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.
Key characteristics
| AMZN | BCH-USD | |
|---|---|---|
| YTD Return | 42.99% | 16.69% |
| 1Y Return | 8.13% | -37.42% |
| 5Y Return (Ann) | 8.34% | -25.94% |
| 10Y Return (Ann) | 24.58% | -19.62% |
| Sharpe Ratio | 0.28 | -0.11 |
| Daily Std Dev | 43.97% | 60.55% |
| Max Drawdown | -94.40% | -98.03% |
Correlation
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.
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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 Amazon.com, Inc. | 0.28 | ||||
BCH-USD Bitcoin Cash | -0.11 |
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.