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AMZP vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMZP vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMZP achieves a -2.66% return, which is significantly lower than AMZN's 0.85% return.


AMZP

1D
-4.88%
1M
-13.77%
YTD
-2.66%
6M
-1.36%
1Y
10.34%
3Y*
5Y*
10Y*

AMZN

1D
-4.75%
1M
-12.59%
YTD
0.85%
6M
1.91%
1Y
11.02%
3Y*
21.64%
5Y*
5.85%
10Y*
20.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMZP vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
-2.66%9.56%37.42%7.73%
AMZN
Amazon.com, Inc
0.85%5.21%44.39%9.62%

Correlation

The correlation between AMZP and AMZN is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

0.98

The correlation between AMZP and AMZN has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

AMZP vs. AMZN — Risk / Return Rank

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

AMZP
AMZP Risk / Return Rank: 1313
Overall Rank
AMZP Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AMZP Sortino Ratio Rank: 1313
Sortino Ratio Rank
AMZP Omega Ratio Rank: 1414
Omega Ratio Rank
AMZP Calmar Ratio Rank: 1313
Calmar Ratio Rank
AMZP Martin Ratio Rank: 1313
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5252
Overall Rank
AMZN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 4848
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4747
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5454
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5555
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.

AMZP vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Amazon.com, Inc (AMZN). 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.


AMZPAMZNDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.08

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.44

0.51

-0.07

Martin ratioReturn relative to average drawdown

1.08

1.18

-0.10

AMZP vs. AMZN - Sharpe Ratio Comparison

The current AMZP Sharpe Ratio is 0.34, which is comparable to the AMZN Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of AMZP and AMZN, 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

AMZP vs. AMZN - Drawdown Comparison

The maximum AMZP drawdown since its inception was -27.36%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for AMZP and AMZN.


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Drawdown Indicators


AMZPAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-94.40%

+67.04%

Max Drawdown (1Y)

Largest decline over 1 year

-23.64%

-21.74%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-30.88%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-16.93%

-15.35%

-1.58%

Average Drawdown

Average peak-to-trough decline

-6.14%

-28.18%

+22.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

9.37%

+0.24%

Volatility

AMZP vs. AMZN - Volatility Comparison

Kurv Yield Premium Strategy Amazon AMZN ETF (AMZP) and Amazon.com, Inc (AMZN) have volatilities of 10.77% and 10.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMZPAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.77%

10.30%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

23.72%

21.84%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

30.26%

30.95%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.16%

35.68%

-8.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.16%

32.57%

-5.41%

Dividends

AMZP vs. AMZN - Dividend Comparison

AMZP's dividend yield for the trailing twelve months is around 21.00%, while AMZN has not paid dividends to shareholders.


PositionTTM202520242023
AMZN
Amazon.com, Inc
0.00%0.00%0.00%0.00%
AMZP
Kurv Yield Premium Strategy Amazon AMZN ETF
21.00%22.04%15.15%2.45%

Frequently Asked Questions


With a correlation of 0.98, AMZP and AMZN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

AMZP has higher volatility (10.77%) compared to AMZN (10.30%). In terms of maximum drawdown, AMZP dropped -27.36% vs AMZN's -94.40%.

AMZN currently has the higher Sharpe Ratio (0.36 vs 0.34), 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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