AMZ.DE vs. VGT
Compare and contrast key facts about Amazon.com Inc (AMZ.DE) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZ.DE or VGT.
Performance
AMZ.DE vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, AMZ.DE achieves a 38.65% return, which is significantly higher than VGT's 25.60% return. Over the past 10 years, AMZ.DE has outperformed VGT with an annualized return of 30.26%, while VGT has yielded a comparatively lower 20.55% annualized return.
AMZ.DE
38.65%
10.15%
12.68%
44.84%
19.18%
30.26%
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| AMZ.DE | VGT | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.60 |
| Sortino Ratio | 2.09 | 2.12 |
| Omega Ratio | 1.30 | 1.29 |
| Calmar Ratio | 2.08 | 2.21 |
| Martin Ratio | 6.24 | 7.93 |
| Ulcer Index | 6.76% | 4.24% |
| Daily Std Dev | 27.78% | 21.03% |
| Max Drawdown | -93.91% | -54.63% |
| Current Drawdown | -4.57% | -3.33% |
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Correlation
The correlation between AMZ.DE and VGT 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. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and Vanguard Information Technology ETF (VGT). 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. VGT - Dividend Comparison
AMZ.DE has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
AMZ.DE vs. VGT - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -93.91%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and VGT. For additional features, visit the drawdowns tool.
Volatility
AMZ.DE vs. VGT - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 10.44% compared to Vanguard Information Technology ETF (VGT) at 6.53%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.