AMZN vs. ETH-USD
AMZN (Amazon.com, Inc) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, AMZN returned 20.83%/yr vs 57.05%/yr for ETH-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
AMZN vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 3.35% return, which is significantly higher than ETH-USD's -43.34% return. Over the past 10 years, AMZN has underperformed ETH-USD with an annualized return of 20.83%, while ETH-USD has yielded a comparatively higher 57.05% annualized return.
AMZN
- 1D
- -1.23%
- 1M
- -10.73%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 12.47%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
AMZN vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between AMZN and ETH-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.14 |
The correlation between AMZN and ETH-USD shifts across timeframes, from 0.14 (all time) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. ETH-USD — Risk / Return Rank
AMZN
ETH-USD
AMZN vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Ethereum (ETH-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.
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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.96 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.52 | +1.06 |
| Martin ratioReturn relative to average drawdown | 1.29 | -0.89 | +2.18 |
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Drawdowns
AMZN vs. ETH-USD - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for AMZN and ETH-USD.
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Drawdown Indicators
| AMZN | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -94.01% | -0.39% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -67.53% | +45.79% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -67.53% | +36.65% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -79.35% | +23.20% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -94.01% | +37.86% |
Current DrawdownCurrent decline from peak | -13.25% | -65.20% | +51.95% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -50.89% | +22.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 45.49% | -36.28% |
Volatility
AMZN vs. ETH-USD - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 17.20% | -9.28% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 46.29% | -25.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 56.08% | -25.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 59.55% | -24.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 77.88% | -45.40% |
Frequently Asked Questions
AMZN and ETH-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs ETH-USD's -94.01%.
AMZN currently has the higher Sharpe Ratio (0.40 vs -0.52), 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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