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CHF=X vs. AMZN
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CHF=X and AMZN is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

CHF=X vs. AMZN - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
-0.06%
196,192.13%
CHF=X
AMZN

Key characteristics

Sharpe Ratio

CHF=X:

-0.11

AMZN:

0.23

Sortino Ratio

CHF=X:

-0.11

AMZN:

0.51

Omega Ratio

CHF=X:

0.99

AMZN:

1.06

Calmar Ratio

CHF=X:

-0.01

AMZN:

0.31

Martin Ratio

CHF=X:

-0.21

AMZN:

0.78

Ulcer Index

CHF=X:

3.47%

AMZN:

8.36%

Daily Std Dev

CHF=X:

6.52%

AMZN:

28.56%

Max Drawdown

CHF=X:

-60.32%

AMZN:

-94.40%

Current Drawdown

CHF=X:

-51.50%

AMZN:

-20.61%

Returns By Period

In the year-to-date period, CHF=X achieves a -2.62% return, which is significantly higher than AMZN's -12.41% return. Over the past 10 years, CHF=X has underperformed AMZN with an annualized return of -0.70%, while AMZN has yielded a comparatively higher 26.37% annualized return.


CHF=X

YTD

-2.62%

1M

-2.12%

6M

4.36%

1Y

-2.30%

5Y*

-1.77%

10Y*

-0.70%

AMZN

YTD

-12.41%

1M

-9.47%

6M

3.80%

1Y

6.19%

5Y*

14.97%

10Y*

26.37%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CHF=X vs. AMZN — Risk-Adjusted Performance Rank

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

CHF=X
The Risk-Adjusted Performance Rank of CHF=X is 4343
Overall Rank
The Sharpe Ratio Rank of CHF=X is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of CHF=X is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CHF=X is 4343
Omega Ratio Rank
The Calmar Ratio Rank of CHF=X is 4545
Calmar Ratio Rank
The Martin Ratio Rank of CHF=X is 4242
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5959
Overall Rank
The Sharpe Ratio Rank of AMZN is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHF=X vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHF=X) 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 CHF=X, currently valued at -0.05, compared to the broader market0.002.004.006.008.00
CHF=X: -0.05
AMZN: 0.27
The chart of Sortino ratio for CHF=X, currently valued at -0.07, compared to the broader market0.0010.0020.0030.00
CHF=X: -0.07
AMZN: 0.54
The chart of Omega ratio for CHF=X, currently valued at 0.99, compared to the broader market2.004.006.008.00
CHF=X: 0.99
AMZN: 1.07
The chart of Calmar ratio for CHF=X, currently valued at -0.14, compared to the broader market0.0020.0040.0060.00
CHF=X: -0.14
AMZN: 0.33
The chart of Martin ratio for CHF=X, currently valued at -0.77, compared to the broader market0.00100.00200.00300.00400.00500.00
CHF=X: -0.77
AMZN: 0.79

The current CHF=X Sharpe Ratio is -0.11, which is lower than the AMZN Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of CHF=X 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.05
0.27
CHF=X
AMZN

Drawdowns

CHF=X vs. AMZN - Drawdown Comparison

The maximum CHF=X drawdown since its inception was -60.32%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CHF=X and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.24%
-20.61%
CHF=X
AMZN

Volatility

CHF=X vs. AMZN - Volatility Comparison

The current volatility for USD/CHF (CHF=X) is 0.40%, while Amazon.com, Inc. (AMZN) has a volatility of 8.27%. This indicates that CHF=X 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
0.40%
8.27%
CHF=X
AMZN
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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.

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