AMZN vs. AJG
AMZN (Amazon.com, Inc) and AJG (Arthur J. Gallagher & Co.) are both stocks. AMZN operates in Internet Retail (Consumer Cyclical), while AJG operates in Insurance Brokers (Financial Services). Over the past 10 years, AMZN returned 21.19%/yr vs 17.92%/yr for AJG. At a 0.25 correlation, their price movements are largely independent.
Performance
AMZN vs. AJG - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 6.24% return, which is significantly higher than AJG's -17.35% return. Over the past 10 years, AMZN has outperformed AJG with an annualized return of 21.19%, while AJG has yielded a comparatively lower 17.92% 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%
AJG
- 1D
- -1.67%
- 1M
- 7.22%
- YTD
- -17.35%
- 6M
- -10.08%
- 1Y
- -34.63%
- 3Y*
- 1.87%
- 5Y*
- 9.17%
- 10Y*
- 17.92%
AMZN vs. AJG - 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% |
AJG Arthur J. Gallagher & Co. | -17.35% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
Correlation
The correlation between AMZN and AJG is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 16, 1997 | 0.25 |
The correlation between AMZN and AJG shifts across timeframes, from -0.06 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AMZN:
$8.37
AJG:
$5.74
AMZN:
29.29
AJG:
37.04
AMZN:
0.71
AJG:
3.84
AMZN:
3.58
AJG:
3.97
AMZN:
$742.78B
AJG:
$13.94B
AMZN:
$348.59B
AJG:
$7.63B
AMZN:
$152.71B
AJG:
$3.66B
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Return for Risk
AMZN vs. AJG — Risk / Return Rank
AMZN
AJG
AMZN vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Arthur J. Gallagher & Co. (AJG). 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 | AJG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.78 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.85 | +1.54 |
| Martin ratioReturn relative to average drawdown | 1.64 | -1.47 | +3.11 |
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 | AJG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | -1.25 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.40 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.47 | +0.09 |
Drawdowns
AMZN vs. AJG - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than AJG's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for AMZN and AJG.
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Drawdown Indicators
| AMZN | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -57.49% | -36.91% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -40.64% | +18.90% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -44.40% | +13.52% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -44.40% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -44.40% | -11.75% |
Current DrawdownCurrent decline from peak | -10.83% | -38.26% | +27.43% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -12.83% | -15.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 24.06% | -14.98% |
Volatility
AMZN vs. AJG - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.80%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 8.97%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 8.97% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 22.42% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 27.95% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 22.96% | +12.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 23.08% | +9.40% |
Dividends
AMZN vs. AJG - Dividend Comparison
AMZN has not paid dividends to shareholders, while AJG's dividend yield for the trailing twelve months is around 1.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.27% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
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. AJG - Financials Comparison
This section allows you to compare key financial metrics between Amazon.com, Inc and Arthur J. Gallagher & Co.. 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
AMZN vs. AJG - Profitability Comparison
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%.
AJG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.
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%.
AJG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.
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%.
AJG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.
Frequently Asked Questions
AMZN and AJG have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (8.97%) compared to AMZN (7.80%). In terms of maximum drawdown, AMZN dropped -94.40% vs AJG's -57.49%.
AMZN currently has the higher Sharpe Ratio (0.49 vs -1.25), 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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