AMZN vs. BTC-USD

Last updated Apr 3, 2026

Compare and contrast key facts about Amazon.com, Inc (AMZN) and Bitcoin (BTC-USD).

Performance

AMZN vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

AMZN vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AMZN Amazon.com, Inc	-9.12%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	28.43%	55.96%
BTC-USD Bitcoin	-23.70%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Returns By Period

In the year-to-date period, AMZN achieves a -9.12% return, which is significantly higher than BTC-USD's -23.70% return. Over the past 10 years, AMZN has underperformed BTC-USD with an annualized return of 21.61%, while BTC-USD has yielded a comparatively higher 66.03% annualized return.

AMZN

• 1D: -0.38%
• 1M: 0.50%
• YTD: -9.12%
• 6M: -5.68%
• 1Y: 7.02%
• 3Y*: 27.00%
• 5Y*: 5.83%
• 10Y*: 21.61%

BTC-USD

• 1D: -1.99%
• 1M: -2.31%
• YTD: -23.70%
• 6M: -44.66%
• 1Y: -19.07%
• 3Y*: 33.89%
• 5Y*: 3.18%
• 10Y*: 66.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AMZN vs. BTC-USD — Risk / Return Rank

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

AMZN

AMZN Risk / Return Rank: 46
AMZN Sharpe Ratio Rank: 47
AMZN Sortino Ratio Rank: 41
AMZN Omega Ratio Rank: 41
AMZN Calmar Ratio Rank: 49
AMZN Martin Ratio Rank: 50

BTC-USD

BTC-USD Risk / Return Rank: 39
BTC-USD Sharpe Ratio Rank: 66
BTC-USD Sortino Ratio Rank: 60
BTC-USD Omega Ratio Rank: 59
BTC-USD Calmar Ratio Rank: 12
BTC-USD Martin Ratio Rank: 0

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. 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 ratio Return per unit of total volatility	0.20	-0.43	+0.63
Sortino ratio Return per unit of downside risk	0.55	-0.36	+0.91
Omega ratio Gain probability vs. loss probability	1.07	0.96	+0.11
Calmar ratio Return relative to maximum drawdown	0.42	-1.14	+1.56
Martin ratio Return relative to average drawdown	1.00	-2.03	+3.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMZN vs. BTC-USD - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.20, which is higher than the BTC-USD Sharpe Ratio of -0.43. 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.

Sharpe Ratios by Period

	AMZN	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	-0.43	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.06	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.97	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	1.18	-0.63

Correlation

The correlation between AMZN and BTC-USD is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	AMZN	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-94.40%	-85.30%	-9.10%
Max Drawdown (1Y) Largest decline over 1 year	-21.74%	-49.65%	+27.91%
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 Drawdown Current decline from peak	-17.41%	-46.47%	+29.06%
Average Drawdown Average peak-to-trough decline	-28.27%	-42.00%	+13.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.16%	27.75%	-18.59%

Volatility

AMZN vs. BTC-USD - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 8.79%, while Bitcoin (BTC-USD) has a volatility of 13.70%. 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.

Volatility by Period

	AMZN	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.79%	13.70%	-4.91%
Volatility (6M) Calculated over the trailing 6-month period	22.64%	35.96%	-13.32%
Volatility (1Y) Calculated over the trailing 1-year period	35.00%	36.69%	-1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.30%	46.91%	-11.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.50%	56.71%	-24.21%