AMZN vs. SMGB.L
AMZN (Amazon.com, Inc) is a stock, while SMGB.L (VanEck Semiconductor UCITS ETF) is Semiconductors fund tracking the MarketVector US Listed Semiconductor 10% Capped Screened Index. Over the past 5 years, AMZN returned 7.35%/yr vs 37.14%/yr for SMGB.L. At a 0.38 correlation, their price movements are largely independent.
Performance
AMZN vs. SMGB.L - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while SMGB.L is traded in GBP. To make them comparable, the SMGB.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMZN achieves a 3.35% return, which is significantly lower than SMGB.L's 86.62% 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%
SMGB.L
- 1D
- 5.42%
- 1M
- 10.97%
- YTD
- 86.62%
- 6M
- 90.03%
- 1Y
- 164.81%
- 3Y*
- 58.63%
- 5Y*
- 37.14%
- 10Y*
- —
AMZN vs. SMGB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 4.92% |
SMGB.L VanEck Semiconductor UCITS ETF | 86.62% | 49.26% | 24.21% | 74.92% | -35.50% | 43.10% | 2.03% |
Correlation
The correlation between AMZN and SMGB.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.38 |
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Return for Risk
AMZN vs. SMGB.L — Risk / Return Rank
AMZN
SMGB.L
AMZN vs. SMGB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and VanEck Semiconductor UCITS ETF (SMGB.L). 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 | SMGB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.39 | ||
| Sortino ratioReturn per unit of downside risk | -4.27 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.64 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 11.25 | -10.70 |
| Martin ratioReturn relative to average drawdown | 1.29 | 40.27 | -38.98 |
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Drawdowns
AMZN vs. SMGB.L - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than SMGB.L's maximum drawdown of -45.92%. Use the drawdown chart below to compare losses from any high point for AMZN and SMGB.L.
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Drawdown Indicators
| AMZN | SMGB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -45.92% | -48.48% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -14.18% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -36.85% | +5.97% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -45.92% | -10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -1.60% | -11.65% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -11.30% | -16.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 3.97% | +5.24% |
Volatility
AMZN vs. SMGB.L - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while VanEck Semiconductor UCITS ETF (SMGB.L) has a volatility of 14.22%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than SMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | SMGB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 14.22% | -6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 26.95% | -6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 33.36% | -3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 32.39% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 32.05% | +0.43% |
Dividends
AMZN vs. SMGB.L - Dividend Comparison
Neither AMZN nor SMGB.L has paid dividends to shareholders.
Frequently Asked Questions
AMZN and SMGB.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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