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AMZN vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AMZNGOOGL
YTD Return18.36%8.00%
1Y Return84.93%49.33%
3Y Return (Ann)5.63%14.24%
5Y Return (Ann)15.13%20.77%
10Y Return (Ann)26.71%18.36%
Sharpe Ratio2.791.73
Daily Std Dev29.92%27.25%
Max Drawdown-94.40%-65.29%
Current Drawdown-3.61%-1.72%

Fundamentals


AMZNGOOGL
Market Cap$1.86T$1.88T
EPS$2.90$5.81
PE Ratio61.6825.95
PEG Ratio2.421.58
Revenue (TTM)$574.78B$307.39B
Gross Profit (TTM)$225.15B$156.63B
EBITDA (TTM)$85.52B$100.17B

Correlation

0.58
-1.001.00

The correlation between AMZN and GOOGL is 0.58, 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. GOOGL - Performance Comparison

In the year-to-date period, AMZN achieves a 18.36% return, which is significantly higher than GOOGL's 8.00% return. Over the past 10 years, AMZN has outperformed GOOGL with an annualized return of 26.71%, while GOOGL has yielded a comparatively lower 18.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%OctoberNovemberDecember2024FebruaryMarch
9,210.38%
5,908.84%
AMZN
GOOGL

Compare stocks, funds, or ETFs


Amazon.com, Inc.

Alphabet Inc.

Risk-Adjusted Performance

AMZN vs. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and Alphabet Inc. (GOOGL). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMZN
Amazon.com, Inc.
2.79
GOOGL
Alphabet Inc.
1.73

AMZN vs. GOOGL - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 2.79, which is higher than the GOOGL Sharpe Ratio of 1.73. The chart below compares the 12-month rolling Sharpe Ratio of AMZN and GOOGL.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.79
1.73
AMZN
GOOGL

Dividends

AMZN vs. GOOGL - Dividend Comparison

Neither AMZN nor GOOGL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMZN vs. GOOGL - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than GOOGL's maximum drawdown of -65.29%. The drawdown chart below compares losses from any high point along the way for AMZN and GOOGL


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.61%
-1.72%
AMZN
GOOGL

Volatility

AMZN vs. GOOGL - Volatility Comparison

The current volatility for Amazon.com, Inc. (AMZN) is 5.84%, while Alphabet Inc. (GOOGL) has a volatility of 7.70%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than GOOGL 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%OctoberNovemberDecember2024FebruaryMarch
5.84%
7.70%
AMZN
GOOGL