CHFUSD=X vs. AMZN
Compare and contrast key facts about USD/CHF (CHFUSD=X) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or AMZN.
Performance
CHFUSD=X vs. AMZN - Performance Comparison
Returns By Period
In the year-to-date period, CHFUSD=X achieves a -5.04% return, which is significantly lower than AMZN's 33.35% return. Over the past 10 years, CHFUSD=X has underperformed AMZN with an annualized return of 0.75%, while AMZN has yielded a comparatively higher 28.57% annualized return.
CHFUSD=X
-5.04%
-2.40%
2.57%
-0.08%
2.12%
0.75%
AMZN
33.35%
7.21%
9.70%
39.56%
18.31%
28.57%
Key characteristics
| CHFUSD=X | AMZN | |
|---|---|---|
| Sharpe Ratio | -0.53 | 1.53 |
| Sortino Ratio | -0.69 | 2.14 |
| Omega Ratio | 0.92 | 1.28 |
| Calmar Ratio | -0.16 | 1.77 |
| Martin Ratio | -0.94 | 7.05 |
| Ulcer Index | 3.70% | 5.88% |
| Daily Std Dev | 6.56% | 27.21% |
| Max Drawdown | -38.65% | -94.40% |
| Current Drawdown | -18.45% | -5.37% |
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Correlation
The correlation between CHFUSD=X and AMZN is -0.05. 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.
Risk-Adjusted Performance
CHFUSD=X vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=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.
Drawdowns
CHFUSD=X vs. AMZN - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and AMZN. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. AMZN - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 2.13%, while Amazon.com, Inc. (AMZN) has a volatility of 10.04%. This indicates that CHFUSD=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.