AMZN.TO vs. FIVE

Last updated Jun 4, 2026

AMZN.TO (Amazon.com CDR (CAD Hedged)) and FIVE (Five Below, Inc.) are both stocks. Both are in the Consumer Cyclical sector — AMZN.TO in Internet Retail, FIVE in Specialty Retail. Over the past year, AMZN.TO returned 18.64% vs 84.74% for FIVE. At a 0.24 correlation, their price movements are largely independent.

Performance

AMZN.TO vs. FIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Amazon.com CDR (CAD Hedged) (AMZN.TO) and Five Below, Inc. (FIVE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

AMZN.TO is traded in CAD, while FIVE is traded in USD. To make them comparable, the FIVE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMZN.TO achieves a 7.31% return, which is significantly lower than FIVE's 19.84% return.

AMZN.TO

• 1D: -2.77%
• 1M: -8.08%
• YTD: 7.31%
• 6M: 6.48%
• 1Y: 18.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FIVE

• 1D: 1.56%
• 1M: -1.63%
• YTD: 19.84%
• 6M: 36.09%
• 1Y: 84.74%
• 3Y*: 8.12%
• 5Y*: 6.16%
• 10Y*: 18.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN.TO vs. FIVE - Yearly Performance Comparison

	2026 (YTD)	2025
AMZN.TO Amazon.com CDR (CAD Hedged)	7.31%	-4.32%
FIVE Five Below, Inc.	19.84%	87.98%

Correlation

The correlation between AMZN.TO and FIVE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (All Time) Calculated using the full available price history since Feb 6, 2025	0.24

Return for Risk

AMZN.TO vs. FIVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMZN.TO

AMZN.TO Risk / Return Rank: 57
AMZN.TO Sharpe Ratio Rank: 61
AMZN.TO Sortino Ratio Rank: 55
AMZN.TO Omega Ratio Rank: 54
AMZN.TO Calmar Ratio Rank: 58
AMZN.TO Martin Ratio Rank: 59

FIVE

FIVE Risk / Return Rank: 89
FIVE Sharpe Ratio Rank: 90
FIVE Sortino Ratio Rank: 87
FIVE Omega Ratio Rank: 85
FIVE Calmar Ratio Rank: 91
FIVE Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMZN.TO vs. FIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com CDR (CAD Hedged) (AMZN.TO) and Five Below, Inc. (FIVE). 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.

	AMZN.TO	FIVE	Difference
Sharpe ratio Return per unit of total volatility	0.64	2.33	-1.70
Sortino ratio Return per unit of downside risk	1.08	3.02	-1.94
Omega ratio Gain probability vs. loss probability	1.13	1.38	-0.24
Calmar ratio Return relative to maximum drawdown	0.85	5.41	-4.56
Martin ratio Return relative to average drawdown	2.01	17.70	-15.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMZN.TO vs. FIVE - Sharpe Ratio Comparison

The current AMZN.TO Sharpe Ratio is 0.64, which is lower than the FIVE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of AMZN.TO and FIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AMZN.TO	FIVE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	2.33	-1.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.13	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.45	-0.39

Drawdowns

AMZN.TO vs. FIVE - Drawdown Comparison

The maximum AMZN.TO drawdown since its inception was -30.30%, smaller than the maximum FIVE drawdown of -73.25%. Use the drawdown chart below to compare losses from any high point for AMZN.TO and FIVE.

Drawdown Indicators

	AMZN.TO	FIVE	Difference
Max Drawdown Largest peak-to-trough decline	-30.30%	-73.25%	+42.95%
Max Drawdown (1Y) Largest decline over 1 year	-22.10%	-15.75%	-6.35%
Max Drawdown (3Y) Largest decline over 3 years	—	-72.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-73.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-73.25%	—
Current Drawdown Current decline from peak	-9.07%	-8.35%	-0.72%
Average Drawdown Average peak-to-trough decline	-10.71%	-19.61%	+8.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.30%	4.80%	+4.50%

Volatility

AMZN.TO vs. FIVE - Volatility Comparison

The current volatility for Amazon.com CDR (CAD Hedged) (AMZN.TO) is 7.41%, while Five Below, Inc. (FIVE) has a volatility of 12.43%. This indicates that AMZN.TO experiences smaller price fluctuations and is considered to be less risky than FIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMZN.TO	FIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	12.43%	-5.02%
Volatility (6M) Calculated over the trailing 6-month period	19.99%	25.40%	-5.41%
Volatility (1Y) Calculated over the trailing 1-year period	29.36%	36.70%	-7.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.28%	46.55%	-13.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.28%	44.96%	-11.68%

Dividends

AMZN.TO vs. FIVE - Dividend Comparison

Neither AMZN.TO nor FIVE has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both AMZN.TO and FIVE in my portfolio?

AMZN.TO and FIVE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.