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AMZN vs. MNDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMZN vs. MNDY - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMZN achieves a 17.66% return, which is significantly higher than MNDY's -40.94% return.


AMZN

1D
15.32%
1M
12.36%
6M
13.49%
YTD
17.66%
1Y
16.01%
3Y*
27.29%
5Y*
10.30%
10Y*
21.72%
ALL TIME*
30.20%

MNDY

1D
-1.15%
1M
14.28%
6M
-24.05%
YTD
-40.94%
1Y
-66.77%
3Y*
-21.16%
5Y*
-17.00%
10Y*
ALL TIME*
-12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$13.00B$11.21B$12.30B
$163.67M$119.11M$139.48M

AMZN vs. MNDY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AMZN
Amazon.com, Inc
17.66%5.21%44.39%80.88%-49.62%1.62%
MNDY
monday.com Ltd.
-40.94%-37.33%25.36%53.94%-60.48%78.30%

Correlation

The correlation between AMZN and MNDY is 0.23, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.23

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2021

0.46

Over the past year, the correlation between AMZN and MNDY has dropped to 0.23 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

AMZN:

$2.92T

MNDY:

$4.42B

EPS

AMZN:

$12.44

MNDY:

$2.31

PE Ratio

AMZN:

21.82

MNDY:

37.74

PEG Ratio

AMZN:

0.53

MNDY:

0.15

PS Ratio

AMZN:

3.81

MNDY:

3.46

PB Ratio

AMZN:

5.37

MNDY:

5.61

Total Revenue (TTM)

AMZN:

$775.68B

MNDY:

$1.30B

Gross Profit (TTM)

AMZN:

$393.81B

MNDY:

$1.16B

EBITDA (TTM)

AMZN:

$254.00B

MNDY:

$62.24M

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Return for Risk

AMZN vs. MNDY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMZN
AMZN Risk / Return Rank: 6060
Overall Rank
AMZN Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5858
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5656
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6262
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6161
Martin Ratio Rank

MNDY
MNDY Risk / Return Rank: 88
Overall Rank
MNDY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MNDY Sortino Ratio Rank: 66
Sortino Ratio Rank
MNDY Omega Ratio Rank: 55
Omega Ratio Rank
MNDY Calmar Ratio Rank: 1010
Calmar Ratio Rank
MNDY Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMZN vs. MNDY - Risk-Adjusted Trends Comparison

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


AMZNMNDYDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.11

0.79

+0.32

Calmar ratioReturn relative to maximum drawdown

0.74

-0.87

+1.61

Martin ratioReturn relative to average drawdown

1.58

-1.20

+2.78

AMZN vs. MNDY - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.46, which is higher than the MNDY Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of AMZN and MNDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMZN vs. MNDY - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than MNDY's maximum drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for AMZN and MNDY.


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Drawdown Indicators


AMZNMNDYDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-86.78%

-7.62%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-77.25%

+55.51%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-82.07%

+51.19%

Max Drawdown (5Y)

Largest decline over 5 years

-55.73%

-86.78%

+31.05%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-1.24%

-80.40%

+79.16%

Average Drawdown

Average peak-to-trough decline

-28.11%

-55.02%

+26.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

56.15%

-45.89%

Volatility

AMZN vs. MNDY - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 16.52%, while monday.com Ltd. (MNDY) has a volatility of 18.12%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than MNDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZNMNDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.52%

18.12%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

26.50%

51.63%

-25.13%

Volatility (1Y)

Calculated over the trailing 1-year period

35.20%

67.90%

-32.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.27%

71.82%

-35.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.00%

71.59%

-38.59%

Dividends

AMZN vs. MNDY - Dividend Comparison

Neither AMZN nor MNDY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

AMZN vs. MNDY - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc and monday.com Ltd.. 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

AMZN vs. MNDY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Amazon.com, Inc reported a gross profit of 104.83B and revenue of 200.61B. Therefore, the gross margin over that period was 52.3%.

MNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, monday.com Ltd. reported a gross profit of 313.14M and revenue of 351.27M. Therefore, the gross margin over that period was 89.2%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Amazon.com, Inc reported an operating income of 27.46B and revenue of 200.61B, resulting in an operating margin of 13.7%.

MNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, monday.com Ltd. reported an operating income of 19.75M and revenue of 351.27M, resulting in an operating margin of 5.6%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Amazon.com, Inc reported a net income of 62.65B and revenue of 200.61B, resulting in a net margin of 31.2%.

MNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, monday.com Ltd. reported a net income of 28.03M and revenue of 351.27M, resulting in a net margin of 8.0%.


Frequently Asked Questions


AMZN and MNDY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNDY has higher volatility (18.12%) compared to AMZN (16.52%). In terms of maximum drawdown, AMZN dropped -94.40% vs MNDY's -86.78%.

AMZN currently has the higher Sharpe Ratio (0.46 vs -0.99), 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.

Portfolio Optimizer

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