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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.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%100,000.00%200,000.00%300,000.00%400,000.00%NovemberDecember2025FebruaryMarchApril
6,149.43%
292,852.13%
AMZN
NVDA

Key characteristics

Sharpe Ratio

AMZN:

0.23

NVDA:

0.39

Sortino Ratio

AMZN:

0.51

NVDA:

0.89

Omega Ratio

AMZN:

1.06

NVDA:

1.11

Calmar Ratio

AMZN:

0.31

NVDA:

0.77

Martin Ratio

AMZN:

0.78

NVDA:

1.85

Ulcer Index

AMZN:

8.36%

NVDA:

11.84%

Daily Std Dev

AMZN:

28.56%

NVDA:

56.29%

Max Drawdown

AMZN:

-94.40%

NVDA:

-89.73%

Current Drawdown

AMZN:

-20.61%

NVDA:

-26.28%

Fundamentals

Market Cap

AMZN:

$2.04T

NVDA:

$2.69T

EPS

AMZN:

$5.54

NVDA:

$2.94

PE Ratio

AMZN:

34.69

NVDA:

37.47

PEG Ratio

AMZN:

1.62

NVDA:

1.06

Total Revenue (TTM)

AMZN:

$494.65B

NVDA:

$130.50B

Gross Profit (TTM)

AMZN:

$240.99B

NVDA:

$97.86B

EBITDA (TTM)

AMZN:

$97.44B

NVDA:

$86.14B

Returns By Period

In the year-to-date period, AMZN achieves a -12.41% return, which is significantly higher than NVDA's -17.97% return. Over the past 10 years, AMZN has underperformed NVDA with an annualized return of 26.37%, while NVDA has yielded a comparatively higher 71.48% annualized return.


AMZN

YTD

-12.41%

1M

-9.47%

6M

3.80%

1Y

6.19%

5Y*

14.97%

10Y*

26.37%

NVDA

YTD

-17.97%

1M

-11.82%

6M

-5.84%

1Y

21.93%

5Y*

77.27%

10Y*

71.48%

*Annualized

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Risk-Adjusted Performance

AMZN vs. NVDA — 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 5959
Overall Rank
The Sharpe Ratio Rank of AMZN is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6363
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 6969
Overall Rank
The Sharpe Ratio Rank of NVDA is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 6363
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8080
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7171
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. 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 0.23, compared to the broader market-2.00-1.000.001.002.003.00
AMZN: 0.23
NVDA: 0.39
The chart of Sortino ratio for AMZN, currently valued at 0.51, compared to the broader market-6.00-4.00-2.000.002.004.00
AMZN: 0.51
NVDA: 0.89
The chart of Omega ratio for AMZN, currently valued at 1.06, compared to the broader market0.501.001.502.00
AMZN: 1.06
NVDA: 1.11
The chart of Calmar ratio for AMZN, currently valued at 0.31, compared to the broader market0.001.002.003.004.005.00
AMZN: 0.31
NVDA: 0.77
The chart of Martin ratio for AMZN, currently valued at 0.78, compared to the broader market-5.000.005.0010.0015.0020.00
AMZN: 0.78
NVDA: 1.85

The current AMZN Sharpe Ratio is 0.23, which is lower than the NVDA Sharpe Ratio of 0.39. 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.23
0.39
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 0.03%.


TTM20242023202220212020201920182017201620152014
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
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.61%
-26.28%
AMZN
NVDA

Volatility

AMZN vs. NVDA - Volatility Comparison

The current volatility for Amazon.com, Inc. (AMZN) is 9.37%, while NVIDIA Corporation (NVDA) has a volatility of 14.94%. 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%NovemberDecember2025FebruaryMarchApril
9.37%
14.94%
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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