BTC-USD vs. AMZN
Compare and contrast key facts about Bitcoin (BTC-USD) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTC-USD or AMZN.
Performance
BTC-USD vs. AMZN - Performance Comparison
Returns By Period
In the year-to-date period, BTC-USD achieves a 134.23% return, which is significantly higher than AMZN's 29.74% return. Over the past 10 years, BTC-USD has outperformed AMZN with an annualized return of 74.63%, while AMZN has yielded a comparatively lower 28.02% annualized return.
BTC-USD
134.23%
49.02%
44.47%
165.48%
69.63%
74.63%
AMZN
29.74%
6.72%
9.06%
34.36%
17.73%
28.02%
Key characteristics
| BTC-USD | AMZN | |
|---|---|---|
| Sharpe Ratio | 1.24 | 1.26 |
| Sortino Ratio | 1.95 | 1.84 |
| Omega Ratio | 1.19 | 1.23 |
| Calmar Ratio | 1.11 | 1.52 |
| Martin Ratio | 5.79 | 5.78 |
| Ulcer Index | 11.62% | 5.95% |
| Daily Std Dev | 44.09% | 27.21% |
| Max Drawdown | -93.07% | -94.40% |
| Current Drawdown | 0.00% | -7.93% |
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Correlation
The correlation between BTC-USD and AMZN is 0.07, 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
BTC-USD vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-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.
Drawdowns
BTC-USD vs. AMZN - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -93.07%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BTC-USD and AMZN. For additional features, visit the drawdowns tool.
Volatility
BTC-USD vs. AMZN - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 16.59% compared to Amazon.com, Inc. (AMZN) at 10.53%. This indicates that BTC-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.