AMZN vs. BUG
AMZN (Amazon.com, Inc) is a stock, while BUG (Global X Cybersecurity ETF) is Technology Equities fund tracking the Indxx Cybersecurity Index. Over the past 5 years, AMZN returned 7.35%/yr vs 4.13%/yr for BUG. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
AMZN vs. BUG - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than BUG's 11.98% return.
AMZN
- 1D
- -1.23%
- 1M
- -9.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 12.47%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
BUG
- 1D
- -0.12%
- 1M
- 7.70%
- YTD
- 11.98%
- 6M
- 6.60%
- 1Y
- -4.42%
- 3Y*
- 11.66%
- 5Y*
- 4.13%
- 10Y*
- —
AMZN vs. BUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 3.81% |
BUG Global X Cybersecurity ETF | 11.98% | -5.04% | 9.59% | 41.40% | -33.63% | 13.24% | 70.83% | 6.21% |
Correlation
The correlation between AMZN and BUG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2019 | 0.56 |
Over the past year, the correlation between AMZN and BUG has dropped to 0.29 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
AMZN vs. BUG — Risk / Return Rank
AMZN
BUG
AMZN vs. BUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Global X Cybersecurity ETF (BUG). 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 | BUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.14 | +0.69 |
| Martin ratioReturn relative to average drawdown | 1.29 | -0.29 | +1.58 |
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Drawdowns
AMZN vs. BUG - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than BUG's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for AMZN and BUG.
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Drawdown Indicators
| AMZN | BUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -41.66% | -52.74% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -37.69% | +15.95% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -37.69% | +6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -41.66% | -14.49% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -11.52% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -14.39% | -13.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 18.44% | -9.23% |
Volatility
AMZN vs. BUG - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while Global X Cybersecurity ETF (BUG) has a volatility of 14.21%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than BUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | BUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 14.21% | -6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 26.24% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 31.11% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 28.51% | +7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 29.32% | +3.16% |
Dividends
AMZN vs. BUG - Dividend Comparison
AMZN has not paid dividends to shareholders, while BUG's dividend yield for the trailing twelve months is around 0.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BUG Global X Cybersecurity ETF | 0.03% | 0.04% | 0.09% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% |
Frequently Asked Questions
AMZN and BUG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUG has higher volatility (14.21%) compared to AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs BUG's -41.66%.
AMZN currently has the higher Sharpe Ratio (0.40 vs -0.17), 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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