AMZ.DE vs. SXRV.DE
Compare and contrast key facts about Amazon.com Inc (AMZ.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE).
SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZ.DE or SXRV.DE.
Performance
AMZ.DE vs. SXRV.DE - Performance Comparison
Returns By Period
In the year-to-date period, AMZ.DE achieves a 38.65% return, which is significantly higher than SXRV.DE's 27.99% return. Over the past 10 years, AMZ.DE has outperformed SXRV.DE with an annualized return of 30.26%, while SXRV.DE has yielded a comparatively lower 19.49% annualized return.
AMZ.DE
38.65%
10.15%
12.68%
44.84%
19.18%
30.26%
SXRV.DE
27.99%
4.20%
13.67%
34.77%
21.22%
19.49%
Key characteristics
| AMZ.DE | SXRV.DE | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.97 |
| Sortino Ratio | 2.09 | 2.64 |
| Omega Ratio | 1.30 | 1.37 |
| Calmar Ratio | 2.08 | 2.45 |
| Martin Ratio | 6.24 | 8.11 |
| Ulcer Index | 6.76% | 4.06% |
| Daily Std Dev | 27.78% | 16.61% |
| Max Drawdown | -93.91% | -31.39% |
| Current Drawdown | -4.57% | -1.99% |
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Correlation
The correlation between AMZ.DE and SXRV.DE is 0.64, 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. SXRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
Dividends
AMZ.DE vs. SXRV.DE - Dividend Comparison
Neither AMZ.DE nor SXRV.DE has paid dividends to shareholders.
Drawdowns
AMZ.DE vs. SXRV.DE - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -93.91%, which is greater than SXRV.DE's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and SXRV.DE. For additional features, visit the drawdowns tool.
Volatility
AMZ.DE vs. SXRV.DE - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 10.44% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.16%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.