AMZN vs. ETSZ.DE
AMZN (Amazon.com, Inc) is a stock, while ETSZ.DE (BNP Paribas Easy STOXX Europe 600 UCITS ETF) is Europe Equities fund tracking the STOXX® Europe 600. Over the past 10 years, AMZN returned 21.19%/yr vs 9.41%/yr for ETSZ.DE. At a 0.28 correlation, their price movements are largely independent.
Performance
AMZN vs. ETSZ.DE - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while ETSZ.DE is traded in EUR. To make them comparable, the ETSZ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with AMZN having a 6.24% return and ETSZ.DE slightly lower at 5.99%. Over the past 10 years, AMZN has outperformed ETSZ.DE with an annualized return of 21.19%, while ETSZ.DE has yielded a comparatively lower 9.41% annualized return.
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
ETSZ.DE
- 1D
- 0.70%
- 1M
- 0.96%
- YTD
- 5.99%
- 6M
- 9.60%
- 1Y
- 17.85%
- 3Y*
- 16.81%
- 5Y*
- 8.60%
- 10Y*
- 9.41%
AMZN vs. ETSZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 6.24% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 5.99% | 35.96% | 2.03% | 19.26% | -15.25% | 15.04% | 8.13% | 26.14% | -15.35% | 26.27% |
Correlation
The correlation between AMZN and ETSZ.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2013 | 0.28 |
The correlation between AMZN and ETSZ.DE shifts across timeframes, from 0.26 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. ETSZ.DE — Risk / Return Rank
AMZN
ETSZ.DE
AMZN vs. ETSZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). 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.
| AMZN | ETSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.60 | -0.92 |
| Martin ratioReturn relative to average drawdown | 1.64 | 5.70 | -4.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMZN | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.22 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.48 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.53 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.40 | +0.16 |
Drawdowns
AMZN vs. ETSZ.DE - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than ETSZ.DE's maximum drawdown of -35.67%. Use the drawdown chart below to compare losses from any high point for AMZN and ETSZ.DE.
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Drawdown Indicators
| AMZN | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -35.67% | -58.73% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -11.30% | -10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -15.08% | -15.80% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -32.15% | -24.00% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -35.67% | -20.48% |
Current DrawdownCurrent decline from peak | -10.83% | -1.97% | -8.86% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -7.72% | -20.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 3.18% | +5.90% |
Volatility
AMZN vs. ETSZ.DE - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.80% compared to BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) at 4.93%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than ETSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 4.93% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 12.30% | +8.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 14.80% | +15.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 17.62% | +17.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 17.77% | +14.71% |
Dividends
AMZN vs. ETSZ.DE - Dividend Comparison
Neither AMZN nor ETSZ.DE has paid dividends to shareholders.
Frequently Asked Questions
AMZN and ETSZ.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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