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 8.37%/yr vs 9.25%/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 6.24% return, which is significantly higher than SOL-USD's -47.43% return.
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
SOL-USD
- 1D
- -1.56%
- 1M
- -29.74%
- YTD
- -47.43%
- 6M
- -50.92%
- 1Y
- -57.11%
- 3Y*
- 55.50%
- 5Y*
- 9.25%
- 10Y*
- —
AMZN vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 6.24% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 59.44% |
SOL-USD Solana | -47.43% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 58.87% |
Correlation
The correlation between AMZN and SOL-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
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 11, 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.
| AMZN | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.89 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.76 | +1.45 |
| Martin ratioReturn relative to average drawdown | 1.64 | -1.25 | +2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMZN | SOL-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | -0.79 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.09 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.82 | -0.26 |
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% | -76.27% | +45.39% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -96.27% | +40.12% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -10.83% | -75.03% | +64.20% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -51.39% | +23.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 52.53% | -43.45% |
Volatility
AMZN vs. SOL-USD - Volatility Comparison
The current volatility for Amazon.com, Inc (AMZN) is 7.80%, while Solana (SOL-USD) has a volatility of 16.77%. 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 | 7.80% | 16.77% | -8.97% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 46.54% | -25.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 60.20% | -30.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 82.48% | -46.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 99.82% | -67.34% |
Frequently Asked Questions
AMZN and SOL-USD have a correlation of 0.23, 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 (16.77%) compared to AMZN (7.80%). In terms of maximum drawdown, AMZN dropped -94.40% vs SOL-USD's -96.27%.
AMZN currently has the higher Sharpe Ratio (0.49 vs -0.79), 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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