AMZN vs. VTV
AMZN (Amazon.com, Inc) is a stock, while VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Over the past 10 years, AMZN returned 20.23%/yr vs 12.48%/yr for VTV. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
AMZN vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, AMZN achieves a 0.56% return, which is significantly lower than VTV's 16.94% return. Over the past 10 years, AMZN has outperformed VTV with an annualized return of 20.23%, while VTV has yielded a comparatively lower 12.48% annualized return.
AMZN
- 1D
- -0.66%
- 1M
- 2.25%
- 6M
- -2.95%
- YTD
- 0.56%
- 1Y
- 0.29%
- 3Y*
- 21.59%
- 5Y*
- 4.89%
- 10Y*
- 20.23%
- ALL TIME*
- 29.53%
VTV
- 1D
- 0.53%
- 1M
- 0.73%
- 6M
- 13.03%
- YTD
- 16.94%
- 1Y
- 24.90%
- 3Y*
- 17.23%
- 5Y*
- 12.51%
- 10Y*
- 12.48%
- ALL TIME*
- 9.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZN Amazon.com, Inc | $9.21B | $12.90B | $12.21B |
| $654.06M | $690.11M | $596.84M |
AMZN vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.56% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
VTV Vanguard Value ETF | 16.94% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between AMZN and VTV is 0.20, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.39 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.45 |
Over the past year, the correlation between AMZN and VTV has dropped to 0.20 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
AMZN vs. VTV — Risk / Return Rank
AMZN
VTV
AMZN vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Vanguard Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.38 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.45 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 4.02 | -4.02 |
| Martin ratioReturn relative to average drawdown | -0.01 | 15.23 | -15.24 |
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Drawdowns
AMZN vs. VTV - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for AMZN and VTV.
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Drawdown Indicators
| AMZN | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -59.27% | -35.13% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -6.35% | -15.39% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -14.52% | -16.36% |
Max Drawdown (5Y)Largest decline over 5 years | -55.73% | -17.04% | -38.69% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -36.78% | -19.37% |
Current DrawdownCurrent decline from peak | -15.59% | 0.00% | -15.59% |
Average DrawdownAverage peak-to-trough decline | -28.13% | -7.82% | -20.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.06% | 1.67% | +8.39% |
Volatility
AMZN vs. VTV - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 8.77% compared to Vanguard Value ETF (VTV) at 2.48%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZN | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 2.48% | +6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 22.18% | 7.59% | +14.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.47% | 10.28% | +21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.75% | 13.81% | +21.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.63% | 16.61% | +16.02% |
Dividends
AMZN vs. VTV - Dividend Comparison
AMZN has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 1.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VTV Vanguard Value ETF | 1.85% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
AMZN and VTV have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (8.77%) compared to VTV (2.48%). In terms of maximum drawdown, AMZN dropped -94.40% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.49 vs -0.00), 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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