AMZN.TO vs. VFIAX

Last updated Apr 1, 2026

Compare and contrast key facts about Amazon.com CDR (CAD Hedged) (AMZN.TO) and Vanguard 500 Index Fund Admiral Shares (VFIAX).

VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.

Performance

AMZN.TO vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Amazon.com CDR (CAD Hedged) (AMZN.TO) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

AMZN.TO vs. VFIAX - Yearly Performance Comparison

	2026 (YTD)	2025
AMZN.TO Amazon.com CDR (CAD Hedged)	-10.41%	-4.32%
VFIAX Vanguard 500 Index Fund Admiral Shares	-5.70%	9.57%

Different Trading Currencies

AMZN.TO is traded in CAD, while VFIAX is traded in USD. To make them comparable, the VFIAX 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 -10.41% return, which is significantly lower than VFIAX's -5.72% return.

AMZN.TO

• 1D: 3.18%
• 1M: -1.07%
• YTD: -10.41%
• 6M: -6.39%
• 1Y: 6.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VFIAX

• 1D: -0.18%
• 1M: -5.78%
• YTD: -5.72%
• 6M: -4.61%
• 1Y: 10.70%
• 3Y*: 18.29%
• 5Y*: 13.68%
• 10Y*: 14.48%

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

Return for Risk

AMZN.TO vs. VFIAX — 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: 47
AMZN.TO Sharpe Ratio Rank: 50
AMZN.TO Sortino Ratio Rank: 44
AMZN.TO Omega Ratio Rank: 43
AMZN.TO Calmar Ratio Rank: 48
AMZN.TO Martin Ratio Rank: 48

VFIAX

VFIAX Risk / Return Rank: 46
VFIAX Sharpe Ratio Rank: 41
VFIAX Sortino Ratio Rank: 45
VFIAX Omega Ratio Rank: 50
VFIAX Calmar Ratio Rank: 41
VFIAX Martin Ratio Rank: 53

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. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com CDR (CAD Hedged) (AMZN.TO) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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	VFIAX	Difference
Sharpe ratio Return per unit of total volatility	0.20	0.67	-0.47
Sortino ratio Return per unit of downside risk	0.54	1.02	-0.48
Omega ratio Gain probability vs. loss probability	1.07	1.16	-0.09
Calmar ratio Return relative to maximum drawdown	0.24	0.82	-0.57
Martin ratio Return relative to average drawdown	0.58	3.09	-2.51
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. VFIAX - Sharpe Ratio Comparison

The current AMZN.TO Sharpe Ratio is 0.20, which is lower than the VFIAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AMZN.TO and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMZN.TO	VFIAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	0.67	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.92	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.89	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.37	1.04	-1.41

Correlation

The correlation between AMZN.TO and VFIAX is 0.61, 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.

Dividends

AMZN.TO vs. VFIAX - Dividend Comparison

AMZN.TO has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 1.22%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AMZN.TO Amazon.com CDR (CAD Hedged)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFIAX Vanguard 500 Index Fund Admiral Shares	1.22%	1.12%	1.24%	1.45%	1.68%	1.24%	1.53%	1.87%	2.05%	1.78%	2.02%	2.10%

Drawdowns

AMZN.TO vs. VFIAX - Drawdown Comparison

The maximum AMZN.TO drawdown since its inception was -30.30%, which is greater than VFIAX's maximum drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for AMZN.TO and VFIAX.

Drawdown Indicators

	AMZN.TO	VFIAX	Difference
Max Drawdown Largest peak-to-trough decline	-30.30%	-55.20%	+24.90%
Max Drawdown (1Y) Largest decline over 1 year	-22.10%	-12.12%	-9.98%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.83%	—
Current Drawdown Current decline from peak	-18.82%	-8.90%	-9.92%
Average Drawdown Average peak-to-trough decline	-11.68%	-9.46%	-2.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.27%	2.49%	+6.78%

Volatility

AMZN.TO vs. VFIAX - Volatility Comparison

Amazon.com CDR (CAD Hedged) (AMZN.TO) has a higher volatility of 9.38% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.33%. This indicates that AMZN.TO's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMZN.TO	VFIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.38%	4.33%	+5.05%
Volatility (6M) Calculated over the trailing 6-month period	21.97%	9.19%	+12.78%
Volatility (1Y) Calculated over the trailing 1-year period	34.19%	17.95%	+16.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.89%	14.95%	+18.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.89%	16.31%	+17.58%