AMZN vs. ETH-USD
Compare and contrast key facts about Amazon.com, Inc. (AMZN) and Ethereum (ETH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZN or ETH-USD.
Key characteristics
| AMZN | ETH-USD | |
|---|---|---|
| YTD Return | 18.17% | 41.13% |
| 1Y Return | 69.04% | 74.73% |
| 3Y Return (Ann) | 2.44% | 13.34% |
| 5Y Return (Ann) | 13.58% | 83.57% |
| Sharpe Ratio | 2.31 | 2.31 |
| Daily Std Dev | 29.32% | 41.70% |
| Max Drawdown | -94.40% | -93.96% |
| Current Drawdown | -5.03% | -33.09% |
Correlation
The correlation between AMZN and ETH-USD is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AMZN vs. ETH-USD - Performance Comparison
In the year-to-date period, AMZN achieves a 18.17% return, which is significantly lower than ETH-USD's 41.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMZN vs. ETH-USD - Risk-Adjusted Performance 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.
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 -93.96%. Use the drawdown chart below to compare losses from any high point for AMZN and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
AMZN vs. ETH-USD - Volatility Comparison
The current volatility for Amazon.com, Inc. (AMZN) is 5.79%, while Ethereum (ETH-USD) has a volatility of 19.46%. 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.