AMZN vs. ROBO

Last updated Jun 13, 2026

AMZN (Amazon.com, Inc) is a stock, while ROBO (ROBO Global Robotics & Automation Index ETF) is Robotics fund tracking the ROBO Global Robotics and Automation TR Index. Over the past 10 years, AMZN returned 20.83%/yr vs 13.12%/yr for ROBO. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

AMZN vs. ROBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc (AMZN) and ROBO Global Robotics & Automation Index ETF (ROBO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than ROBO's 19.75% return. Over the past 10 years, AMZN has outperformed ROBO with an annualized return of 20.83%, while ROBO has yielded a comparatively lower 13.12% annualized 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%

ROBO

• 1D: 0.69%
• 1M: -2.34%
• YTD: 19.75%
• 6M: 18.31%
• 1Y: 47.52%
• 3Y*: 12.64%
• 5Y*: 5.51%
• 10Y*: 13.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. ROBO - 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%
ROBO ROBO Global Robotics & Automation Index ETF	19.75%	23.71%	-1.28%	23.74%	-33.92%	15.34%	45.26%	29.51%	-20.92%	44.26%

Correlation

The correlation between AMZN and ROBO is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Oct 22, 2013	0.54

The correlation between AMZN and ROBO shifts across timeframes, from 0.45 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AMZN vs. ROBO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMZN

AMZN Risk / Return Rank: 54
AMZN Sharpe Ratio Rank: 57
AMZN Sortino Ratio Rank: 51
AMZN Omega Ratio Rank: 49
AMZN Calmar Ratio Rank: 55
AMZN Martin Ratio Rank: 57

ROBO

ROBO Risk / Return Rank: 61
ROBO Sharpe Ratio Rank: 64
ROBO Sortino Ratio Rank: 60
ROBO Omega Ratio Rank: 59
ROBO Calmar Ratio Rank: 59
ROBO Martin Ratio Rank: 63

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMZN vs. ROBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and ROBO Global Robotics & Automation Index ETF (ROBO). 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	ROBO	Difference
Sharpe ratio: Return per unit of total volatility	0.40	1.82	-1.43
Sortino ratio: Return per unit of downside risk	0.76	2.45	-1.69
Omega ratio: Gain probability vs. loss probability	1.09	1.31	-0.22
Calmar ratio: Return relative to maximum drawdown	0.55	2.58	-2.03
Martin ratio: Return relative to average drawdown	1.29	9.88	-8.58

AMZN vs. ROBO - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.40, which is lower than the ROBO Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of AMZN and ROBO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AMZN vs. ROBO - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than ROBO's maximum drawdown of -43.65%. Use the drawdown chart below to compare losses from any high point for AMZN and ROBO.

Drawdown Indicators

	AMZN	ROBO	Difference
Max Drawdown Largest peak-to-trough decline	-94.40%	-43.65%	-50.75%
Max Drawdown (1Y) Largest decline over 1 year	-21.74%	-17.35%	-4.39%
Max Drawdown (3Y) Largest decline over 3 years	-30.88%	-27.92%	-2.96%
Max Drawdown (5Y) Largest decline over 5 years	-56.15%	-43.65%	-12.50%
Max Drawdown (10Y) Largest decline over 10 years	-56.15%	-43.65%	-12.50%
Current Drawdown Current decline from peak	-13.25%	-8.12%	-5.13%
Average Drawdown Average peak-to-trough decline	-28.19%	-12.92%	-15.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.21%	4.53%	+4.68%

Volatility

AMZN vs. ROBO - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while ROBO Global Robotics & Automation Index ETF (ROBO) has a volatility of 10.66%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than ROBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMZN	ROBO	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.92%	10.66%	-2.74%
Volatility (6M) Calculated over the trailing 6-month period	20.73%	19.92%	+0.81%
Volatility (1Y) Calculated over the trailing 1-year period	30.13%	24.56%	+5.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.53%	23.92%	+11.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.48%	23.30%	+9.18%

Dividends

AMZN vs. ROBO - Dividend Comparison

AMZN has not paid dividends to shareholders, while ROBO's dividend yield for the trailing twelve months is around 0.35%.

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%
ROBO ROBO Global Robotics & Automation Index ETF	0.35%	0.42%	0.55%	0.05%	0.00%	0.18%	0.20%	0.37%	0.37%	0.02%	0.19%	0.28%

Frequently Asked Questions

Can I hold both AMZN and ROBO in my portfolio?

AMZN and ROBO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AMZN or ROBO?

ROBO has higher volatility (10.66%) compared to AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs ROBO's -43.65%.

Which has better risk-adjusted returns?

ROBO currently has the higher Sharpe Ratio (1.82 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.