AMZN vs. ASCCY

Last updated Jun 13, 2026

AMZN (Amazon.com, Inc) and ASCCY (Asics Corp ADR) are both stocks. Both are in the Consumer Cyclical sector — AMZN in Internet Retail, ASCCY in Footwear & Accessories. Over the past 5 years, AMZN returned 7.35%/yr vs 36.39%/yr for ASCCY. At a 0.15 correlation, their price movements are largely independent.

Performance

AMZN vs. ASCCY - Performance Comparison

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

Returns By Period

In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than ASCCY's 17.57% return.

AMZN

• 1D: -1.23%
• 1M: -10.73%
• YTD: 3.35%
• 6M: 5.46%
• 1Y: 12.47%
• 3Y*: 23.49%
• 5Y*: 7.35%
• 10Y*: 20.83%

ASCCY

• 1D: -0.95%
• 1M: -1.82%
• YTD: 17.57%
• 6M: 13.17%
• 1Y: 19.30%
• 3Y*: 54.90%
• 5Y*: 36.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. ASCCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AMZN Amazon.com, Inc	3.35%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	28.43%	21.92%
ASCCY Asics Corp ADR	17.57%	21.77%	152.83%	43.48%	1.37%	10.10%	18.67%	27.61%	-13.67%	-0.86%

Correlation

The correlation between AMZN and ASCCY 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	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.20
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017	0.15

The correlation between AMZN and ASCCY shifts across timeframes, from 0.15 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap AMZN : $2.59T ASCCY : $19.93B
EPS AMZN : $8.37 ASCCY : ¥161.60
PE Ratio AMZN : 28.50 ASCCY : 27.86
PEG Ratio AMZN : 0.69 ASCCY : 0.33
PS Ratio AMZN : 3.48 ASCCY : 3.63
PB Ratio AMZN : 5.87 ASCCY : 10.05
Total Revenue (TTM) AMZN : $742.78B ASCCY : ¥885.06B
Gross Profit (TTM) AMZN : $348.59B ASCCY : ¥476.81B
EBITDA (TTM) AMZN : $152.71B ASCCY : ¥190.22B

Return for Risk

AMZN vs. ASCCY — Risk / Return Rank

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

AMZN

AMZN Risk / Return Rank: 54
AMZN Sharpe Ratio Rank: 57
AMZN Sortino Ratio Rank: 51
AMZN Omega Ratio Rank: 49
AMZN Calmar Ratio Rank: 55
AMZN Martin Ratio Rank: 57

ASCCY

ASCCY Risk / Return Rank: 56
ASCCY Sharpe Ratio Rank: 57
ASCCY Sortino Ratio Rank: 54
ASCCY Omega Ratio Rank: 51
ASCCY Calmar Ratio Rank: 59
ASCCY Martin Ratio Rank: 58

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. ASCCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Asics Corp ADR (ASCCY). 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.

	AMZN	ASCCY	Difference
Sharpe ratio: Return per unit of total volatility	0.40	0.39	+0.01
Sortino ratio: Return per unit of downside risk	0.76	0.90	-0.13
Omega ratio: Gain probability vs. loss probability	1.09	1.10	-0.01
Calmar ratio: Return relative to maximum drawdown	0.55	0.76	-0.21
Martin ratio: Return relative to average drawdown	1.29	1.42	-0.13

AMZN vs. ASCCY - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.40, which is comparable to the ASCCY Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of AMZN and ASCCY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMZN vs. ASCCY - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than ASCCY's maximum drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for AMZN and ASCCY.

Drawdown Indicators

	AMZN	ASCCY	Difference
Max Drawdown Largest peak-to-trough decline	-94.40%	-64.92%	-29.48%
Max Drawdown (1Y) Largest decline over 1 year	-21.74%	-20.82%	-0.92%
Max Drawdown (3Y) Largest decline over 3 years	-30.88%	-27.09%	-3.79%
Max Drawdown (5Y) Largest decline over 5 years	-56.15%	-47.44%	-8.71%
Max Drawdown (10Y) Largest decline over 10 years	-56.15%	—	—
Current Drawdown Current decline from peak	-13.25%	-12.05%	-1.20%
Average Drawdown Average peak-to-trough decline	-28.19%	-18.12%	-10.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.21%	11.17%	-1.96%

Volatility

AMZN vs. ASCCY - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while Asics Corp ADR (ASCCY) has a volatility of 9.57%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than ASCCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMZN	ASCCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.92%	9.57%	-1.65%
Volatility (6M) Calculated over the trailing 6-month period	20.73%	29.02%	-8.29%
Volatility (1Y) Calculated over the trailing 1-year period	30.13%	41.05%	-10.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.53%	44.88%	-9.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.48%	47.06%	-14.58%

Dividends

AMZN vs. ASCCY - Dividend Comparison

AMZN has not paid dividends to shareholders, while ASCCY's dividend yield for the trailing twelve months is around 0.29%.

Position	TTM	2025	2024
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%
ASCCY Asics Corp ADR	0.29%	0.34%	0.69%

Financials

AMZN vs. ASCCY - Profitability Comparison

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

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%.

ASCCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a gross profit of 142.55B and revenue of 275.23B. Therefore, the gross margin over that period was 51.8%.

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%.

ASCCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported an operating income of 61.88B and revenue of 275.23B, resulting in an operating margin of 22.5%.

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%.

ASCCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Asics Corp ADR reported a net income of 47.43B and revenue of 275.23B, resulting in a net margin of 17.2%.

Frequently Asked Questions

Can I hold both AMZN and ASCCY in my portfolio?

AMZN and ASCCY 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.

Which is riskier, AMZN or ASCCY?

ASCCY has higher volatility (9.57%) compared to AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs ASCCY's -64.92%.

Which has better risk-adjusted returns?

AMZN currently has the higher Sharpe Ratio (0.40 vs 0.39), 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.