ETH-USD vs. AMZN
Compare and contrast key facts about Ethereum (ETH-USD) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETH-USD or AMZN.
Performance
ETH-USD vs. AMZN - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with ETH-USD having a 34.81% return and AMZN slightly lower at 33.35%.
ETH-USD
34.81%
16.43%
0.12%
56.66%
76.92%
N/A
AMZN
33.35%
7.21%
9.70%
39.56%
18.31%
28.57%
Key characteristics
| ETH-USD | AMZN | |
|---|---|---|
| Sharpe Ratio | -0.43 | 1.53 |
| Sortino Ratio | -0.26 | 2.14 |
| Omega Ratio | 0.97 | 1.28 |
| Calmar Ratio | 0.00 | 1.77 |
| Martin Ratio | -1.04 | 7.05 |
| Ulcer Index | 27.64% | 5.88% |
| Daily Std Dev | 52.27% | 27.21% |
| Max Drawdown | -93.96% | -94.40% |
| Current Drawdown | -36.08% | -5.37% |
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Correlation
The correlation between ETH-USD and AMZN is 0.13, 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.
Risk-Adjusted Performance
ETH-USD vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
Drawdowns
ETH-USD vs. AMZN - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -93.96%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ETH-USD and AMZN. For additional features, visit the drawdowns tool.
Volatility
ETH-USD vs. AMZN - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 20.31% compared to Amazon.com, Inc. (AMZN) at 10.46%. This indicates that ETH-USD'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.