AMZN vs. TDG
AMZN (Amazon.com, Inc) and TDG (TransDigm Group Incorporated) are both stocks. AMZN operates in Internet Retail (Consumer Cyclical), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, AMZN returned 20.97%/yr vs 21.54%/yr for TDG. At a 0.35 correlation, their price movements are largely independent.
Performance
AMZN vs. TDG - 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 TDG's -9.41% return. Both investments have delivered pretty close results over the past 10 years, with AMZN having a 20.97% annualized return and TDG not far ahead at 21.54%.
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%
TDG
- 1D
- -0.80%
- 1M
- -9.30%
- 6M
- -16.92%
- YTD
- -9.41%
- 1Y
- -19.39%
- 3Y*
- 16.65%
- 5Y*
- 17.44%
- 10Y*
- 21.54%
- ALL TIME*
- 27.42%
AMZN vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 8.31% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
TDG TransDigm Group Incorporated | -9.41% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between AMZN and TDG is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2006 | 0.35 |
Over the past year, the correlation between AMZN and TDG has dropped to 0.14 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
AMZN:
$2.69T
TDG:
$67.38B
AMZN:
$8.36
TDG:
$34.78
AMZN:
29.90
TDG:
34.64
AMZN:
0.72
TDG:
1.03
AMZN:
3.66
TDG:
7.37
AMZN:
$742.78B
TDG:
$9.50B
AMZN:
$348.59B
TDG:
$5.61B
AMZN:
$152.71B
TDG:
$4.78B
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Return for Risk
AMZN vs. TDG — Risk / Return Rank
AMZN
TDG
AMZN vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and TransDigm Group Incorporated (TDG). 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 | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.90 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.77 | +1.26 |
| Martin ratioReturn relative to average drawdown | 1.07 | -1.26 | +2.32 |
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Drawdowns
AMZN vs. TDG - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for AMZN and TDG.
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Drawdown Indicators
| AMZN | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -62.64% | -31.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -25.30% | +3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -25.30% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -55.77% | -25.30% | -30.47% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -62.64% | +6.49% |
Current DrawdownCurrent decline from peak | -9.09% | -20.56% | +11.47% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -7.99% | -20.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.92% | 15.46% | -5.54% |
Volatility
AMZN vs. TDG - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 9.15% compared to TransDigm Group Incorporated (TDG) at 7.59%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 7.59% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 21.93% | 22.59% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.19% | 29.06% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.70% | 27.92% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.61% | 33.89% | -1.28% |
Dividends
AMZN vs. TDG - Dividend Comparison
AMZN has not paid dividends to shareholders, while TDG's dividend yield for the trailing twelve months is around 7.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TDG TransDigm Group Incorporated | 7.47% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% |
Financials
AMZN vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Amazon.com, Inc and TransDigm Group Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
AMZN vs. TDG - Profitability Comparison
AMZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
AMZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
AMZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
AMZN and TDG have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (9.15%) compared to TDG (7.59%). In terms of maximum drawdown, AMZN dropped -94.40% vs TDG's -62.64%.
AMZN currently has the higher Sharpe Ratio (0.34 vs -0.67), 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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