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CSSPX vs. AMZN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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CSSPX vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSSPX
Cohen & Steers Global Realty Shares, Inc.
-0.28%10.61%0.84%10.75%-25.08%26.46%-2.35%24.80%-3.86%12.95%
AMZN
Amazon.com, Inc
-9.77%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%

Returns By Period

In the year-to-date period, CSSPX achieves a -0.28% return, which is significantly higher than AMZN's -9.77% return. Over the past 10 years, CSSPX has underperformed AMZN with an annualized return of 4.51%, while AMZN has yielded a comparatively higher 21.41% annualized return.


CSSPX

1D
0.30%
1M
-9.79%
YTD
-0.28%
6M
-0.90%
1Y
8.52%
3Y*
6.71%
5Y*
2.06%
10Y*
4.51%

AMZN

1D
3.64%
1M
-0.82%
YTD
-9.77%
6M
-5.15%
1Y
9.47%
3Y*
26.33%
5Y*
5.67%
10Y*
21.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CSSPX vs. AMZN — Risk / Return Rank

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

CSSPX
CSSPX Risk / Return Rank: 2727
Overall Rank
CSSPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSSPX Sortino Ratio Rank: 2525
Sortino Ratio Rank
CSSPX Omega Ratio Rank: 2424
Omega Ratio Rank
CSSPX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CSSPX Martin Ratio Rank: 3030
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5050
Overall Rank
AMZN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 4747
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4646
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5252
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSSPX vs. AMZN - Risk-Adjusted Trends 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.


CSSPXAMZNDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.27

+0.36

Sortino ratio

Return per unit of downside risk

0.94

0.65

+0.29

Omega ratio

Gain probability vs. loss probability

1.13

1.08

+0.05

Calmar ratio

Return relative to maximum drawdown

0.80

0.37

+0.43

Martin ratio

Return relative to average drawdown

3.16

0.89

+2.27

CSSPX vs. AMZN - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is 0.63, which is higher than the AMZN Sharpe Ratio of 0.27. 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.


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Sharpe Ratios by Period


CSSPXAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.27

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.16

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.66

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.55

-0.23

Correlation

The correlation between CSSPX and AMZN is 0.35, 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.


Dividends

CSSPX vs. AMZN - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 3.47%, while AMZN has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CSSPX
Cohen & Steers Global Realty Shares, Inc.
3.47%3.46%2.78%2.85%3.02%3.21%2.41%8.61%3.95%2.79%6.89%2.68%
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 -40.47%, 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.


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Drawdown Indicators


CSSPXAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-94.40%

+53.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-21.74%

+11.45%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-56.15%

+23.43%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-56.15%

+15.68%

Current Drawdown

Current decline from peak

-9.79%

-18.00%

+8.21%

Average Drawdown

Average peak-to-trough decline

-8.47%

-28.27%

+19.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

9.03%

-6.42%

Volatility

CSSPX vs. AMZN - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.06%, while Amazon.com, Inc (AMZN) has a volatility of 9.57%. 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.


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Volatility by Period


CSSPXAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

9.57%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

22.64%

-14.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

35.02%

-21.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

35.32%

-19.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

32.51%

-15.52%