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

Key characteristics


EBAYAMZN
YTD Return15.40%24.23%
1Y Return10.86%78.36%
3Y Return (Ann)-4.00%4.69%
5Y Return (Ann)7.69%14.76%
10Y Return (Ann)9.92%29.22%
Sharpe Ratio0.462.73
Daily Std Dev26.81%28.86%
Max Drawdown-82.56%-94.40%
Current Drawdown-34.70%-0.15%

Fundamentals


EBAYAMZN
Market Cap$25.14B$1.94T
EPS$5.01$3.58
PE Ratio9.9152.01
PEG Ratio2.222.32
Revenue (TTM)$10.16B$590.74B
Gross Profit (TTM)$7.12B$225.15B
EBITDA (TTM)$2.53B$96.61B

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 15.40% return, which is significantly lower than AMZN's 24.23% return. Over the past 10 years, EBAY has underperformed AMZN with an annualized return of 9.92%, while AMZN has yielded a comparatively higher 29.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchAprilMay
6,477.77%
22,080.96%
EBAY
AMZN

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eBay Inc.

Amazon.com, Inc.

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 0.46, compared to the broader market-2.00-1.000.001.002.003.004.000.46
Sortino ratio
The chart of Sortino ratio for EBAY, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.006.000.79
Omega ratio
The chart of Omega ratio for EBAY, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for EBAY, currently valued at 0.24, compared to the broader market0.002.004.006.000.24
Martin ratio
The chart of Martin ratio for EBAY, currently valued at 1.18, compared to the broader market-10.000.0010.0020.0030.001.18
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 2.73, compared to the broader market-2.00-1.000.001.002.003.004.002.73
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 16.63, compared to the broader market-10.000.0010.0020.0030.0016.63

EBAY vs. AMZN - Sharpe Ratio Comparison

The current EBAY Sharpe Ratio is 0.46, which is lower than the AMZN Sharpe Ratio of 2.73. The chart below compares the 12-month rolling Sharpe Ratio of EBAY and AMZN.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.46
2.73
EBAY
AMZN

Dividends

EBAY vs. AMZN - Dividend Comparison

EBAY's dividend yield for the trailing twelve months is around 2.04%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019
EBAY
eBay Inc.
2.04%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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-34.70%
-0.15%
EBAY
AMZN

Volatility

EBAY vs. AMZN - Volatility Comparison

The current volatility for eBay Inc. (EBAY) is 6.09%, while Amazon.com, Inc. (AMZN) has a volatility of 8.33%. 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%December2024FebruaryMarchAprilMay
6.09%
8.33%
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