AMZN vs. GOOGL
Compare and contrast key facts about Amazon.com, Inc. (AMZN) and Alphabet Inc. (GOOGL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZN or GOOGL.
Key characteristics
AMZN | GOOGL | |
---|---|---|
YTD Return | 18.36% | 8.00% |
1Y Return | 84.93% | 49.33% |
3Y Return (Ann) | 5.63% | 14.24% |
5Y Return (Ann) | 15.13% | 20.77% |
10Y Return (Ann) | 26.71% | 18.36% |
Sharpe Ratio | 2.79 | 1.73 |
Daily Std Dev | 29.92% | 27.25% |
Max Drawdown | -94.40% | -65.29% |
Current Drawdown | -3.61% | -1.72% |
Fundamentals
AMZN | GOOGL | |
---|---|---|
Market Cap | $1.86T | $1.88T |
EPS | $2.90 | $5.81 |
PE Ratio | 61.68 | 25.95 |
PEG Ratio | 2.42 | 1.58 |
Revenue (TTM) | $574.78B | $307.39B |
Gross Profit (TTM) | $225.15B | $156.63B |
EBITDA (TTM) | $85.52B | $100.17B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Amazon.com, Inc. | 2.79 | ||||
Alphabet Inc. | 1.73 |
Dividends
AMZN vs. GOOGL - Dividend Comparison
Neither AMZN nor GOOGL has paid dividends to shareholders.
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
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.