AMZN vs. VUAG.L
AMZN (Amazon.com, Inc) is a stock, while VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, AMZN returned 7.35%/yr vs 13.21%/yr for VUAG.L. At a 0.42 correlation, their price movements are largely independent.
Performance
AMZN vs. VUAG.L - Performance Comparison
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Different Trading Currencies
AMZN is traded in USD, while VUAG.L is traded in GBP. To make them comparable, the VUAG.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 VUAG.L's 8.30% 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%
VUAG.L
- 1D
- 1.32%
- 1M
- 0.25%
- YTD
- 8.30%
- 6M
- 9.40%
- 1Y
- 24.14%
- 3Y*
- 20.66%
- 5Y*
- 13.21%
- 10Y*
- —
AMZN vs. VUAG.L - 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% | 1.38% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 8.30% | 17.61% | 25.21% | 25.96% | -18.62% | 29.78% | 19.79% | -10.64% |
Correlation
The correlation between AMZN and VUAG.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.42 |
The correlation between AMZN and VUAG.L has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.
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Return for Risk
AMZN vs. VUAG.L — Risk / Return Rank
AMZN
VUAG.L
AMZN vs. VUAG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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 | VUAG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.77 | -2.22 |
| Martin ratioReturn relative to average drawdown | 1.29 | 11.64 | -10.35 |
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Drawdowns
AMZN vs. VUAG.L - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than VUAG.L's maximum drawdown of -37.82%. Use the drawdown chart below to compare losses from any high point for AMZN and VUAG.L.
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Drawdown Indicators
| AMZN | VUAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -37.82% | -56.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -8.69% | -13.05% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -18.69% | -12.19% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -25.18% | -30.97% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | — | — |
Current DrawdownCurrent decline from peak | -13.25% | -2.33% | -10.92% |
Average DrawdownAverage peak-to-trough decline | -28.19% | -7.07% | -21.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.21% | 2.07% | +7.14% |
Volatility
AMZN vs. VUAG.L - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.92% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.28%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than VUAG.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 | VUAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 3.28% | +4.64% |
Volatility (6M)Calculated over the trailing 6-month period | 20.73% | 8.38% | +12.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 11.44% | +18.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 15.69% | +19.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 19.17% | +13.31% |
Dividends
AMZN vs. VUAG.L - Dividend Comparison
Neither AMZN nor VUAG.L has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.80% |
Frequently Asked Questions
AMZN and VUAG.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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