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AMZN vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMZN and TSLA is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

AMZN vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amazon.com, Inc. (AMZN) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%NovemberDecember2025FebruaryMarchApril
3,380.16%
17,791.00%
AMZN
TSLA

Key characteristics

Sharpe Ratio

AMZN:

0.16

TSLA:

1.30

Sortino Ratio

AMZN:

0.46

TSLA:

2.13

Omega Ratio

AMZN:

1.06

TSLA:

1.25

Calmar Ratio

AMZN:

0.17

TSLA:

1.60

Martin Ratio

AMZN:

0.49

TSLA:

4.27

Ulcer Index

AMZN:

10.67%

TSLA:

22.69%

Daily Std Dev

AMZN:

33.81%

TSLA:

73.79%

Max Drawdown

AMZN:

-94.40%

TSLA:

-73.63%

Current Drawdown

AMZN:

-21.92%

TSLA:

-40.62%

Fundamentals

Market Cap

AMZN:

$1.98T

TSLA:

$835.87B

EPS

AMZN:

$5.53

TSLA:

$1.76

PE Ratio

AMZN:

33.73

TSLA:

147.45

PEG Ratio

AMZN:

1.36

TSLA:

3.64

PS Ratio

AMZN:

3.10

TSLA:

8.73

PB Ratio

AMZN:

6.70

TSLA:

11.20

Total Revenue (TTM)

AMZN:

$494.65B

TSLA:

$95.72B

Gross Profit (TTM)

AMZN:

$240.99B

TSLA:

$16.91B

EBITDA (TTM)

AMZN:

$97.44B

TSLA:

$13.96B

Returns By Period

In the year-to-date period, AMZN achieves a -13.86% return, which is significantly higher than TSLA's -29.44% return. Over the past 10 years, AMZN has underperformed TSLA with an annualized return of 24.36%, while TSLA has yielded a comparatively higher 34.01% annualized return.


AMZN

YTD

-13.86%

1M

-6.04%

6M

0.62%

1Y

8.82%

5Y*

9.44%

10Y*

24.36%

TSLA

YTD

-29.44%

1M

4.74%

6M

5.85%

1Y

67.44%

5Y*

42.71%

10Y*

34.01%

*Annualized

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Risk-Adjusted Performance

AMZN vs. TSLA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8787
Overall Rank
The Sharpe Ratio Rank of TSLA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8383
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMZN vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and Tesla, Inc. (TSLA). 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.


The chart of Sharpe ratio for AMZN, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
AMZN: 0.16
TSLA: 1.30
The chart of Sortino ratio for AMZN, currently valued at 0.46, compared to the broader market-6.00-4.00-2.000.002.004.00
AMZN: 0.46
TSLA: 2.13
The chart of Omega ratio for AMZN, currently valued at 1.06, compared to the broader market0.501.001.502.00
AMZN: 1.06
TSLA: 1.25
The chart of Calmar ratio for AMZN, currently valued at 0.17, compared to the broader market0.001.002.003.004.005.00
AMZN: 0.17
TSLA: 1.60
The chart of Martin ratio for AMZN, currently valued at 0.49, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AMZN: 0.49
TSLA: 4.27

The current AMZN Sharpe Ratio is 0.16, which is lower than the TSLA Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of AMZN and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.16
1.30
AMZN
TSLA

Dividends

AMZN vs. TSLA - Dividend Comparison

Neither AMZN nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMZN vs. TSLA - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for AMZN and TSLA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.92%
-40.62%
AMZN
TSLA

Volatility

AMZN vs. TSLA - Volatility Comparison

The current volatility for Amazon.com, Inc. (AMZN) is 19.69%, while Tesla, Inc. (TSLA) has a volatility of 31.12%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
19.69%
31.12%
AMZN
TSLA

Financials

AMZN vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Amazon.com, Inc. and Tesla, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items