdown (5Y)Largest decline over 5 years | -53.26% | -21.28% | -31.98% |
Max Drawdown (10Y)Largest decline over 10 years | -53.26% | -33.27% | -19.99% |
Current DrawdownCurrent decline from peak | -7.13% | -0.65% | -6.48% |
Average DrawdownAverage peak-to-trough decline | -55.40% | -4.50% | -50.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.99% | 1.63% | +8.36% |
Volatility
AMZ.DE vs. LYY0.DE - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 8.60% compared to Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) at 3.10%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than LYY0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMZ.DE | LYY0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 3.10% | +5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 23.13% | 8.23% | +14.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 11.45% | +19.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.55% | 13.93% | +19.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 15.00% | +16.10% |
Dividends
AMZ.DE vs. LYY0.DE - Dividend Comparison
Neither AMZ.DE nor LYY0.DE has paid dividends to shareholders.
Frequently Asked Questions
AMZ.DE and LYY0.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for AMZ.DE and LYY0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer