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AMZN vs. BNB-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AMZN vs. BNB-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) and BNB (BNB-USD). 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 3.35% return, which is significantly higher than BNB-USD's -29.49% 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%

BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. BNB-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%3.23%
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%

Correlation

The correlation between AMZN and BNB-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.13

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

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.14

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Return for Risk

AMZN vs. BNB-USD — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
Martin Ratio Rank

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
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. BNB-USD - Risk-Adjusted Trends Comparison

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


AMZNBNB-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.09

1.02

+0.07

Calmar ratioReturn relative to maximum drawdown

0.55

-0.13

+0.67

Martin ratioReturn relative to average drawdown

1.29

-0.20

+1.49

AMZN vs. BNB-USD - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.40, which is higher than the BNB-USD Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AMZN and BNB-USD, 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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Drawdowns

AMZN vs. BNB-USD - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than BNB-USD's maximum drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for AMZN and BNB-USD.


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Drawdown Indicators


AMZNBNB-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-79.74%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-56.24%

+34.50%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-56.24%

+25.36%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-69.89%

+13.74%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-13.25%

-53.42%

+40.17%

Average Drawdown

Average peak-to-trough decline

-28.19%

-38.71%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

42.27%

-33.06%

Volatility

AMZN vs. BNB-USD - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than BNB-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZNBNB-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

17.28%

-9.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.73%

34.73%

-14.00%

Volatility (1Y)

Calculated over the trailing 1-year period

30.13%

44.38%

-14.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

50.42%

-14.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.48%

80.06%

-47.58%

Frequently Asked Questions


AMZN and BNB-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.28%) compared to AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs BNB-USD's -79.74%.

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.13), 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.

Portfolio Optimizer

Find the right allocation for AMZN and BNB-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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