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CSSPX vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSSPX and AMZN is 0.34, 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

CSSPX vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember
1.33%
11.03%
CSSPX
AMZN

Key characteristics

Sharpe Ratio

CSSPX:

-0.03

AMZN:

1.58

Sortino Ratio

CSSPX:

0.05

AMZN:

2.19

Omega Ratio

CSSPX:

1.01

AMZN:

1.28

Calmar Ratio

CSSPX:

-0.02

AMZN:

1.97

Martin Ratio

CSSPX:

-0.09

AMZN:

7.41

Ulcer Index

CSSPX:

4.29%

AMZN:

5.99%

Daily Std Dev

CSSPX:

13.52%

AMZN:

28.09%

Max Drawdown

CSSPX:

-76.32%

AMZN:

-94.40%

Current Drawdown

CSSPX:

-17.35%

AMZN:

-5.81%

Returns By Period

Over the past 10 years, CSSPX has underperformed AMZN with an annualized return of 3.10%, while AMZN has yielded a comparatively higher 30.47% annualized return.


CSSPX

YTD

0.00%

1M

-9.05%

6M

1.75%

1Y

-0.38%

5Y*

0.60%

10Y*

3.10%

AMZN

YTD

0.00%

1M

5.53%

6M

9.70%

1Y

44.39%

5Y*

18.29%

10Y*

30.47%

*Annualized

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Risk-Adjusted Performance

CSSPX vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) 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 CSSPX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.00-0.031.58
The chart of Sortino ratio for CSSPX, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.000.052.19
The chart of Omega ratio for CSSPX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.28
The chart of Calmar ratio for CSSPX, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.00-0.021.97
The chart of Martin ratio for CSSPX, currently valued at -0.09, compared to the broader market0.0010.0020.0030.0040.0050.00-0.097.41
CSSPX
AMZN

The current CSSPX Sharpe Ratio is -0.03, which is lower than the AMZN Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of CSSPX 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
-0.03
1.58
CSSPX
AMZN

Dividends

CSSPX vs. AMZN - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 1.48%, while AMZN has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
CSSPX
Cohen & Steers Global Realty Shares, Inc.
1.48%2.85%3.02%3.40%2.41%4.57%3.33%2.13%4.74%2.68%1.76%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSSPX vs. AMZN - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -76.32%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for CSSPX and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-17.35%
-5.81%
CSSPX
AMZN

Volatility

CSSPX vs. AMZN - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.44%, while Amazon.com, Inc. (AMZN) has a volatility of 8.02%. This indicates that CSSPX 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember
4.44%
8.02%
CSSPX
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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