AMZN vs. FLLA
AMZN (Amazon.com, Inc) is a stock, while FLLA (Franklin FTSE Latin America ETF) is Latin America Equities fund tracking the FTSE Latin America RIC Capped Index. Over the past 5 years, AMZN returned 4.89%/yr vs 9.29%/yr for FLLA. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
AMZN vs. FLLA - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 0.56% return, which is significantly lower than FLLA's 14.21% return.
AMZN
- 1D
- -0.66%
- 1M
- 2.25%
- 6M
- -2.95%
- YTD
- 0.56%
- 1Y
- 0.29%
- 3Y*
- 21.59%
- 5Y*
- 4.89%
- 10Y*
- 20.23%
- ALL TIME*
- 29.53%
FLLA
- 1D
- -0.61%
- 1M
- 2.56%
- 6M
- -0.13%
- YTD
- 14.21%
- 1Y
- 37.04%
- 3Y*
- 10.65%
- 5Y*
- 9.29%
- 10Y*
- —
- ALL TIME*
- 6.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZN Amazon.com, Inc | $9.21B | $12.90B | $12.21B |
| $721.85K | $757.25K | $1.17M |
AMZN vs. FLLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.56% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | -14.43% |
FLLA Franklin FTSE Latin America ETF | 14.21% | 51.81% | -26.89% | 32.71% | 7.78% | -8.93% | -15.08% | 19.59% | -2.78% |
Correlation
The correlation between AMZN and FLLA is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2018 | 0.30 |
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Return for Risk
AMZN vs. FLLA — Risk / Return Rank
AMZN
FLLA
AMZN vs. FLLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Franklin FTSE Latin America ETF (FLLA). 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 | FLLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.30 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 2.67 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.01 | 6.62 | -6.63 |
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Drawdowns
AMZN vs. FLLA - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than FLLA's maximum drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for AMZN and FLLA.
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Drawdown Indicators
| AMZN | FLLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -53.88% | -40.52% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -13.75% | -7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -27.76% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -55.73% | -28.32% | -27.41% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -15.59% | -9.71% | -5.88% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -13.43% | -14.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 5.53% | +4.53% |
Volatility
AMZN vs. FLLA - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 8.77% compared to Franklin FTSE Latin America ETF (FLLA) at 4.59%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | FLLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 4.59% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 17.69% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.47% | 21.61% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 22.74% | +13.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.63% | 27.39% | +5.24% |
Dividends
AMZN vs. FLLA - Dividend Comparison
AMZN has not paid dividends to shareholders, while FLLA's dividend yield for the trailing twelve months is around 4.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLLA Franklin FTSE Latin America ETF | 4.80% | 6.06% | 7.04% | 5.45% | 9.55% | 7.60% | 2.12% | 3.18% | 0.48% |
Frequently Asked Questions
AMZN and FLLA have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (8.77%) compared to FLLA (4.59%). In terms of maximum drawdown, AMZN dropped -94.40% vs FLLA's -53.88%.
FLLA currently has the higher Sharpe Ratio (1.70 vs -0.00), 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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