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

Correlation

The correlation between CSSPX and AMZN is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%300,000.00%350,000.00%NovemberDecember2025FebruaryMarchApril
384.49%
267,149.28%
CSSPX
AMZN

Key characteristics

Sharpe Ratio

CSSPX:

0.65

AMZN:

0.16

Sortino Ratio

CSSPX:

0.99

AMZN:

0.46

Omega Ratio

CSSPX:

1.13

AMZN:

1.06

Calmar Ratio

CSSPX:

0.44

AMZN:

0.17

Martin Ratio

CSSPX:

1.56

AMZN:

0.50

Ulcer Index

CSSPX:

6.48%

AMZN:

10.58%

Daily Std Dev

CSSPX:

15.52%

AMZN:

33.83%

Max Drawdown

CSSPX:

-76.32%

AMZN:

-94.40%

Current Drawdown

CSSPX:

-14.75%

AMZN:

-22.94%

Returns By Period

In the year-to-date period, CSSPX achieves a 1.90% return, which is significantly higher than AMZN's -14.97% return. Over the past 10 years, CSSPX has underperformed AMZN with an annualized return of 2.90%, while AMZN has yielded a comparatively higher 23.94% annualized return.


CSSPX

YTD

1.90%

1M

0.29%

6M

-6.19%

1Y

9.31%

5Y*

6.81%

10Y*

2.90%

AMZN

YTD

-14.97%

1M

-9.32%

6M

0.09%

1Y

5.63%

5Y*

9.16%

10Y*

23.94%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CSSPX vs. AMZN — Risk-Adjusted Performance Rank

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

CSSPX
The Risk-Adjusted Performance Rank of CSSPX is 6161
Overall Rank
The Sharpe Ratio Rank of CSSPX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of CSSPX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CSSPX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CSSPX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CSSPX is 5252
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
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.

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.


The chart of Sharpe ratio for CSSPX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.00
CSSPX: 0.65
AMZN: 0.16
The chart of Sortino ratio for CSSPX, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
CSSPX: 0.99
AMZN: 0.46
The chart of Omega ratio for CSSPX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
CSSPX: 1.13
AMZN: 1.06
The chart of Calmar ratio for CSSPX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.00
CSSPX: 0.44
AMZN: 0.17
The chart of Martin ratio for CSSPX, currently valued at 1.56, compared to the broader market0.0010.0020.0030.0040.0050.00
CSSPX: 1.56
AMZN: 0.50

The current CSSPX Sharpe Ratio is 0.65, which is higher than the AMZN Sharpe Ratio of 0.16. 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.65
0.16
CSSPX
AMZN

Dividends

CSSPX vs. AMZN - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 2.73%, while AMZN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CSSPX
Cohen & Steers Global Realty Shares, Inc.
2.73%2.78%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%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.75%
-22.94%
CSSPX
AMZN

Volatility

CSSPX vs. AMZN - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 9.01%, while Amazon.com, Inc. (AMZN) has a volatility of 19.70%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.01%
19.70%
CSSPX
AMZN