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AMZN vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMZN and AAPL is 0.40, 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.


-0.50.00.51.00.4

Performance

AMZN vs. AAPL - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
20.78%
22.37%
AMZN
AAPL

Key characteristics

Sharpe Ratio

AMZN:

1.66

AAPL:

1.41

Sortino Ratio

AMZN:

2.27

AAPL:

2.07

Omega Ratio

AMZN:

1.29

AAPL:

1.26

Calmar Ratio

AMZN:

2.06

AAPL:

1.91

Martin Ratio

AMZN:

7.74

AAPL:

4.99

Ulcer Index

AMZN:

5.98%

AAPL:

6.37%

Daily Std Dev

AMZN:

28.01%

AAPL:

22.61%

Max Drawdown

AMZN:

-94.40%

AAPL:

-81.80%

Current Drawdown

AMZN:

-3.38%

AAPL:

0.00%

Fundamentals

Market Cap

AMZN:

$2.43T

AAPL:

$3.83T

EPS

AMZN:

$4.68

AAPL:

$6.08

PE Ratio

AMZN:

49.39

AAPL:

41.69

PEG Ratio

AMZN:

1.91

AAPL:

2.62

Total Revenue (TTM)

AMZN:

$620.13B

AAPL:

$391.04B

Gross Profit (TTM)

AMZN:

$300.18B

AAPL:

$180.68B

EBITDA (TTM)

AMZN:

$112.91B

AAPL:

$134.66B

Returns By Period

In the year-to-date period, AMZN achieves a 48.12% return, which is significantly higher than AAPL's 33.24% return. Over the past 10 years, AMZN has outperformed AAPL with an annualized return of 30.80%, while AAPL has yielded a comparatively lower 26.03% annualized return.


AMZN

YTD

48.12%

1M

14.17%

6M

21.28%

1Y

46.70%

5Y*

20.32%

10Y*

30.80%

AAPL

YTD

33.24%

1M

11.05%

6M

22.92%

1Y

32.50%

5Y*

30.03%

10Y*

26.03%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AMZN vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and Apple Inc (AAPL). 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.


Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.661.41
The chart of Sortino ratio for AMZN, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.272.07
The chart of Omega ratio for AMZN, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.26
The chart of Calmar ratio for AMZN, currently valued at 2.06, compared to the broader market0.002.004.006.002.061.91
The chart of Martin ratio for AMZN, currently valued at 7.74, compared to the broader market-5.000.005.0010.0015.0020.0025.007.744.99
AMZN
AAPL

The current AMZN Sharpe Ratio is 1.66, which is comparable to the AAPL Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of AMZN and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.66
1.41
AMZN
AAPL

Dividends

AMZN vs. AAPL - Dividend Comparison

AMZN has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.39%.


TTM20232022202120202019201820172016201520142013
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%
AAPL
Apple Inc
0.39%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

AMZN vs. AAPL - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for AMZN and AAPL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.38%
0
AMZN
AAPL

Volatility

AMZN vs. AAPL - Volatility Comparison

Amazon.com, Inc. (AMZN) has a higher volatility of 8.21% compared to Apple Inc (AAPL) at 3.97%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
3.97%
AMZN
AAPL

Financials

AMZN vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc. and Apple 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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