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AMZN vs. ADSK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMZN vs. ADSK - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMZN achieves a 8.32% return, which is significantly higher than ADSK's -22.44% return. Over the past 10 years, AMZN has outperformed ADSK with an annualized return of 21.29%, while ADSK has yielded a comparatively lower 14.69% annualized return.


AMZN

1D
-2.53%
1M
-8.10%
YTD
8.32%
6M
7.59%
1Y
21.54%
3Y*
26.25%
5Y*
9.30%
10Y*
21.29%

ADSK

1D
-2.98%
1M
-7.25%
YTD
-22.44%
6M
-25.27%
1Y
-23.34%
3Y*
3.98%
5Y*
-4.22%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. ADSK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
8.32%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%
ADSK
Autodesk, Inc.
-22.44%0.15%21.39%30.29%-33.54%-7.91%66.43%42.65%22.68%41.64%

Correlation

The correlation between AMZN and ADSK is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.40

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

0.53

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

0.53

Correlation (All Time)
Calculated using the full available price history since May 16, 1997

0.41

The correlation between AMZN and ADSK shifts across timeframes, from 0.25 (1 year) to 0.53 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMZN:

$2.72T

ADSK:

$48.68B

EPS

AMZN:

$8.37

ADSK:

$6.84

PE Ratio

AMZN:

29.87

ADSK:

33.58

PEG Ratio

AMZN:

0.72

ADSK:

1.29

PS Ratio

AMZN:

3.65

ADSK:

6.55

PB Ratio

AMZN:

6.15

ADSK:

15.26

Total Revenue (TTM)

AMZN:

$742.78B

ADSK:

$7.51B

Gross Profit (TTM)

AMZN:

$348.59B

ADSK:

$6.84B

EBITDA (TTM)

AMZN:

$152.71B

ADSK:

$2.14B

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Return for Risk

AMZN vs. ADSK — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 6060
Overall Rank
AMZN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5858
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5656
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6161
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6262
Martin Ratio Rank

ADSK
ADSK Risk / Return Rank: 1212
Overall Rank
ADSK Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ADSK Sortino Ratio Rank: 1313
Sortino Ratio Rank
ADSK Omega Ratio Rank: 1313
Omega Ratio Rank
ADSK Calmar Ratio Rank: 1414
Calmar Ratio Rank
ADSK Martin Ratio Rank: 88
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. ADSK - Risk-Adjusted Trends Comparison

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


AMZNADSKDifference
Sharpe ratioReturn per unit of total volatility

+1.44

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.15

0.89

+0.26

Calmar ratioReturn relative to maximum drawdown

1.00

-0.71

+1.70

Martin ratioReturn relative to average drawdown

2.39

-1.37

+3.77

AMZN vs. ADSK - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.72, which is higher than the ADSK Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of AMZN and ADSK, 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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Sharpe Ratios by Period


AMZNADSKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-0.72

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.12

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.40

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.33

+0.24

Drawdowns

AMZN vs. ADSK - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than ADSK's maximum drawdown of -76.92%. Use the drawdown chart below to compare losses from any high point for AMZN and ADSK.


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Drawdown Indicators


AMZNADSKDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-76.92%

-17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-33.15%

+11.41%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-33.15%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-51.99%

-4.16%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

-51.99%

-4.16%

Current Drawdown

Current decline from peak

-9.08%

-32.92%

+23.84%

Average Drawdown

Average peak-to-trough decline

-28.12%

-22.62%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.02%

17.01%

-7.99%

Volatility

AMZN vs. ADSK - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.24%, while Autodesk, Inc. (ADSK) has a volatility of 12.66%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than ADSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZNADSKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

12.66%

-5.42%

Volatility (6M)

Calculated over the trailing 6-month period

20.35%

26.80%

-6.45%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

32.66%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

35.08%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.46%

36.42%

-3.96%

Dividends

AMZN vs. ADSK - Dividend Comparison

Neither AMZN nor ADSK has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AMZN vs. ADSK - Financials Comparison

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


0.0050.00B100.00B150.00B200.00B20222023202420252026
181.52B
1.93B
(AMZN) Total Revenue
(ADSK) Total Revenue
Values in USD except per share items

AMZN vs. ADSK - Profitability Comparison

The chart below illustrates the profitability comparison between Amazon.com, Inc and Autodesk, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
36.8%
91.0%
Portfolio components
AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.

ADSK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a gross profit of 1.76B and revenue of 1.93B. Therefore, the gross margin over that period was 91.0%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

ADSK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported an operating income of 541.00M and revenue of 1.93B, resulting in an operating margin of 28.0%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.

ADSK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Autodesk, Inc. reported a net income of 491.00M and revenue of 1.93B, resulting in a net margin of 25.4%.


Frequently Asked Questions


AMZN and ADSK have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ADSK has higher volatility (12.66%) compared to AMZN (7.24%). In terms of maximum drawdown, AMZN dropped -94.40% vs ADSK's -76.92%.

AMZN currently has the higher Sharpe Ratio (0.72 vs -0.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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