AMZN vs. SOL-USD
AMZN (Amazon.com, Inc) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, AMZN returned 6.88%/yr vs 23.94%/yr for SOL-USD. At a 0.20 correlation, their price movements are largely independent.
Performance
AMZN vs. SOL-USD - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 8.31% return, which is significantly higher than SOL-USD's -37.28% return.
AMZN
- 1D
- 1.12%
- 1M
- 2.29%
- 6M
- 4.55%
- YTD
- 8.31%
- 1Y
- 10.55%
- 3Y*
- 24.35%
- 5Y*
- 6.88%
- 10Y*
- 20.97%
- ALL TIME*
- 29.87%
SOL-USD
- 1D
- 2.27%
- 1M
- 6.73%
- 6M
- -41.47%
- YTD
- -37.28%
- 1Y
- -57.00%
- 3Y*
- 45.16%
- 5Y*
- 23.94%
- 10Y*
- —
- ALL TIME*
- 106.21%
AMZN vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 8.31% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 59.44% |
SOL-USD Solana | -37.28% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between AMZN and SOL-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.20 |
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Return for Risk
AMZN vs. SOL-USD — Risk / Return Rank
AMZN
SOL-USD
AMZN vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.89 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.76 | +1.25 |
| Martin ratioReturn relative to average drawdown | 1.07 | -1.11 | +2.17 |
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Drawdowns
AMZN vs. SOL-USD - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, roughly equal to the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for AMZN and SOL-USD.
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Drawdown Indicators
| AMZN | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -96.27% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -74.89% | +53.15% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -76.28% | +45.40% |
Max Drawdown (5Y)Largest decline over 5 years | -55.77% | -96.27% | +40.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -9.09% | -70.20% | +61.11% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -51.74% | +23.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.92% | 39.56% | -29.64% |
Volatility
AMZN vs. SOL-USD - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 9.15%, while Solana (SOL-USD) has a volatility of 13.99%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 13.99% | -4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 21.93% | 47.47% | -25.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 59.38% | -28.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.70% | 81.14% | -45.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.61% | 99.16% | -66.55% |
Frequently Asked Questions
AMZN and SOL-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (13.99%) compared to AMZN (9.15%). In terms of maximum drawdown, AMZN dropped -94.40% vs SOL-USD's -96.27%.
AMZN currently has the higher Sharpe Ratio (0.34 vs -0.80), 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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