AMZN vs. VEQT.TO
AMZN (Amazon.com, Inc) is a stock, while VEQT.TO (Vanguard All-Equity ETF Portfolio) is Global Equities fund actively managed by Vanguard. Over the past 5 years, AMZN returned 7.35%/yr vs 10.53%/yr for VEQT.TO. At a 0.49 correlation, their price movements are largely independent.
Performance
AMZN vs. VEQT.TO - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while VEQT.TO is traded in CAD. To make them comparable, the VEQT.TO 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 VEQT.TO's 10.12% 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%
VEQT.TO
- 1D
- 0.39%
- 1M
- 0.58%
- YTD
- 10.12%
- 6M
- 11.24%
- 1Y
- 27.32%
- 3Y*
- 20.13%
- 5Y*
- 10.53%
- 10Y*
- —
AMZN vs. VEQT.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 13.13% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 10.12% | 26.13% | 15.22% | 19.55% | -16.08% | 19.68% | 14.14% | 13.54% |
Correlation
The correlation between AMZN and VEQT.TO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.49 |
The correlation between AMZN and VEQT.TO has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
AMZN vs. VEQT.TO — Risk / Return Rank
AMZN
VEQT.TO
AMZN vs. VEQT.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Vanguard All-Equity ETF Portfolio (VEQT.TO). 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 | VEQT.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.39 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.06 | -2.51 |
| Martin ratioReturn relative to average drawdown | 1.29 | 13.20 | -11.91 |
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Drawdowns
AMZN vs. VEQT.TO - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than VEQT.TO's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for AMZN and VEQT.TO.
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Drawdown Indicators
| AMZN | VEQT.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -36.24% | -58.16% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -8.98% | -12.76% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -15.37% | -15.51% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -25.41% | -30.74% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -1.84% | -11.41% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -5.33% | -22.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 2.08% | +7.13% |
Volatility
AMZN vs. VEQT.TO - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to Vanguard All-Equity ETF Portfolio (VEQT.TO) at 5.00%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | VEQT.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 5.00% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 10.51% | +10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 13.07% | +17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 14.43% | +21.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 16.98% | +15.50% |
Dividends
AMZN vs. VEQT.TO - Dividend Comparison
AMZN has not paid dividends to shareholders, while VEQT.TO's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.43% |
Frequently Asked Questions
AMZN and VEQT.TO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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