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

Performance

AMZN vs. AZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) and AstraZeneca PLC (AZN). 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 6.24% return, which is significantly higher than AZN's 0.81% return. Over the past 10 years, AMZN has outperformed AZN with an annualized return of 21.19%, while AZN has yielded a comparatively lower 15.85% 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%

AZN

1D
-2.37%
1M
-0.71%
YTD
0.81%
6M
1.53%
1Y
28.04%
3Y*
9.54%
5Y*
12.08%
10Y*
15.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. AZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
6.24%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%
AZN
AstraZeneca PLC
0.81%43.30%-0.62%1.44%19.14%19.66%3.12%35.68%13.86%33.10%

Correlation

The correlation between AMZN and AZN is 0.08, 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

0.08

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

0.07

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

0.10

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

0.17

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

0.21

The correlation between AMZN and AZN shifts across timeframes, from 0.07 (3 years) to 0.21 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMZN:

$2.67T

AZN:

$283.40B

EPS

AMZN:

$8.37

AZN:

$6.66

PE Ratio

AMZN:

29.29

AZN:

27.27

PEG Ratio

AMZN:

0.71

AZN:

0.04

PS Ratio

AMZN:

3.58

AZN:

4.69

PB Ratio

AMZN:

6.03

AZN:

5.99

Total Revenue (TTM)

AMZN:

$742.78B

AZN:

$60.44B

Gross Profit (TTM)

AMZN:

$348.59B

AZN:

$49.37B

EBITDA (TTM)

AMZN:

$152.71B

AZN:

$20.47B

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Return for Risk

AMZN vs. AZN — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 5656
Overall Rank
AMZN Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5353
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5151
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5858
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5959
Martin Ratio Rank

AZN
AZN Risk / Return Rank: 7373
Overall Rank
AZN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
AZN Sortino Ratio Rank: 7373
Sortino Ratio Rank
AZN Omega Ratio Rank: 6969
Omega Ratio Rank
AZN Calmar Ratio Rank: 7474
Calmar Ratio Rank
AZN Martin Ratio Rank: 7676
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. AZN - Risk-Adjusted Trends Comparison

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


AMZNAZNDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratioReturn relative to maximum drawdown

0.68

1.83

-1.15

Martin ratioReturn relative to average drawdown

1.64

4.90

-3.26

AMZN vs. AZN - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.49, which is lower than the AZN Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of AMZN and AZN, 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


AMZNAZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.11

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.51

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.64

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.49

+0.07

Drawdowns

AMZN vs. AZN - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for AMZN and AZN.


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Drawdown Indicators


AMZNAZNDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-48.94%

-45.46%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-15.43%

-6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-27.87%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-27.87%

-28.28%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

-27.87%

-28.28%

Current Drawdown

Current decline from peak

-10.83%

-12.90%

+2.07%

Average Drawdown

Average peak-to-trough decline

-28.12%

-11.37%

-16.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.08%

5.75%

+3.33%

Volatility

AMZN vs. AZN - Volatility Comparison

Amazon.com, Inc (AMZN) has a higher volatility of 7.80% compared to AstraZeneca PLC (AZN) at 7.42%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZNAZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

7.42%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

20.58%

17.47%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

30.13%

25.55%

+4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

24.02%

+11.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.48%

24.94%

+7.54%

Dividends

AMZN vs. AZN - Dividend Comparison

AMZN has not paid dividends to shareholders, while AZN's dividend yield for the trailing twelve months is around 2.93%.


PositionTTM20252024202320222021202020192018201720162015
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%
AZN
AstraZeneca PLC
2.93%1.70%2.27%2.15%2.12%2.35%2.80%2.81%3.69%3.95%5.01%4.06%

Financials

AMZN vs. AZN - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc and AstraZeneca PLC. 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
15.29B
(AMZN) Total Revenue
(AZN) Total Revenue
Values in USD except per share items

AMZN vs. AZN - Profitability Comparison

The chart below illustrates the profitability comparison between Amazon.com, Inc and AstraZeneca PLC 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%20222023202420252026
36.8%
82.5%
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%.

AZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a gross profit of 12.61B and revenue of 15.29B. Therefore, the gross margin over that period was 82.5%.

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%.

AZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported an operating income of 4.25B and revenue of 15.29B, resulting in an operating margin of 27.8%.

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%.

AZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a net income of 3.08B and revenue of 15.29B, resulting in a net margin of 20.2%.


Frequently Asked Questions


AMZN and AZN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZN has higher volatility (7.80%) compared to AZN (7.42%). In terms of maximum drawdown, AMZN dropped -94.40% vs AZN's -48.94%.

AZN currently has the higher Sharpe Ratio (1.11 vs 0.49), 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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