PortfoliosLab logo
AZO vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZO and AMZN is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AZO vs. AMZN - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

AZO:

1.07

AMZN:

0.06

Sortino Ratio

AZO:

1.54

AMZN:

0.33

Omega Ratio

AZO:

1.19

AMZN:

1.04

Calmar Ratio

AZO:

1.46

AMZN:

0.07

Martin Ratio

AZO:

6.46

AMZN:

0.20

Ulcer Index

AZO:

3.48%

AMZN:

11.54%

Daily Std Dev

AZO:

21.36%

AMZN:

33.53%

Max Drawdown

AZO:

-46.33%

AMZN:

-94.40%

Current Drawdown

AZO:

-4.29%

AMZN:

-20.24%

Fundamentals

Market Cap

AZO:

$61.29B

AMZN:

$2.05T

EPS

AZO:

$149.07

AMZN:

$6.14

PE Ratio

AZO:

24.58

AMZN:

31.44

PEG Ratio

AZO:

1.83

AMZN:

1.85

PS Ratio

AZO:

3.29

AMZN:

3.15

PB Ratio

AZO:

13.38

AMZN:

6.67

Total Revenue (TTM)

AZO:

$18.67B

AMZN:

$650.31B

Gross Profit (TTM)

AZO:

$9.92B

AMZN:

$295.09B

EBITDA (TTM)

AZO:

$4.18B

AMZN:

$115.84B

Returns By Period

In the year-to-date period, AZO achieves a 14.42% return, which is significantly higher than AMZN's -12.00% return. Over the past 10 years, AZO has underperformed AMZN with an annualized return of 18.39%, while AMZN has yielded a comparatively higher 24.71% annualized return.


AZO

YTD

14.42%

1M

1.34%

6M

17.80%

1Y

22.97%

5Y*

28.40%

10Y*

18.39%

AMZN

YTD

-12.00%

1M

6.53%

6M

-7.26%

1Y

2.98%

5Y*

9.93%

10Y*

24.71%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AZO vs. AMZN — Risk-Adjusted Performance Rank

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

AZO
The Risk-Adjusted Performance Rank of AZO is 8484
Overall Rank
The Sharpe Ratio Rank of AZO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AZO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AZO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of AZO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 9090
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5151
Overall Rank
The Sharpe Ratio Rank of AMZN is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 5656
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AZO vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) 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.


The current AZO Sharpe Ratio is 1.07, which is higher than the AMZN Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of AZO and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

AZO vs. AMZN - Dividend Comparison

Neither AZO nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AZO vs. AMZN - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.33%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for AZO and AMZN. For additional features, visit the drawdowns tool.


Loading data...

Volatility

AZO vs. AMZN - Volatility Comparison

The current volatility for AutoZone, Inc. (AZO) is 6.02%, while Amazon.com, Inc. (AMZN) has a volatility of 11.30%. This indicates that AZO experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

AZO vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between AutoZone, Inc. and Amazon.com, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B20212022202320242025
3.95B
155.67B
(AZO) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

AZO vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between AutoZone, Inc. and Amazon.com, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%20212022202320242025
53.9%
34.8%
(AZO) Gross Margin
(AMZN) Gross Margin
AZO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AutoZone, Inc. reported a gross profit of 2.13B and revenue of 3.95B. Therefore, the gross margin over that period was 53.9%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a gross profit of 54.10B and revenue of 155.67B. Therefore, the gross margin over that period was 34.8%.

AZO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AutoZone, Inc. reported an operating income of 706.77M and revenue of 3.95B, resulting in an operating margin of 17.9%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported an operating income of 18.41B and revenue of 155.67B, resulting in an operating margin of 11.8%.

AZO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AutoZone, Inc. reported a net income of 487.92M and revenue of 3.95B, resulting in a net margin of 12.4%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a net income of 17.13B and revenue of 155.67B, resulting in a net margin of 11.0%.