AMZN vs. EMXC
AMZN (Amazon.com, Inc) is a stock, while EMXC (iShares MSCI Emerging Markets ex China ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. Over the past 5 years, AMZN returned 7.58%/yr vs 13.21%/yr for EMXC. At a 0.44 correlation, their price movements are largely independent.
Performance
AMZN vs. EMXC - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 6.59% return, which is significantly lower than EMXC's 42.50% return.
AMZN
- 1D
- 3.13%
- 1M
- -6.86%
- YTD
- 6.59%
- 6M
- 10.55%
- 1Y
- 15.99%
- 3Y*
- 25.16%
- 5Y*
- 7.58%
- 10Y*
- 21.42%
EMXC
- 1D
- 3.83%
- 1M
- 10.65%
- YTD
- 42.50%
- 6M
- 47.59%
- 1Y
- 74.22%
- 3Y*
- 27.88%
- 5Y*
- 13.21%
- 10Y*
- —
AMZN vs. EMXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 6.59% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 12.46% |
EMXC iShares MSCI Emerging Markets ex China ETF | 42.50% | 35.14% | 2.68% | 18.96% | -19.56% | 8.54% | 12.76% | 15.80% | -12.96% | 7.16% |
Correlation
The correlation between AMZN and EMXC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2017 | 0.44 |
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Return for Risk
AMZN vs. EMXC — Risk / Return Rank
AMZN
EMXC
AMZN vs. EMXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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 | EMXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.56 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 5.18 | -4.44 |
| Martin ratioReturn relative to average drawdown | 1.74 | 19.92 | -18.19 |
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Drawdowns
AMZN vs. EMXC - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for AMZN and EMXC.
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Drawdown Indicators
| AMZN | EMXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -42.81% | -51.59% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -14.41% | -7.33% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -19.12% | -11.76% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -28.91% | -27.24% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -10.53% | -0.45% | -10.08% |
Average DrawdownAverage peak-to-trough decline | -28.18% | -10.17% | -18.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | 3.74% | +5.49% |
Volatility
AMZN vs. EMXC - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 8.70%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 13.30%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | EMXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 13.30% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 20.94% | 22.16% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.34% | 24.16% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.57% | 18.08% | +17.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.51% | 20.10% | +12.41% |
Dividends
AMZN vs. EMXC - Dividend Comparison
AMZN has not paid dividends to shareholders, while EMXC's dividend yield for the trailing twelve months is around 2.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMXC iShares MSCI Emerging Markets ex China ETF | 2.56% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% |
Frequently Asked Questions
AMZN and EMXC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMXC has higher volatility (13.30%) compared to AMZN (8.70%). In terms of maximum drawdown, AMZN dropped -94.40% vs EMXC's -42.81%.
EMXC currently has the higher Sharpe Ratio (3.09 vs 0.53), 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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