AMZN vs. ADS.DE
AMZN (Amazon.com, Inc) and ADS.DE (Adidas AG) are both stocks. Both are in the Consumer Cyclical sector — AMZN in Internet Retail, ADS.DE in Footwear & Accessories. Over the past 10 years, AMZN returned 21.19%/yr vs 4.46%/yr for ADS.DE. At a 0.26 correlation, their price movements are largely independent.
Performance
AMZN vs. ADS.DE - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while ADS.DE is traded in EUR. To make them comparable, the ADS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMZN achieves a 6.24% return, which is significantly higher than ADS.DE's -4.37% return. Over the past 10 years, AMZN has outperformed ADS.DE with an annualized return of 21.19%, while ADS.DE has yielded a comparatively lower 4.46% annualized return.
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
ADS.DE
- 1D
- -0.54%
- 1M
- 7.71%
- YTD
- -4.37%
- 6M
- -0.73%
- 1Y
- -21.15%
- 3Y*
- 4.27%
- 5Y*
- -11.43%
- 10Y*
- 4.46%
AMZN vs. ADS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 6.24% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
ADS.DE Adidas AG | -4.37% | -18.66% | 21.60% | 49.68% | -51.55% | -20.88% | 12.84% | 57.64% | 5.43% | 28.50% |
Correlation
The correlation between AMZN and ADS.DE 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 (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.26 |
The correlation between AMZN and ADS.DE shifts across timeframes, from 0.14 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. ADS.DE — Risk / Return Rank
AMZN
ADS.DE
AMZN vs. ADS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Adidas AG (ADS.DE). 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 | ADS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.91 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.57 | +1.25 |
| Martin ratioReturn relative to average drawdown | 1.64 | -0.93 | +2.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMZN | ADS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | -0.64 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.31 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.13 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.22 | +0.35 |
Drawdowns
AMZN vs. ADS.DE - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than ADS.DE's maximum drawdown of -76.57%. Use the drawdown chart below to compare losses from any high point for AMZN and ADS.DE.
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Drawdown Indicators
| AMZN | ADS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -76.57% | -17.83% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -39.02% | +17.28% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -44.37% | +13.49% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -76.57% | +20.42% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -76.57% | +20.42% |
Current DrawdownCurrent decline from peak | -10.83% | -50.59% | +39.76% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -23.37% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 23.90% | -14.82% |
Volatility
AMZN vs. ADS.DE - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.80%, while Adidas AG (ADS.DE) has a volatility of 9.37%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than ADS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | ADS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 9.37% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 23.86% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 34.51% | -4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 37.11% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 34.09% | -1.61% |
Dividends
AMZN vs. ADS.DE - Dividend Comparison
AMZN has not paid dividends to shareholders, while ADS.DE's dividend yield for the trailing twelve months is around 1.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADS.DE Adidas AG | 1.74% | 1.18% | 0.30% | 0.38% | 2.59% | 1.18% | 0.00% | 1.16% | 1.43% | 1.20% | 1.07% | 1.67% |
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. ADS.DE - Financials Comparison
This section allows you to compare key financial metrics between Amazon.com, Inc and Adidas AG. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMZN and ADS.DE 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.
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