AMZN vs. UTIL.L
AMZN (Amazon.com, Inc) is a stock, while UTIL.L (SPDR MSCI Europe Utilities UCITS ETF) is Utilities Equities fund tracking the MSCI World/Utilities NR USD. Over the past 10 years, AMZN returned 20.83%/yr vs 11.78%/yr for UTIL.L. At a 0.14 correlation, their price movements are largely independent.
Performance
AMZN vs. UTIL.L - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while UTIL.L is traded in EUR. To make them comparable, the UTIL.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 UTIL.L's 13.81% return. Over the past 10 years, AMZN has outperformed UTIL.L with an annualized return of 20.83%, while UTIL.L has yielded a comparatively lower 11.78% annualized return.
AMZN
- 1D
- -1.23%
- 1M
- -11.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 11.87%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
UTIL.L
- 1D
- 0.13%
- 1M
- -0.62%
- YTD
- 13.81%
- 6M
- 16.75%
- 1Y
- 27.99%
- 3Y*
- 20.12%
- 5Y*
- 11.14%
- 10Y*
- 11.78%
AMZN vs. UTIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
UTIL.L SPDR MSCI Europe Utilities UCITS ETF | 13.81% | 51.98% | -4.93% | 16.67% | -12.37% | 0.89% | 21.72% | 26.80% | -1.46% | 24.75% |
Correlation
The correlation between AMZN and UTIL.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014 | 0.14 |
The correlation between AMZN and UTIL.L shifts across timeframes, from 0.03 (3 years) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMZN vs. UTIL.L — Risk / Return Rank
AMZN
UTIL.L
AMZN vs. UTIL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and SPDR MSCI Europe Utilities UCITS ETF (UTIL.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 | UTIL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.30 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.10 | -2.55 |
| Martin ratioReturn relative to average drawdown | 1.29 | 8.56 | -7.26 |
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Drawdowns
AMZN vs. UTIL.L - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than UTIL.L's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for AMZN and UTIL.L.
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Drawdown Indicators
| AMZN | UTIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -35.43% | -58.97% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -8.98% | -12.76% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -17.76% | -13.12% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -33.85% | -22.30% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -35.43% | -20.72% |
Current DrawdownCurrent decline from peak | -13.25% | -4.16% | -9.09% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -8.23% | -19.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 3.26% | +5.95% |
Volatility
AMZN vs. UTIL.L - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) at 5.89%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than UTIL.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 | UTIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 5.89% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 14.06% | +6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 16.69% | +13.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 19.10% | +16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 19.55% | +12.93% |
Dividends
AMZN vs. UTIL.L - Dividend Comparison
Neither AMZN nor UTIL.L has paid dividends to shareholders.
Frequently Asked Questions
AMZN and UTIL.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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