AMZN vs. RAAX
AMZN (Amazon.com, Inc) is a stock, while RAAX (VanEck Inflation Allocation ETF) is Diversified Portfolio fund actively managed by VanEck. Over the past 5 years, AMZN returned 7.35%/yr vs 13.17%/yr for RAAX. At a 0.25 correlation, their price movements are largely independent.
Performance
AMZN vs. RAAX - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than RAAX's 17.64% return.
AMZN
- 1D
- -1.23%
- 1M
- -9.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 12.47%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
RAAX
- 1D
- 2.26%
- 1M
- -1.84%
- YTD
- 17.64%
- 6M
- 17.56%
- 1Y
- 32.08%
- 3Y*
- 21.35%
- 5Y*
- 13.17%
- 10Y*
- —
AMZN vs. RAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 6.82% |
RAAX VanEck Inflation Allocation ETF | 17.64% | 26.74% | 12.50% | 6.71% | 1.51% | 21.56% | -8.27% | 6.14% | -2.41% |
Correlation
The correlation between AMZN and RAAX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2018 | 0.25 |
The correlation between AMZN and RAAX shifts across timeframes, from 0.08 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. RAAX — Risk / Return Rank
AMZN
RAAX
AMZN vs. RAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and VanEck Inflation Allocation ETF (RAAX). 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.
| AMZN | RAAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.43 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 4.68 | -4.13 |
| Martin ratioReturn relative to average drawdown | 1.29 | 16.90 | -15.61 |
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Drawdowns
AMZN vs. RAAX - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than RAAX's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for AMZN and RAAX.
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Drawdown Indicators
| AMZN | RAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -33.91% | -60.49% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -7.17% | -14.57% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -11.59% | -19.29% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -23.55% | -32.60% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -3.77% | -9.48% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -6.77% | -21.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 1.98% | +7.23% |
Volatility
AMZN vs. RAAX - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to VanEck Inflation Allocation ETF (RAAX) at 4.67%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than RAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | RAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 4.67% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 12.21% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 14.18% | +15.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 15.70% | +19.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 15.79% | +16.69% |
Dividends
AMZN vs. RAAX - Dividend Comparison
AMZN has not paid dividends to shareholders, while RAAX's dividend yield for the trailing twelve months is around 1.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RAAX VanEck Inflation Allocation ETF | 1.99% | 2.34% | 1.91% | 3.66% | 1.53% | 8.72% | 6.27% | 2.37% | 0.56% |
Frequently Asked Questions
AMZN and RAAX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.92%) compared to RAAX (4.67%). In terms of maximum drawdown, AMZN dropped -94.40% vs RAAX's -33.91%.
RAAX currently has the higher Sharpe Ratio (2.37 vs 0.40), 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.
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