AMZN vs. BTC-USD

The year-to-date returns for both investments are quite close, with AMZN having a 8.22% return and BTC-USD slightly higher at 8.54%. Over the past 10 years, AMZN has underperformed BTC-USD with an annualized return of 29.03%, while BTC-USD has yielded a comparatively higher 84.47% annualized return.

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

The current AMZN Sharpe Ratio is 1.89, which is comparable to the BTC-USD Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of AMZN and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AMZN drawdown since its inception was -94.40%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for AMZN and BTC-USD. For additional features, visit the drawdowns tool.

The current volatility for Amazon.com, Inc. (AMZN) is 6.03%, while Bitcoin (BTC-USD) has a volatility of 13.47%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.