AMZN vs. BTC-USD
AMZN (Amazon.com, Inc) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, AMZN returned 21.13%/yr vs 60.03%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
AMZN vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 6.59% return, which is significantly higher than BTC-USD's -27.31% return. Over the past 10 years, AMZN has underperformed BTC-USD with an annualized return of 21.13%, while BTC-USD has yielded a comparatively higher 60.03% annualized return.
AMZN
- 1D
- -3.06%
- 1M
- -9.77%
- YTD
- 6.59%
- 6M
- 7.19%
- 1Y
- 15.20%
- 3Y*
- 24.79%
- 5Y*
- 8.94%
- 10Y*
- 21.13%
BTC-USD
- 1D
- 4.53%
- 1M
- -20.68%
- YTD
- -27.31%
- 6M
- -29.64%
- 1Y
- -39.78%
- 3Y*
- 33.88%
- 5Y*
- 13.75%
- 10Y*
- 60.03%
AMZN vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 6.59% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
BTC-USD Bitcoin | -27.31% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between AMZN and BTC-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2012 | 0.10 |
The correlation between AMZN and BTC-USD shifts across timeframes, from 0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. BTC-USD — Risk / Return Rank
AMZN
BTC-USD
AMZN vs. BTC-USD - Risk-Adjusted Trends Comparison
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.
| AMZN | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.87 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.78 | +1.62 |
| Martin ratioReturn relative to average drawdown | 2.03 | -1.39 | +3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMZN | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | -0.93 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.25 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.88 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.13 | -0.57 |
Drawdowns
AMZN vs. BTC-USD - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AMZN and BTC-USD.
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Drawdown Indicators
| AMZN | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -85.30% | -9.10% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -51.21% | +29.47% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -51.21% | +20.33% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -76.67% | +20.52% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -83.80% | +27.65% |
Current DrawdownCurrent decline from peak | -10.53% | -49.00% | +38.47% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -42.31% | +14.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.05% | 34.31% | -25.26% |
Volatility
AMZN vs. BTC-USD - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.85%, while Bitcoin (BTC-USD) has a volatility of 11.87%. 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.
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Volatility by Period
| AMZN | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 11.87% | -4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 20.63% | 34.58% | -13.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.18% | 35.72% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.52% | 44.96% | -9.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.47% | 56.71% | -24.24% |
Frequently Asked Questions
AMZN and BTC-USD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.87%) compared to AMZN (7.85%). In terms of maximum drawdown, AMZN dropped -94.40% vs BTC-USD's -85.30%.
AMZN currently has the higher Sharpe Ratio (0.61 vs -0.93), 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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