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

Key characteristics


CSSPXAMZN
YTD Return-6.61%15.18%
1Y Return-1.39%71.48%
3Y Return (Ann)-5.10%0.31%
5Y Return (Ann)0.57%13.02%
10Y Return (Ann)3.78%27.57%
Sharpe Ratio-0.132.28
Daily Std Dev15.87%28.88%
Max Drawdown-73.64%-94.40%
Current Drawdown-23.64%-7.43%

Correlation

-0.50.00.51.00.3

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.

Performance

CSSPX vs. AMZN - Performance Comparison

In the year-to-date period, CSSPX achieves a -6.61% return, which is significantly lower than AMZN's 15.18% return. Over the past 10 years, CSSPX has underperformed AMZN with an annualized return of 3.78%, while AMZN has yielded a comparatively higher 27.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2024FebruaryMarchApril
459.85%
250,616.33%
CSSPX
AMZN

Compare stocks, funds, or ETFs

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


Cohen & Steers Global Realty Shares, Inc.

Amazon.com, Inc.

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.


CSSPX
Sharpe ratio
The chart of Sharpe ratio for CSSPX, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00-0.13
Sortino ratio
The chart of Sortino ratio for CSSPX, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.0010.00-0.08
Omega ratio
The chart of Omega ratio for CSSPX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.99
Calmar ratio
The chart of Calmar ratio for CSSPX, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00-0.07
Martin ratio
The chart of Martin ratio for CSSPX, currently valued at -0.35, compared to the broader market0.0010.0020.0030.0040.0050.00-0.35
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.0012.001.46
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 13.99, compared to the broader market0.0010.0020.0030.0040.0050.0013.99

CSSPX vs. AMZN - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is -0.13, which is lower than the AMZN Sharpe Ratio of 2.28. The chart below compares the 12-month rolling Sharpe Ratio of CSSPX and AMZN.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.13
2.28
CSSPX
AMZN

Dividends

CSSPX vs. AMZN - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 3.05%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CSSPX
Cohen & Steers Global Realty Shares, Inc.
3.05%2.85%3.02%3.21%2.41%8.32%3.95%2.79%6.89%2.68%1.75%2.12%
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%0.00%

Drawdowns

CSSPX vs. AMZN - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -73.64%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-23.64%
-7.43%
CSSPX
AMZN

Volatility

CSSPX vs. AMZN - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.75%, while Amazon.com, Inc. (AMZN) has a volatility of 7.86%. 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%NovemberDecember2024FebruaryMarchApril
4.75%
7.86%
CSSPX
AMZN