AMZN vs. SCHF
AMZN (Amazon.com, Inc) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 10 years, AMZN returned 20.23%/yr vs 10.07%/yr for SCHF. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
AMZN vs. SCHF - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 0.56% return, which is significantly lower than SCHF's 13.16% return. Over the past 10 years, AMZN has outperformed SCHF with an annualized return of 20.23%, while SCHF has yielded a comparatively lower 10.07% annualized return.
AMZN
- 1D
- -0.66%
- 1M
- 2.25%
- 6M
- -2.95%
- YTD
- 0.56%
- 1Y
- 0.29%
- 3Y*
- 21.59%
- 5Y*
- 4.89%
- 10Y*
- 20.23%
- ALL TIME*
- 29.53%
SCHF
- 1D
- -0.15%
- 1M
- -2.17%
- 6M
- 7.52%
- YTD
- 13.16%
- 1Y
- 24.42%
- 3Y*
- 17.56%
- 5Y*
- 9.82%
- 10Y*
- 10.07%
- ALL TIME*
- 7.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZN Amazon.com, Inc | $9.21B | $12.90B | $12.21B |
| $203.16M | $207.38M | $210.77M |
AMZN vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.56% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
SCHF Schwab International Equity ETF | 13.16% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Correlation
The correlation between AMZN and SCHF is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.48 |
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Return for Risk
AMZN vs. SCHF — Risk / Return Rank
AMZN
SCHF
AMZN vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Schwab International Equity ETF (SCHF). 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 | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.26 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 2.13 | -2.13 |
| Martin ratioReturn relative to average drawdown | -0.01 | 7.94 | -7.94 |
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Drawdowns
AMZN vs. SCHF - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for AMZN and SCHF.
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Drawdown Indicators
| AMZN | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -34.87% | -59.53% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -11.48% | -10.26% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -13.41% | -17.47% |
Max Drawdown (5Y)Largest decline over 5 years | -55.73% | -29.14% | -26.59% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -34.87% | -21.28% |
Current DrawdownCurrent decline from peak | -15.59% | -3.84% | -11.75% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -7.34% | -20.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 3.07% | +6.99% |
Volatility
AMZN vs. SCHF - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 8.77% compared to Schwab International Equity ETF (SCHF) at 4.77%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 4.77% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 15.23% | +6.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.47% | 17.16% | +14.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 16.64% | +19.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.63% | 17.02% | +15.61% |
Dividends
AMZN vs. SCHF - Dividend Comparison
AMZN has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 3.12%.
| 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% |
SCHF Schwab International Equity ETF | 3.12% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
AMZN and SCHF have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (8.77%) compared to SCHF (4.77%). In terms of maximum drawdown, AMZN dropped -94.40% vs SCHF's -34.87%.
SCHF currently has the higher Sharpe Ratio (1.42 vs -0.00), 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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