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EBAY vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EBAY and AMZN is 0.50, 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.


-0.50.00.51.00.5

Performance

EBAY vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in eBay Inc. (EBAY) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
18.49%
28.67%
EBAY
AMZN

Key characteristics

Sharpe Ratio

EBAY:

2.51

AMZN:

1.23

Sortino Ratio

EBAY:

3.36

AMZN:

1.73

Omega Ratio

EBAY:

1.46

AMZN:

1.22

Calmar Ratio

EBAY:

1.51

AMZN:

1.72

Martin Ratio

EBAY:

16.89

AMZN:

5.47

Ulcer Index

EBAY:

3.90%

AMZN:

6.12%

Daily Std Dev

EBAY:

26.17%

AMZN:

27.27%

Max Drawdown

EBAY:

-82.56%

AMZN:

-94.40%

Current Drawdown

EBAY:

-8.33%

AMZN:

-6.37%

Fundamentals

Market Cap

EBAY:

$33.20B

AMZN:

$2.40T

EPS

EBAY:

$3.97

AMZN:

$5.53

PE Ratio

EBAY:

17.46

AMZN:

40.98

PEG Ratio

EBAY:

1.50

AMZN:

1.80

Total Revenue (TTM)

EBAY:

$7.70B

AMZN:

$637.96B

Gross Profit (TTM)

EBAY:

$5.54B

AMZN:

$307.28B

EBITDA (TTM)

EBAY:

$2.10B

AMZN:

$107.08B

Returns By Period

In the year-to-date period, EBAY achieves a 11.90% return, which is significantly higher than AMZN's 3.30% return. Over the past 10 years, EBAY has underperformed AMZN with an annualized return of 12.16%, while AMZN has yielded a comparatively higher 28.08% annualized return.


EBAY

YTD

11.90%

1M

4.73%

6M

19.18%

1Y

62.11%

5Y*

14.68%

10Y*

12.16%

AMZN

YTD

3.30%

1M

0.31%

6M

25.83%

1Y

35.64%

5Y*

16.75%

10Y*

28.08%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EBAY vs. AMZN — Risk-Adjusted Performance Rank

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

EBAY
The Risk-Adjusted Performance Rank of EBAY is 9393
Overall Rank
The Sharpe Ratio Rank of EBAY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of EBAY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of EBAY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of EBAY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EBAY is 9696
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 8080
Overall Rank
The Sharpe Ratio Rank of AMZN is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 7474
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8282
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.

EBAY vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for eBay Inc. (EBAY) 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 EBAY, currently valued at 2.51, compared to the broader market-2.000.002.002.511.23
The chart of Sortino ratio for EBAY, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.006.003.361.73
The chart of Omega ratio for EBAY, currently valued at 1.46, compared to the broader market0.501.001.502.001.461.22
The chart of Calmar ratio for EBAY, currently valued at 1.51, compared to the broader market0.002.004.006.001.511.72
The chart of Martin ratio for EBAY, currently valued at 16.89, compared to the broader market0.0010.0020.0030.0016.895.47
EBAY
AMZN

The current EBAY Sharpe Ratio is 2.51, which is higher than the AMZN Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of EBAY 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.51
1.23
EBAY
AMZN

Dividends

EBAY vs. AMZN - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.56%, while AMZN has not paid dividends to shareholders.


TTM202420232022202120202019
EBAY
eBay Inc.
1.56%1.74%2.29%2.12%1.08%1.27%1.55%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EBAY vs. AMZN - Drawdown Comparison

The maximum EBAY drawdown since its inception was -82.56%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for EBAY and AMZN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.33%
-6.37%
EBAY
AMZN

Volatility

EBAY vs. AMZN - Volatility Comparison

The current volatility for eBay Inc. (EBAY) is 5.90%, while Amazon.com, Inc. (AMZN) has a volatility of 7.09%. This indicates that EBAY 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.90%
7.09%
EBAY
AMZN

Financials

EBAY vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between eBay Inc. and Amazon.com, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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