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AMZN vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMZN and GOOG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

AMZN vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc. (AMZN) and Alphabet Inc. (GOOG). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
1,249.20%
592.37%
AMZN
GOOG

Key characteristics

Sharpe Ratio

AMZN:

1.66

GOOG:

1.40

Sortino Ratio

AMZN:

2.27

GOOG:

1.94

Omega Ratio

AMZN:

1.29

GOOG:

1.26

Calmar Ratio

AMZN:

2.06

GOOG:

1.74

Martin Ratio

AMZN:

7.74

GOOG:

4.27

Ulcer Index

AMZN:

5.98%

GOOG:

9.07%

Daily Std Dev

AMZN:

28.01%

GOOG:

27.69%

Max Drawdown

AMZN:

-94.40%

GOOG:

-44.60%

Current Drawdown

AMZN:

-3.38%

GOOG:

-1.10%

Fundamentals

Market Cap

AMZN:

$2.43T

GOOG:

$2.40T

EPS

AMZN:

$4.68

GOOG:

$7.55

PE Ratio

AMZN:

49.39

GOOG:

26.11

PEG Ratio

AMZN:

1.91

GOOG:

1.24

Total Revenue (TTM)

AMZN:

$620.13B

GOOG:

$339.76B

Gross Profit (TTM)

AMZN:

$300.18B

GOOG:

$196.73B

EBITDA (TTM)

AMZN:

$112.91B

GOOG:

$121.22B

Returns By Period

In the year-to-date period, AMZN achieves a 48.12% return, which is significantly higher than GOOG's 39.57% return. Over the past 10 years, AMZN has outperformed GOOG with an annualized return of 30.80%, while GOOG has yielded a comparatively lower 22.19% annualized return.


AMZN

YTD

48.12%

1M

14.17%

6M

21.28%

1Y

46.70%

5Y*

20.32%

10Y*

30.80%

GOOG

YTD

39.57%

1M

17.80%

6M

8.67%

1Y

37.82%

5Y*

24.03%

10Y*

22.19%

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Risk-Adjusted Performance

AMZN vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and Alphabet Inc. (GOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.661.40
The chart of Sortino ratio for AMZN, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.271.94
The chart of Omega ratio for AMZN, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.26
The chart of Calmar ratio for AMZN, currently valued at 2.06, compared to the broader market0.002.004.006.002.061.74
The chart of Martin ratio for AMZN, currently valued at 7.74, compared to the broader market-5.000.005.0010.0015.0020.0025.007.744.27
AMZN
GOOG

The current AMZN Sharpe Ratio is 1.66, which is comparable to the GOOG Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AMZN and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.66
1.40
AMZN
GOOG

Dividends

AMZN vs. GOOG - Dividend Comparison

AMZN has not paid dividends to shareholders, while GOOG's dividend yield for the trailing twelve months is around 0.31%.


TTM
AMZN
Amazon.com, Inc.
0.00%
GOOG
Alphabet Inc.
0.31%

Drawdowns

AMZN vs. GOOG - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for AMZN and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.38%
-1.10%
AMZN
GOOG

Volatility

AMZN vs. GOOG - Volatility Comparison

The current volatility for Amazon.com, Inc. (AMZN) is 8.21%, while Alphabet Inc. (GOOG) has a volatility of 9.90%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
9.90%
AMZN
GOOG

Financials

AMZN vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc. and Alphabet Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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