BAS.DE vs. AMZN
Compare and contrast key facts about BASF SE (BAS.DE) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAS.DE or AMZN.
Performance
BAS.DE vs. AMZN - Performance Comparison
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
-5.30%
-8.25%
-12.47%
4.31%
-2.79%
-0.13%
AMZN
32.75%
6.73%
9.89%
38.93%
18.30%
28.43%
Fundamentals
BAS.DE | AMZN | |
---|---|---|
Market Cap | €38.48B | $2.12T |
EPS | €0.55 | $4.68 |
PE Ratio | 78.39 | 43.10 |
PEG Ratio | 0.23 | 1.69 |
Total Revenue (TTM) | €65.27B | $620.13B |
Gross Profit (TTM) | €16.67B | $300.18B |
EBITDA (TTM) | €5.81B | $111.68B |
Key characteristics
BAS.DE | AMZN | |
---|---|---|
Sharpe Ratio | 0.24 | 1.51 |
Sortino Ratio | 0.50 | 2.13 |
Omega Ratio | 1.06 | 1.27 |
Calmar Ratio | 0.15 | 1.80 |
Martin Ratio | 0.57 | 6.99 |
Ulcer Index | 9.86% | 5.90% |
Daily Std Dev | 23.27% | 27.22% |
Max Drawdown | -60.28% | -94.40% |
Current Drawdown | -33.02% | -5.79% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities