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BNB-USD vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility

Performance

BNB-USD vs. AMZN - Performance Comparison

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

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Returns By Period

In the year-to-date period, BNB-USD achieves a -29.49% return, which is significantly lower than AMZN's 3.35% return.


BNB-USD

1D
0.91%
1M
-10.19%
YTD
-29.49%
6M
-32.13%
1Y
-7.11%
3Y*
36.86%
5Y*
10.55%
10Y*

AMZN

1D
-1.23%
1M
-10.73%
YTD
3.35%
6M
5.46%
1Y
12.47%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNB-USD vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNB-USD
BNB
-29.49%23.21%124.36%26.83%-51.86%1,277.47%170.06%126.63%-29.71%320.60%
AMZN
Amazon.com, Inc
3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%3.23%

Correlation

The correlation between BNB-USD and AMZN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.14

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Return for Risk

BNB-USD vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNB-USD
BNB-USD Risk / Return Rank: 8484
Overall Rank
BNB-USD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BNB-USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
BNB-USD Omega Ratio Rank: 8282
Omega Ratio Rank
BNB-USD Calmar Ratio Rank: 8787
Calmar Ratio Rank
BNB-USD Martin Ratio Rank: 8787
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNB-USD vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BNB-USDAMZNDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.02

1.09

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.13

0.55

-0.67

Martin ratioReturn relative to average drawdown

-0.20

1.29

-1.49

BNB-USD vs. AMZN - Sharpe Ratio Comparison

The current BNB-USD Sharpe Ratio is -0.13, which is lower than the AMZN Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BNB-USD and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BNB-USD vs. AMZN - Drawdown Comparison

The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BNB-USD and AMZN.


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Drawdown Indicators


BNB-USDAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-79.74%

-94.40%

+14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-56.24%

-21.74%

-34.50%

Max Drawdown (3Y)

Largest decline over 3 years

-56.24%

-30.88%

-25.36%

Max Drawdown (5Y)

Largest decline over 5 years

-69.89%

-56.15%

-13.74%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-53.42%

-13.25%

-40.17%

Average Drawdown

Average peak-to-trough decline

-38.71%

-28.19%

-10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.27%

9.21%

+33.06%

Volatility

BNB-USD vs. AMZN - Volatility Comparison

BNB (BNB-USD) has a higher volatility of 17.28% compared to Amazon.com, Inc (AMZN) at 7.92%. This indicates that BNB-USD'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.


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Volatility by Period


BNB-USDAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.28%

7.92%

+9.36%

Volatility (6M)

Calculated over the trailing 6-month period

34.73%

20.73%

+14.00%

Volatility (1Y)

Calculated over the trailing 1-year period

44.38%

30.13%

+14.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.42%

35.53%

+14.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.06%

32.48%

+47.58%

Frequently Asked Questions


BNB-USD and AMZN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNB-USD has higher volatility (17.28%) compared to AMZN (7.92%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs AMZN's -94.40%.

AMZN currently has the higher Sharpe Ratio (0.40 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BNB-USD and AMZN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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