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AMZN vs. 000660.KS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMZN vs. 000660.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) and SK Hynix Inc (000660.KS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMZN is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than 000660.KS's 208.04% return. Over the past 10 years, AMZN has underperformed 000660.KS with an annualized return of 20.83%, while 000660.KS has yielded a comparatively higher 51.57% annualized return.


AMZN

1D
-1.23%
1M
-11.69%
YTD
3.35%
6M
5.46%
1Y
11.87%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%

000660.KS

1D
0.00%
1M
4.94%
YTD
208.04%
6M
260.05%
1Y
706.67%
3Y*
147.31%
5Y*
66.49%
10Y*
51.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. 000660.KS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%
000660.KS
SK Hynix Inc
213.69%287.22%8.25%86.36%-45.25%2.02%35.65%51.56%-22.20%95.57%

Correlation

The correlation between AMZN and 000660.KS is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2007

0.10

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Return for Risk

AMZN vs. 000660.KS — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
Martin Ratio Rank

000660.KS
000660.KS Risk / Return Rank: 9999
Overall Rank
000660.KS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
000660.KS Sortino Ratio Rank: 9999
Sortino Ratio Rank
000660.KS Omega Ratio Rank: 9898
Omega Ratio Rank
000660.KS Calmar Ratio Rank: 100100
Calmar Ratio Rank
000660.KS Martin Ratio Rank: 100100
Martin Ratio Rank
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 vs. 000660.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and SK Hynix Inc (000660.KS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMZN000660.KSDifference
Sharpe ratioReturn per unit of total volatility

-10.10

Sortino ratioReturn per unit of downside risk

-4.99

Omega ratioGain probability vs. loss probability

1.09

1.76

-0.67

Calmar ratioReturn relative to maximum drawdown

0.55

25.68

-25.13

Martin ratioReturn relative to average drawdown

1.29

77.36

-76.07

AMZN vs. 000660.KS - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.40, which is lower than the 000660.KS Sharpe Ratio of 10.50. The chart below compares the historical Sharpe Ratios of AMZN and 000660.KS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMZN vs. 000660.KS - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, roughly equal to the maximum 000660.KS drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for AMZN and 000660.KS.


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Drawdown Indicators


AMZN000660.KSDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-90.66%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-29.74%

+8.00%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-35.63%

+4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-49.81%

-6.34%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

-56.48%

+0.33%

Current Drawdown

Current decline from peak

-13.25%

-10.92%

-2.33%

Average Drawdown

Average peak-to-trough decline

-28.19%

-29.12%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

9.72%

-0.51%

Volatility

AMZN vs. 000660.KS - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while SK Hynix Inc (000660.KS) has a volatility of 30.51%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZN000660.KSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

30.51%

-22.59%

Volatility (6M)

Calculated over the trailing 6-month period

20.73%

59.04%

-38.31%

Volatility (1Y)

Calculated over the trailing 1-year period

30.13%

72.79%

-42.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

50.54%

-15.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.48%

45.23%

-12.75%

Dividends

AMZN vs. 000660.KS - Dividend Comparison

AMZN has not paid dividends to shareholders, while 000660.KS's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM20252024202320222021202020192018201720162015
000660.KS
SK Hynix Inc
0.14%0.42%0.52%0.85%1.60%1.18%0.99%1.06%2.48%1.31%1.34%1.63%
AMZN
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%

Financials

AMZN vs. 000660.KS - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc and SK Hynix Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. AMZN values in USD, 000660.KS values in KRW

Frequently Asked Questions


AMZN and 000660.KS have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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