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

Correlation

The correlation between AMZN and NVDA is 0.42, 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.


-0.50.00.51.00.4

Performance

AMZN vs. NVDA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
20.78%
10.79%
AMZN
NVDA

Key characteristics

Sharpe Ratio

AMZN:

1.66

NVDA:

3.54

Sortino Ratio

AMZN:

2.27

NVDA:

3.70

Omega Ratio

AMZN:

1.29

NVDA:

1.47

Calmar Ratio

AMZN:

2.06

NVDA:

6.85

Martin Ratio

AMZN:

7.74

NVDA:

21.16

Ulcer Index

AMZN:

5.98%

NVDA:

8.75%

Daily Std Dev

AMZN:

28.01%

NVDA:

52.47%

Max Drawdown

AMZN:

-94.40%

NVDA:

-89.73%

Current Drawdown

AMZN:

-3.38%

NVDA:

-6.18%

Fundamentals

Market Cap

AMZN:

$2.43T

NVDA:

$3.19T

EPS

AMZN:

$4.68

NVDA:

$2.53

PE Ratio

AMZN:

49.39

NVDA:

51.54

PEG Ratio

AMZN:

1.91

NVDA:

0.81

Total Revenue (TTM)

AMZN:

$620.13B

NVDA:

$113.27B

Gross Profit (TTM)

AMZN:

$300.18B

NVDA:

$85.93B

EBITDA (TTM)

AMZN:

$112.91B

NVDA:

$74.87B

Returns By Period

In the year-to-date period, AMZN achieves a 48.12% return, which is significantly lower than NVDA's 182.10% return. Over the past 10 years, AMZN has underperformed NVDA with an annualized return of 30.80%, while NVDA has yielded a comparatively higher 76.08% annualized return.


AMZN

YTD

48.12%

1M

14.17%

6M

21.28%

1Y

46.70%

5Y*

20.32%

10Y*

30.80%

NVDA

YTD

182.10%

1M

-1.60%

6M

18.27%

1Y

186.09%

5Y*

88.32%

10Y*

76.08%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AMZN vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and NVIDIA Corporation (NVDA). 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-4.00-2.000.002.001.663.54
The chart of Sortino ratio for AMZN, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.273.70
The chart of Omega ratio for AMZN, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.47
The chart of Calmar ratio for AMZN, currently valued at 2.06, compared to the broader market0.002.004.006.002.066.85
The chart of Martin ratio for AMZN, currently valued at 7.74, compared to the broader market-5.000.005.0010.0015.0020.0025.007.7421.16
AMZN
NVDA

The current AMZN Sharpe Ratio is 1.66, which is lower than the NVDA Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of AMZN and NVDA, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.66
3.54
AMZN
NVDA

Dividends

AMZN vs. NVDA - Dividend Comparison

AMZN has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

AMZN vs. NVDA - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than NVDA's maximum drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for AMZN and NVDA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.38%
-6.18%
AMZN
NVDA

Volatility

AMZN vs. NVDA - Volatility Comparison

The current volatility for Amazon.com, Inc. (AMZN) is 8.21%, while NVIDIA Corporation (NVDA) has a volatility of 10.81%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
10.81%
AMZN
NVDA

Financials

AMZN vs. NVDA - Financials Comparison

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