BUG vs. AMZN
BUG (Global X Cybersecurity ETF) is Technology Equities fund tracking the Indxx Cybersecurity Index, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, BUG returned 4.13%/yr vs 7.35%/yr for AMZN. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
BUG vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, BUG achieves a 11.98% return, which is significantly higher than AMZN's 3.35% return.
BUG
- 1D
- -0.12%
- 1M
- 7.70%
- YTD
- 11.98%
- 6M
- 6.60%
- 1Y
- -4.42%
- 3Y*
- 11.66%
- 5Y*
- 4.13%
- 10Y*
- —
AMZN
- 1D
- -1.23%
- 1M
- -9.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 12.47%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
BUG vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BUG Global X Cybersecurity ETF | 11.98% | -5.04% | 9.59% | 41.40% | -33.63% | 13.24% | 70.83% | 6.21% |
AMZN Amazon.com, Inc | 3.35% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 3.81% |
Correlation
The correlation between BUG and AMZN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2019 | 0.56 |
Over the past year, the correlation between BUG and AMZN has dropped to 0.29 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
BUG vs. AMZN — Risk / Return Rank
BUG
AMZN
BUG vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Cybersecurity ETF (BUG) 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.
| BUG | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.55 | -0.69 |
| Martin ratioReturn relative to average drawdown | -0.29 | 1.29 | -1.58 |
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Drawdowns
BUG vs. AMZN - Drawdown Comparison
The maximum BUG drawdown since its inception was -41.66%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BUG and AMZN.
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Drawdown Indicators
| BUG | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -94.40% | +52.74% |
Max Drawdown (1Y)Largest decline over 1 year | -37.69% | -21.74% | -15.95% |
Max Drawdown (3Y)Largest decline over 3 years | -37.69% | -30.88% | -6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -56.15% | +14.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.15% | — |
Current DrawdownCurrent decline from peak | -11.52% | -13.25% | +1.73% |
Average DrawdownAverage peak-to-trough decline | -14.39% | -28.19% | +13.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.44% | 9.21% | +9.23% |
Volatility
BUG vs. AMZN - Volatility Comparison
Global X Cybersecurity ETF (BUG) has a higher volatility of 14.21% compared to Amazon.com, Inc (AMZN) at 7.92%. This indicates that BUG'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
| BUG | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.21% | 7.92% | +6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 26.24% | 20.73% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.11% | 30.13% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.51% | 35.53% | -7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.32% | 32.48% | -3.16% |
Dividends
BUG vs. AMZN - Dividend Comparison
BUG's dividend yield for the trailing twelve months is around 0.03%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BUG Global X Cybersecurity ETF | 0.03% | 0.04% | 0.09% | 0.10% | 1.56% | 0.66% | 0.46% | 0.24% |
Frequently Asked Questions
BUG and AMZN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BUG has higher volatility (14.21%) compared to AMZN (7.92%). In terms of maximum drawdown, BUG dropped -41.66% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.40 vs -0.17), 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.
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