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AMZN vs. XLM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AMZN vs. XLM-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMZN achieves a 3.35% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, AMZN has underperformed XLM-USD with an annualized return of 20.83%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.


AMZN

1D
-1.23%
1M
-10.73%
YTD
3.35%
6M
5.46%
1Y
12.47%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%

XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZN vs. XLM-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%

Correlation

The correlation between AMZN and XLM-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.10

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Return for Risk

AMZN vs. XLM-USD — Risk / Return Rank

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

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
Martin Ratio Rank

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMZN vs. XLM-USD - Risk-Adjusted Trends Comparison

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


AMZNXLM-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.09

1.00

+0.09

Calmar ratioReturn relative to maximum drawdown

0.55

-0.40

+0.95

Martin ratioReturn relative to average drawdown

1.29

-0.57

+1.86

AMZN vs. XLM-USD - Sharpe Ratio Comparison

The current AMZN Sharpe Ratio is 0.40, which is higher than the XLM-USD Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of AMZN and XLM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMZN vs. XLM-USD - Drawdown Comparison

The maximum AMZN drawdown since its inception was -94.40%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for AMZN and XLM-USD.


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Drawdown Indicators


AMZNXLM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.40%

-96.21%

+1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-21.74%

-71.19%

+49.45%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

-74.37%

+43.49%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

-83.25%

+27.10%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

-96.21%

+40.06%

Current Drawdown

Current decline from peak

-13.25%

-78.80%

+65.55%

Average Drawdown

Average peak-to-trough decline

-28.19%

-72.14%

+43.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

50.48%

-41.27%

Volatility

AMZN vs. XLM-USD - Volatility Comparison

The current volatility for Amazon.com, Inc (AMZN) is 7.92%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZNXLM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

43.48%

-35.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.73%

59.28%

-38.55%

Volatility (1Y)

Calculated over the trailing 1-year period

30.13%

70.60%

-40.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.53%

74.72%

-39.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.48%

112.79%

-80.31%

Frequently Asked Questions


AMZN and XLM-USD 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.

XLM-USD has higher volatility (43.48%) compared to AMZN (7.92%). In terms of maximum drawdown, AMZN dropped -94.40% vs XLM-USD's -96.21%.

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.33), 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.

Portfolio Optimizer

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