CHF=X vs. AMZN

In the year-to-date period, CHF=X achieves a -8.40% return, which is significantly higher than AMZN's -12.00% return. Over the past 10 years, CHF=X has underperformed AMZN with an annualized return of -0.92%, while AMZN has yielded a comparatively higher 24.71% annualized return.

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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.

The current CHF=X Sharpe Ratio is -0.81, which is lower than the AMZN Sharpe Ratio of 0.06. 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.

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.

The current volatility for USD/CHF (CHF=X) is 3.37%, while Amazon.com, Inc. (AMZN) has a volatility of 11.30%. 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.