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BAS.DE vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BAS.DE vs. AMZN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.52%
9.89%
BAS.DE
AMZN

Returns By Period

In the year-to-date period, BAS.DE achieves a -5.30% return, which is significantly lower than AMZN's 32.75% return. Over the past 10 years, BAS.DE has underperformed AMZN with an annualized return of -0.13%, while AMZN has yielded a comparatively higher 28.43% annualized return.


BAS.DE

YTD

-5.30%

1M

-8.25%

6M

-12.47%

1Y

4.31%

5Y (annualized)

-2.79%

10Y (annualized)

-0.13%

AMZN

YTD

32.75%

1M

6.73%

6M

9.89%

1Y

38.93%

5Y (annualized)

18.30%

10Y (annualized)

28.43%

Fundamentals


BAS.DEAMZN
Market Cap€38.48B$2.12T
EPS€0.55$4.68
PE Ratio78.3943.10
PEG Ratio0.231.69
Total Revenue (TTM)€65.27B$620.13B
Gross Profit (TTM)€16.67B$300.18B
EBITDA (TTM)€5.81B$111.68B

Key characteristics


BAS.DEAMZN
Sharpe Ratio0.241.51
Sortino Ratio0.502.13
Omega Ratio1.061.27
Calmar Ratio0.151.80
Martin Ratio0.576.99
Ulcer Index9.86%5.90%
Daily Std Dev23.27%27.22%
Max Drawdown-60.28%-94.40%
Current Drawdown-33.02%-5.79%

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Correlation

-0.50.00.51.00.2

The correlation between BAS.DE and AMZN is 0.19, 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.

Risk-Adjusted Performance

BAS.DE vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.DE) 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 BAS.DE, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.000.141.35
The chart of Sortino ratio for BAS.DE, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.000.371.95
The chart of Omega ratio for BAS.DE, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.25
The chart of Calmar ratio for BAS.DE, currently valued at 0.08, compared to the broader market0.002.004.006.000.081.62
The chart of Martin ratio for BAS.DE, currently valued at 0.36, compared to the broader market-10.000.0010.0020.0030.000.366.14
BAS.DE
AMZN

The current BAS.DE Sharpe Ratio is 0.24, which is lower than the AMZN Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of BAS.DE 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.14
1.35
BAS.DE
AMZN

Dividends

BAS.DE vs. AMZN - Dividend Comparison

BAS.DE's dividend yield for the trailing twelve months is around 7.89%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BAS.DE
BASF SE
7.89%6.97%7.33%5.34%5.10%4.75%5.13%3.27%3.28%3.96%3.86%3.36%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BAS.DE vs. AMZN - Drawdown Comparison

The maximum BAS.DE drawdown since its inception was -60.28%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BAS.DE and AMZN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-42.04%
-5.79%
BAS.DE
AMZN

Volatility

BAS.DE vs. AMZN - Volatility Comparison

BASF SE (BAS.DE) and Amazon.com, Inc. (AMZN) have volatilities of 10.11% and 10.53%, 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.11%
10.53%
BAS.DE
AMZN

Financials

BAS.DE vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between BASF SE 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


Please note, different currencies. BAS.DE values in EUR, AMZN values in USD