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AMZN vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AMZN and BTC-USD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%50,000,000.00%100,000,000.00%150,000,000.00%200,000,000.00%NovemberDecember2025FebruaryMarchApril
3,048.62%
189,291,037.73%
AMZN
BTC-USD

Key characteristics

Sharpe Ratio

AMZN:

0.16

BTC-USD:

1.90

Sortino Ratio

AMZN:

0.46

BTC-USD:

2.52

Omega Ratio

AMZN:

1.06

BTC-USD:

1.26

Calmar Ratio

AMZN:

0.17

BTC-USD:

1.68

Martin Ratio

AMZN:

0.50

BTC-USD:

8.54

Ulcer Index

AMZN:

10.58%

BTC-USD:

11.32%

Daily Std Dev

AMZN:

33.83%

BTC-USD:

42.81%

Max Drawdown

AMZN:

-94.40%

BTC-USD:

-93.07%

Current Drawdown

AMZN:

-22.94%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, AMZN achieves a -14.97% return, which is significantly lower than BTC-USD's 0.29% return. Over the past 10 years, AMZN has underperformed BTC-USD with an annualized return of 23.94%, while BTC-USD has yielded a comparatively higher 82.48% annualized return.


AMZN

YTD

-14.97%

1M

-9.32%

6M

0.09%

1Y

5.63%

5Y*

9.16%

10Y*

23.94%

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

AMZN vs. BTC-USD — Risk-Adjusted Performance Rank

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

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for AMZN, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
AMZN: 0.21
BTC-USD: 2.02
The chart of Sortino ratio for AMZN, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
AMZN: 0.55
BTC-USD: 2.62
The chart of Omega ratio for AMZN, currently valued at 1.07, compared to the broader market0.501.001.502.00
AMZN: 1.07
BTC-USD: 1.27
The chart of Calmar ratio for AMZN, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.00
AMZN: 0.04
BTC-USD: 1.81
The chart of Martin ratio for AMZN, currently valued at 0.68, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AMZN: 0.68
BTC-USD: 9.04

The current AMZN Sharpe Ratio is 0.16, which is lower than the BTC-USD Sharpe Ratio of 1.90. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.21
2.02
AMZN
BTC-USD

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.94%
-11.73%
AMZN
BTC-USD

Volatility

AMZN vs. BTC-USD - Volatility Comparison

Amazon.com, Inc. (AMZN) has a higher volatility of 19.59% compared to Bitcoin (BTC-USD) at 16.27%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.59%
16.27%
AMZN
BTC-USD