AMZN vs. BCH-USD
Compare and contrast key facts about Amazon.com, Inc. (AMZN) and Bitcoin Cash (BCH-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZN or BCH-USD.
|5Y Return (Ann)||8.34%||-25.94%|
|10Y Return (Ann)||24.58%||-19.62%|
|Daily Std Dev||43.97%||60.55%|
The correlation between AMZN and BCH-USD is 0.14, 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.
AMZN vs. BCH-USD - Performance Comparison
In the year-to-date period, AMZN achieves a 42.99% return, which is significantly higher than BCH-USD's 16.69% return. Over the past 10 years, AMZN has underperformed BCH-USD with an annualized return of 24.58%, while BCH-USD has yielded a comparatively higher -19.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
AMZN vs. BCH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and Bitcoin Cash (BCH-USD). 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||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
AMZN vs. BCH-USD - Drawdown Comparison
The maximum AMZN drawdown for the period was -56.15%, higher than the maximum BCH-USD drawdown of -97.54%. The drawdown chart below compares losses from any high point along the way for AMZN and BCH-USD
AMZN vs. BCH-USD - Volatility Comparison
The current volatility for Amazon.com, Inc. (AMZN) is 7.41%, while Bitcoin Cash (BCH-USD) has a volatility of 13.32%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than BCH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.