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

Key characteristics


EBAYAMZN
YTD Return44.03%40.91%
1Y Return56.71%46.84%
3Y Return (Ann)-3.87%6.72%
5Y Return (Ann)13.89%19.81%
10Y Return (Ann)11.57%29.37%
Sharpe Ratio2.521.86
Sortino Ratio3.212.54
Omega Ratio1.431.33
Calmar Ratio1.292.14
Martin Ratio19.148.53
Ulcer Index3.30%5.88%
Daily Std Dev25.08%26.97%
Max Drawdown-82.56%-94.40%
Current Drawdown-18.50%0.00%

Fundamentals


EBAYAMZN
Market Cap$29.90B$2.20T
EPS$3.91$4.72
PE Ratio15.7344.26
PEG Ratio1.341.73
Total Revenue (TTM)$10.28B$620.13B
Gross Profit (TTM)$7.40B$300.18B
EBITDA (TTM)$2.75B$111.68B

Correlation

-0.50.00.51.00.5

The correlation between EBAY and AMZN is 0.51, 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.

Performance

EBAY vs. AMZN - Performance Comparison

In the year-to-date period, EBAY achieves a 44.03% return, which is significantly higher than AMZN's 40.91% return. Over the past 10 years, EBAY has underperformed AMZN with an annualized return of 11.57%, while AMZN has yielded a comparatively higher 29.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
19.22%
15.11%
EBAY
AMZN

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Risk-Adjusted Performance

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.


EBAY
Sharpe ratio
The chart of Sharpe ratio for EBAY, currently valued at 2.52, compared to the broader market-4.00-2.000.002.004.002.52
Sortino ratio
The chart of Sortino ratio for EBAY, currently valued at 3.21, compared to the broader market-4.00-2.000.002.004.006.003.21
Omega ratio
The chart of Omega ratio for EBAY, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for EBAY, currently valued at 1.29, compared to the broader market0.002.004.006.001.29
Martin ratio
The chart of Martin ratio for EBAY, currently valued at 19.14, compared to the broader market0.0010.0020.0030.0019.14
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 1.86, compared to the broader market-4.00-2.000.002.004.001.86
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 8.53, compared to the broader market0.0010.0020.0030.008.53

EBAY vs. AMZN - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 2.52, which is higher than the AMZN Sharpe Ratio of 1.86. 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.52
1.86
EBAY
AMZN

Dividends

EBAY vs. AMZN - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 1.71%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019
EBAY
eBay Inc.
1.71%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%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.50%
0
EBAY
AMZN

Volatility

EBAY vs. AMZN - Volatility Comparison

eBay Inc. (EBAY) has a higher volatility of 10.48% compared to Amazon.com, Inc. (AMZN) at 9.17%. This indicates that EBAY's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
10.48%
9.17%
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