AMZN vs. REET
AMZN (Amazon.com, Inc) is a stock, while REET (iShares Global REIT ETF) is REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index. Over the past 10 years, AMZN returned 20.83%/yr vs 4.50%/yr for REET. At a 0.32 correlation, their price movements are largely independent.
Performance
AMZN vs. REET - 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 REET's 12.42% return. Over the past 10 years, AMZN has outperformed REET with an annualized return of 20.83%, while REET has yielded a comparatively lower 4.50% annualized return.
AMZN
- 1D
- -1.23%
- 1M
- -11.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 11.87%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
REET
- 1D
- 0.76%
- 1M
- 2.38%
- YTD
- 12.42%
- 6M
- 13.41%
- 1Y
- 15.04%
- 3Y*
- 10.34%
- 5Y*
- 2.51%
- 10Y*
- 4.50%
AMZN vs. REET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
REET iShares Global REIT ETF | 12.42% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
Correlation
The correlation between AMZN and REET is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.32 |
The correlation between AMZN and REET shifts across timeframes, from 0.12 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. REET — Risk / Return Rank
AMZN
REET
AMZN vs. REET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and iShares Global REIT ETF (REET). 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 | REET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.22 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 1.67 | -1.12 |
| Martin ratioReturn relative to average drawdown | 1.29 | 6.00 | -4.71 |
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Drawdowns
AMZN vs. REET - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for AMZN and REET.
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Drawdown Indicators
| AMZN | REET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -44.59% | -49.81% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -9.04% | -12.70% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -18.02% | -12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -32.11% | -24.04% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -44.59% | -11.56% |
Current DrawdownCurrent decline from peak | -13.25% | 0.00% | -13.25% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -9.76% | -18.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 2.52% | +6.69% |
Volatility
AMZN vs. REET - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to iShares Global REIT ETF (REET) at 4.16%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | REET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 4.16% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 9.07% | +11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 12.31% | +17.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 16.97% | +18.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 18.85% | +13.63% |
Dividends
AMZN vs. REET - Dividend Comparison
AMZN has not paid dividends to shareholders, while REET's dividend yield for the trailing twelve months is around 3.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
REET iShares Global REIT ETF | 3.29% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
Frequently Asked Questions
AMZN and REET have a correlation of 0.12, 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 REET (4.16%). In terms of maximum drawdown, AMZN dropped -94.40% vs REET's -44.59%.
REET currently has the higher Sharpe Ratio (1.23 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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