AMZN vs. BTC-USD
Compare and contrast key facts about Amazon.com, Inc. (AMZN) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZN or BTC-USD.
Performance
AMZN vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, AMZN achieves a 29.74% return, which is significantly lower than BTC-USD's 134.23% return. Over the past 10 years, AMZN has underperformed BTC-USD with an annualized return of 28.02%, while BTC-USD has yielded a comparatively higher 74.63% annualized return.
AMZN
29.74%
6.72%
9.06%
34.36%
17.73%
28.02%
BTC-USD
134.23%
49.02%
44.47%
165.48%
69.63%
74.63%
Key characteristics
| AMZN | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.24 |
| Sortino Ratio | 1.84 | 1.95 |
| Omega Ratio | 1.23 | 1.19 |
| Calmar Ratio | 1.52 | 1.11 |
| Martin Ratio | 5.78 | 5.79 |
| Ulcer Index | 5.95% | 11.62% |
| Daily Std Dev | 27.21% | 44.09% |
| Max Drawdown | -94.40% | -93.07% |
| Current Drawdown | -7.93% | 0.00% |
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Correlation
The correlation between AMZN and BTC-USD is 0.07, 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.
Risk-Adjusted Performance
AMZN vs. BTC-USD - Risk-Adjusted Performance 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.
Drawdowns
AMZN vs. BTC-USD - Drawdown Comparison
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.
Volatility
AMZN vs. BTC-USD - Volatility Comparison
The current volatility for Amazon.com, Inc. (AMZN) is 10.53%, while Bitcoin (BTC-USD) has a volatility of 16.59%. 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.