PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BYD vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BYD and AMZN is 0.30, 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.


-0.50.00.51.00.3

Performance

BYD vs. AMZN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
32.94%
18.95%
BYD
AMZN

Key characteristics

Sharpe Ratio

BYD:

0.61

AMZN:

1.71

Sortino Ratio

BYD:

0.93

AMZN:

2.33

Omega Ratio

BYD:

1.15

AMZN:

1.30

Calmar Ratio

BYD:

0.58

AMZN:

2.13

Martin Ratio

BYD:

1.57

AMZN:

8.00

Ulcer Index

BYD:

11.25%

AMZN:

5.98%

Daily Std Dev

BYD:

28.99%

AMZN:

27.97%

Max Drawdown

BYD:

-94.49%

AMZN:

-94.40%

Current Drawdown

BYD:

-5.66%

AMZN:

-3.44%

Fundamentals

Market Cap

BYD:

$6.53B

AMZN:

$2.43T

EPS

BYD:

$5.26

AMZN:

$4.68

PE Ratio

BYD:

14.05

AMZN:

49.39

PEG Ratio

BYD:

0.85

AMZN:

1.91

Total Revenue (TTM)

BYD:

$3.84B

AMZN:

$620.13B

Gross Profit (TTM)

BYD:

$2.02B

AMZN:

$300.18B

EBITDA (TTM)

BYD:

$1.09B

AMZN:

$112.91B

Returns By Period

In the year-to-date period, BYD achieves a 14.97% return, which is significantly lower than AMZN's 48.03% return. Over the past 10 years, BYD has underperformed AMZN with an annualized return of 20.08%, while AMZN has yielded a comparatively higher 30.90% annualized return.


BYD

YTD

14.97%

1M

-0.55%

6M

32.95%

1Y

16.38%

5Y*

19.50%

10Y*

20.08%

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BYD vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boyd Gaming Corporation (BYD) 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.


Sharpe ratio
The chart of Sharpe ratio for BYD, currently valued at 0.61, compared to the broader market-4.00-2.000.002.000.611.71
The chart of Sortino ratio for BYD, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.932.33
The chart of Omega ratio for BYD, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.30
The chart of Calmar ratio for BYD, currently valued at 0.58, compared to the broader market0.002.004.006.000.582.13
The chart of Martin ratio for BYD, currently valued at 1.57, compared to the broader market-5.000.005.0010.0015.0020.0025.001.578.00
BYD
AMZN

The current BYD Sharpe Ratio is 0.61, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BYD and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.61
1.71
BYD
AMZN

Dividends

BYD vs. AMZN - Dividend Comparison

BYD's dividend yield for the trailing twelve months is around 0.96%, while AMZN has not paid dividends to shareholders.


TTM2023202220212020201920182017
BYD
Boyd Gaming Corporation
0.96%1.02%1.36%0.00%0.00%0.90%1.11%0.43%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BYD vs. AMZN - Drawdown Comparison

The maximum BYD drawdown since its inception was -94.49%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BYD and AMZN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.66%
-3.44%
BYD
AMZN

Volatility

BYD vs. AMZN - Volatility Comparison

The current volatility for Boyd Gaming Corporation (BYD) is 6.08%, while Amazon.com, Inc. (AMZN) has a volatility of 8.68%. This indicates that BYD experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.08%
8.68%
BYD
AMZN

Financials

BYD vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Boyd Gaming Corporation and Amazon.com, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab