AMZN vs. BKLC
AMZN (Amazon.com, Inc) is a stock, while BKLC (BNY Mellon US Large Cap Core Equity ETF) is Large Cap Blend Equities fund tracking the Morningstar US Large Cap Index. Over the past 5 years, AMZN returned 7.35%/yr vs 13.79%/yr for BKLC. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
AMZN vs. BKLC - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than BKLC's 9.04% return.
AMZN
- 1D
- -1.23%
- 1M
- -11.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 11.87%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
BKLC
- 1D
- 0.43%
- 1M
- 0.06%
- YTD
- 9.04%
- 6M
- 9.42%
- 1Y
- 24.38%
- 3Y*
- 21.79%
- 5Y*
- 13.79%
- 10Y*
- —
AMZN vs. BKLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 59.42% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 9.04% | 18.06% | 25.56% | 30.88% | -20.52% | 27.41% | 37.31% |
Correlation
The correlation between AMZN and BKLC is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2020 | 0.69 |
The correlation between AMZN and BKLC shifts across timeframes, from 0.61 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. BKLC — Risk / Return Rank
AMZN
BKLC
AMZN vs. BKLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and BNY Mellon US Large Cap Core Equity ETF (BKLC). 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 | BKLC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.35 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.69 | -2.14 |
| Martin ratioReturn relative to average drawdown | 1.29 | 11.95 | -10.66 |
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Drawdowns
AMZN vs. BKLC - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than BKLC's maximum drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for AMZN and BKLC.
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Drawdown Indicators
| AMZN | BKLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -26.14% | -68.26% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -9.10% | -12.64% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -19.05% | -11.83% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -26.14% | -30.01% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -2.43% | -10.82% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -5.26% | -22.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 2.05% | +7.16% |
Volatility
AMZN vs. BKLC - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to BNY Mellon US Large Cap Core Equity ETF (BKLC) at 4.60%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than BKLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | BKLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 4.60% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 9.87% | +10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 12.63% | +17.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 17.23% | +18.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 17.47% | +15.01% |
Dividends
AMZN vs. BKLC - Dividend Comparison
AMZN has not paid dividends to shareholders, while BKLC's dividend yield for the trailing twelve months is around 1.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.03% | 1.05% | 1.22% | 1.35% | 1.64% | 1.10% | 0.84% |
Frequently Asked Questions
AMZN and BKLC have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.92%) compared to BKLC (4.60%). In terms of maximum drawdown, AMZN dropped -94.40% vs BKLC's -26.14%.
BKLC currently has the higher Sharpe Ratio (1.94 vs 0.40), 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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