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

Correlation

The correlation between AMZN and GOOG is 0.64, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

AMZN:

0.35

GOOG:

-0.13

Sortino Ratio

AMZN:

0.65

GOOG:

0.12

Omega Ratio

AMZN:

1.08

GOOG:

1.01

Calmar Ratio

AMZN:

0.32

GOOG:

-0.07

Martin Ratio

AMZN:

0.85

GOOG:

-0.16

Ulcer Index

AMZN:

11.67%

GOOG:

13.66%

Daily Std Dev

AMZN:

34.56%

GOOG:

31.04%

Max Drawdown

AMZN:

-94.40%

GOOG:

-44.60%

Current Drawdown

AMZN:

-15.07%

GOOG:

-19.30%

Fundamentals

Market Cap

AMZN:

$2.23T

GOOG:

$2.01T

EPS

AMZN:

$5.99

GOOG:

$8.88

PE Ratio

AMZN:

34.25

GOOG:

18.63

PEG Ratio

AMZN:

2.33

GOOG:

1.26

PS Ratio

AMZN:

3.43

GOOG:

5.60

PB Ratio

AMZN:

7.30

GOOG:

5.81

Total Revenue (TTM)

AMZN:

$650.31B

GOOG:

$359.71B

Gross Profit (TTM)

AMZN:

$295.09B

GOOG:

$210.76B

EBITDA (TTM)

AMZN:

$115.84B

GOOG:

$149.88B

Returns By Period

In the year-to-date period, AMZN achieves a -6.29% return, which is significantly higher than GOOG's -11.98% return. Over the past 10 years, AMZN has outperformed GOOG with an annualized return of 25.64%, while GOOG has yielded a comparatively lower 20.19% annualized return.


AMZN

YTD

-6.29%

1M

17.93%

6M

1.47%

1Y

11.96%

5Y*

11.31%

10Y*

25.64%

GOOG

YTD

-11.98%

1M

7.67%

6M

-3.50%

1Y

-4.11%

5Y*

19.68%

10Y*

20.19%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AMZN vs. GOOG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMZN
The Risk-Adjusted Performance Rank of AMZN is 6161
Overall Rank
The Sharpe Ratio Rank of AMZN is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6666
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6262
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 4343
Overall Rank
The Sharpe Ratio Rank of GOOG is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 4646
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AMZN Sharpe Ratio is 0.35, which is higher than the GOOG Sharpe Ratio of -0.13. 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.


Loading data...

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 0.48%.


TTM2024
AMZN
Amazon.com, Inc.
0.00%0.00%
GOOG
Alphabet Inc
0.48%0.32%

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.


Loading data...

Volatility

AMZN vs. GOOG - Volatility Comparison

Amazon.com, Inc. (AMZN) and Alphabet Inc (GOOG) have volatilities of 11.76% and 11.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

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


50.00B100.00B150.00B200.00B20212022202320242025
155.67B
90.23B
(AMZN) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

AMZN vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between Amazon.com, Inc. and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%20212022202320242025
34.8%
59.7%
(AMZN) Gross Margin
(GOOG) Gross Margin
AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a gross profit of 54.10B and revenue of 155.67B. Therefore, the gross margin over that period was 34.8%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported an operating income of 18.41B and revenue of 155.67B, resulting in an operating margin of 11.8%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a net income of 17.13B and revenue of 155.67B, resulting in a net margin of 11.0%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.