EPAM vs. AMZN
Compare and contrast key facts about EPAM Systems, Inc. (EPAM) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPAM or AMZN.
Key characteristics
| EPAM | AMZN | |
|---|---|---|
| YTD Return | -20.97% | 17.81% |
| 1Y Return | -13.19% | 72.73% |
| 3Y Return (Ann) | -19.95% | 1.07% |
| 5Y Return (Ann) | 5.81% | 12.81% |
| 10Y Return (Ann) | 21.84% | 27.85% |
| Sharpe Ratio | -0.39 | 2.62 |
| Daily Std Dev | 40.59% | 28.74% |
| Max Drawdown | -75.64% | -94.40% |
| Current Drawdown | -67.25% | -5.32% |
Fundamentals
| EPAM | AMZN | |
|---|---|---|
| Market Cap | $13.77B | $1.87T |
| EPS | $7.06 | $2.89 |
| PE Ratio | 33.68 | 62.15 |
| PEG Ratio | 1.33 | 2.32 |
| Revenue (TTM) | $4.69B | $574.78B |
| Gross Profit (TTM) | $1.56B | $225.15B |
| EBITDA (TTM) | $675.45M | $85.52B |
Correlation
The correlation between EPAM and AMZN is 0.43, 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
EPAM vs. AMZN - Performance Comparison
In the year-to-date period, EPAM achieves a -20.97% return, which is significantly lower than AMZN's 17.81% return. Over the past 10 years, EPAM has underperformed AMZN with an annualized return of 21.84%, while AMZN has yielded a comparatively higher 27.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPAM vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) 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.
Dividends
EPAM vs. AMZN - Dividend Comparison
Neither EPAM nor AMZN has paid dividends to shareholders.
Drawdowns
EPAM vs. AMZN - Drawdown Comparison
The maximum EPAM drawdown since its inception was -75.64%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for EPAM and AMZN. For additional features, visit the drawdowns tool.
Volatility
EPAM vs. AMZN - Volatility Comparison
The current volatility for EPAM Systems, Inc. (EPAM) is 6.29%, while Amazon.com, Inc. (AMZN) has a volatility of 8.22%. This indicates that EPAM 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.
Financials
EPAM vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between EPAM Systems, 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.
Total Revenue: Total amount of money received from sales and other business activities