AMZW vs. AMZN
AMZW (Roundhill AMZN WeeklyPay ETF) is Derivative Income fund actively managed by Roundhill, while AMZN (Amazon.com, Inc) is a stock. Over the past year, AMZW returned 9.58% vs 12.30% for AMZN. With a 0.99 correlation, they move nearly in lockstep.
Performance
AMZW vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, AMZW achieves a -0.54% return, which is significantly lower than AMZN's 1.43% return.
AMZW
- 1D
- 0.97%
- 1M
- -14.72%
- YTD
- -0.54%
- 6M
- -1.35%
- 1Y
- 9.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMZN
- 1D
- 0.57%
- 1M
- -12.09%
- YTD
- 1.43%
- 6M
- 0.85%
- 1Y
- 12.30%
- 3Y*
- 21.87%
- 5Y*
- 6.30%
- 10Y*
- 20.95%
AMZW vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AMZW Roundhill AMZN WeeklyPay ETF | -0.54% | 7.33% |
AMZN Amazon.com, Inc | 1.43% | 7.45% |
Correlation
The correlation between AMZW and AMZN is 0.99 - 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 | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2025 | 0.99 |
The correlation between AMZW and AMZN has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
AMZW vs. AMZN — Risk / Return Rank
AMZW
AMZN
AMZW vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill AMZN WeeklyPay ETF (AMZW) 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.
| AMZW | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.09 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 0.57 | -0.21 |
| Martin ratioReturn relative to average drawdown | 0.81 | 1.31 | -0.50 |
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Drawdowns
AMZW vs. AMZN - Drawdown Comparison
The maximum AMZW drawdown since its inception was -26.79%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for AMZW and AMZN.
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Drawdown Indicators
| AMZW | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.79% | -94.40% | +67.61% |
Max Drawdown (1Y)Largest decline over 1 year | -26.79% | -21.74% | -5.05% |
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 DrawdownCurrent decline from peak | -18.09% | -14.87% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -28.17% | +19.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.82% | 9.41% | +2.41% |
Volatility
AMZW vs. AMZN - Volatility Comparison
Roundhill AMZN WeeklyPay ETF (AMZW) has a higher volatility of 12.07% compared to Amazon.com, Inc (AMZN) at 10.19%. This indicates that AMZW's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZW | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 10.19% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 26.19% | 21.71% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.44% | 30.89% | +6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.35% | 35.68% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.35% | 32.56% | +4.79% |
Dividends
AMZW vs. AMZN - Dividend Comparison
AMZW's dividend yield for the trailing twelve months is around 49.07%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% |
AMZW Roundhill AMZN WeeklyPay ETF | 49.07% | 25.29% |
Frequently Asked Questions
With a correlation of 0.99, AMZW 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.
AMZW has higher volatility (12.07%) compared to AMZN (10.19%). In terms of maximum drawdown, AMZW dropped -26.79% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.40 vs 0.26), 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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