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BABX vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BABX and AMZN is 0.27, 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.


-0.50.00.51.00.3

Performance

BABX vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
-41.29%
143.18%
BABX
AMZN

Key characteristics

Sharpe Ratio

BABX:

0.07

AMZN:

1.71

Sortino Ratio

BABX:

0.67

AMZN:

2.33

Omega Ratio

BABX:

1.08

AMZN:

1.30

Calmar Ratio

BABX:

0.07

AMZN:

2.13

Martin Ratio

BABX:

0.21

AMZN:

8.00

Ulcer Index

BABX:

23.41%

AMZN:

5.98%

Daily Std Dev

BABX:

74.95%

AMZN:

27.97%

Max Drawdown

BABX:

-70.62%

AMZN:

-94.40%

Current Drawdown

BABX:

-62.77%

AMZN:

-3.44%

Returns By Period

In the year-to-date period, BABX achieves a -4.18% return, which is significantly lower than AMZN's 48.03% return.


BABX

YTD

-4.18%

1M

-11.34%

6M

11.16%

1Y

-1.90%

5Y*

N/A

10Y*

N/A

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

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

BABX vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) 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 BABX, currently valued at 0.07, compared to the broader market0.002.004.000.071.71
The chart of Sortino ratio for BABX, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.000.672.33
The chart of Omega ratio for BABX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.30
The chart of Calmar ratio for BABX, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.072.46
The chart of Martin ratio for BABX, currently valued at 0.21, compared to the broader market0.0020.0040.0060.0080.00100.000.218.00
BABX
AMZN

The current BABX Sharpe Ratio is 0.07, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BABX 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.07
1.71
BABX
AMZN

Dividends

BABX vs. AMZN - Dividend Comparison

Neither BABX nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BABX vs. AMZN - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BABX and AMZN. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-62.77%
-3.44%
BABX
AMZN

Volatility

BABX vs. AMZN - Volatility Comparison

GraniteShares 2x Long BABA Daily ETF (BABX) has a higher volatility of 21.28% compared to Amazon.com, Inc. (AMZN) at 8.68%. This indicates that BABX'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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
21.28%
8.68%
BABX
AMZN
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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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