AMZN vs. EUN1.DE
AMZN (Amazon.com, Inc) is a stock, while EUN1.DE (iShares STOXX Europe 50 UCITS ETF) is Europe Equities fund tracking the STOXX® Europe 50. Over the past 10 years, AMZN returned 21.19%/yr vs 9.41%/yr for EUN1.DE. At a 0.29 correlation, their price movements are largely independent.
Performance
AMZN vs. EUN1.DE - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while EUN1.DE is traded in EUR. To make them comparable, the EUN1.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 EUN1.DE slightly lower at 6.03%. Over the past 10 years, AMZN has outperformed EUN1.DE with an annualized return of 21.19%, while EUN1.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%
EUN1.DE
- 1D
- 0.89%
- 1M
- 1.10%
- YTD
- 6.03%
- 6M
- 9.45%
- 1Y
- 18.07%
- 3Y*
- 15.07%
- 5Y*
- 10.05%
- 10Y*
- 9.41%
AMZN vs. EUN1.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% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 6.03% | 33.06% | 1.15% | 18.46% | -7.28% | 16.07% | 2.46% | 25.73% | -14.66% | 24.57% |
Correlation
The correlation between AMZN and EUN1.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 30, 2007 | 0.29 |
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Return for Risk
AMZN vs. EUN1.DE — Risk / Return Rank
AMZN
EUN1.DE
AMZN vs. EUN1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and iShares STOXX Europe 50 UCITS ETF (EUN1.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 | EUN1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.22 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.58 | -0.90 |
| Martin ratioReturn relative to average drawdown | 1.64 | 5.38 | -3.75 |
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 | EUN1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.19 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.59 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.54 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.18 | +0.38 |
Drawdowns
AMZN vs. EUN1.DE - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than EUN1.DE's maximum drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for AMZN and EUN1.DE.
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Drawdown Indicators
| AMZN | EUN1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -62.12% | -32.28% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -11.49% | -10.25% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -15.53% | -15.35% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -25.67% | -30.48% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -32.94% | -23.21% |
Current DrawdownCurrent decline from peak | -10.83% | -2.25% | -8.58% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -16.03% | -12.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 3.39% | +5.69% |
Volatility
AMZN vs. EUN1.DE - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.80% compared to iShares STOXX Europe 50 UCITS ETF (EUN1.DE) at 4.76%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than EUN1.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 | EUN1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 4.76% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 12.78% | +7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 15.27% | +14.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 16.94% | +18.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 17.20% | +15.28% |
Dividends
AMZN vs. EUN1.DE - Dividend Comparison
AMZN has not paid dividends to shareholders, while EUN1.DE's dividend yield for the trailing twelve months is around 2.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
Frequently Asked Questions
AMZN and EUN1.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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