AMZN vs. BTCO
AMZN (Amazon.com, Inc) is a stock, while BTCO (Invesco Galaxy Bitcoin ETF) is Cryptocurrency fund tracking the Lukka Prime Reference Bitcoin Rate. Over the past year, AMZN returned 10.55% vs -44.68% for BTCO. At a 0.30 correlation, their price movements are largely independent.
Performance
AMZN vs. BTCO - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 8.31% return, which is significantly higher than BTCO's -25.69% return.
AMZN
- 1D
- 1.12%
- 1M
- 2.29%
- 6M
- 4.55%
- YTD
- 8.31%
- 1Y
- 10.55%
- 3Y*
- 24.35%
- 5Y*
- 6.88%
- 10Y*
- 20.97%
- ALL TIME*
- 29.87%
BTCO
- 1D
- 1.54%
- 1M
- 3.42%
- 6M
- -31.95%
- YTD
- -25.69%
- 1Y
- -44.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.50%
AMZN vs. BTCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMZN Amazon.com, Inc | 8.31% | 5.21% | 42.71% |
BTCO Invesco Galaxy Bitcoin ETF | -25.69% | -6.58% | 93.87% |
Correlation
The correlation between AMZN and BTCO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.30 |
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Return for Risk
AMZN vs. BTCO — Risk / Return Rank
AMZN
BTCO
AMZN vs. BTCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Invesco Galaxy Bitcoin ETF (BTCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMZN | BTCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.83 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.84 | +1.33 |
| Martin ratioReturn relative to average drawdown | 1.07 | -1.34 | +2.41 |
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Drawdowns
AMZN vs. BTCO - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than BTCO's maximum drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for AMZN and BTCO.
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Drawdown Indicators
| AMZN | BTCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -53.33% | -41.07% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -53.33% | +31.59% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -55.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -9.09% | -48.23% | +39.14% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -17.70% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.92% | 33.39% | -23.47% |
Volatility
AMZN vs. BTCO - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 9.15%, while Invesco Galaxy Bitcoin ETF (BTCO) has a volatility of 10.57%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than BTCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | BTCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 10.57% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 21.93% | 34.51% | -12.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 44.25% | -13.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.70% | 49.38% | -13.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.61% | 49.38% | -16.77% |
Dividends
AMZN vs. BTCO - Dividend Comparison
Neither AMZN nor BTCO has paid dividends to shareholders.
Frequently Asked Questions
AMZN and BTCO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTCO has higher volatility (10.57%) compared to AMZN (9.15%). In terms of maximum drawdown, AMZN dropped -94.40% vs BTCO's -53.33%.
AMZN currently has the higher Sharpe Ratio (0.34 vs -1.01), 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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