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

Correlation

The correlation between AZO and AMZN is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

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.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%JulyAugustSeptemberOctoberNovemberDecember
13,754.63%
225,150.26%
AZO
AMZN

Key characteristics

Sharpe Ratio

AZO:

1.10

AMZN:

1.54

Sortino Ratio

AZO:

1.67

AMZN:

2.15

Omega Ratio

AZO:

1.20

AMZN:

1.28

Calmar Ratio

AZO:

1.48

AMZN:

1.92

Martin Ratio

AZO:

3.58

AMZN:

7.22

Ulcer Index

AZO:

6.36%

AMZN:

5.98%

Daily Std Dev

AZO:

20.73%

AMZN:

27.98%

Max Drawdown

AZO:

-46.33%

AMZN:

-94.40%

Current Drawdown

AZO:

-3.91%

AMZN:

-5.33%

Fundamentals

Market Cap

AZO:

$55.79B

AMZN:

$2.43T

EPS

AZO:

$149.36

AMZN:

$4.68

PE Ratio

AZO:

22.22

AMZN:

49.39

PEG Ratio

AZO:

1.78

AMZN:

1.91

Total Revenue (TTM)

AZO:

$14.30B

AMZN:

$620.13B

Gross Profit (TTM)

AZO:

$7.60B

AMZN:

$300.18B

EBITDA (TTM)

AZO:

$3.37B

AMZN:

$112.91B

Returns By Period

In the year-to-date period, AZO achieves a 25.25% return, which is significantly lower than AMZN's 45.14% return. Over the past 10 years, AZO has underperformed AMZN with an annualized return of 18.04%, while AMZN has yielded a comparatively higher 30.91% annualized return.


AZO

YTD

25.25%

1M

2.26%

6M

9.09%

1Y

22.24%

5Y*

21.50%

10Y*

18.04%

AMZN

YTD

45.14%

1M

9.33%

6M

20.63%

1Y

43.39%

5Y*

19.88%

10Y*

30.91%

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 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.


Sharpe ratio
The chart of Sharpe ratio for AZO, currently valued at 1.10, compared to the broader market-4.00-2.000.002.001.101.54
The chart of Sortino ratio for AZO, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.672.15
The chart of Omega ratio for AZO, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.28
The chart of Calmar ratio for AZO, currently valued at 1.48, compared to the broader market0.002.004.006.001.481.92
The chart of Martin ratio for AZO, currently valued at 3.58, compared to the broader market0.0010.0020.003.587.22
AZO
AMZN

The current AZO Sharpe Ratio is 1.10, which is comparable to the AMZN Sharpe Ratio of 1.54. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.10
1.54
AZO
AMZN

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.91%
-5.33%
AZO
AMZN

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 8.80%. 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.02%
8.80%
AZO
AMZN

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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