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ETH-USD vs. AMZN
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

ETH-USD vs. AMZN - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%JulyAugustSeptemberOctoberNovemberDecember
139,976.96%
776.24%
ETH-USD
AMZN

Key characteristics

Sharpe Ratio

ETH-USD:

0.38

AMZN:

2.00

Sortino Ratio

ETH-USD:

1.05

AMZN:

2.67

Omega Ratio

ETH-USD:

1.10

AMZN:

1.34

Calmar Ratio

ETH-USD:

0.14

AMZN:

2.45

Martin Ratio

ETH-USD:

1.02

AMZN:

9.26

Ulcer Index

ETH-USD:

24.32%

AMZN:

5.97%

Daily Std Dev

ETH-USD:

53.71%

AMZN:

27.64%

Max Drawdown

ETH-USD:

-93.96%

AMZN:

-94.40%

Current Drawdown

ETH-USD:

-19.31%

AMZN:

-0.56%

Returns By Period

In the year-to-date period, ETH-USD achieves a 70.20% return, which is significantly higher than AMZN's 50.70% return.


ETH-USD

YTD

70.20%

1M

19.62%

6M

11.93%

1Y

71.77%

5Y (annualized)

93.57%

10Y (annualized)

N/A

AMZN

YTD

50.70%

1M

9.60%

6M

24.56%

1Y

53.84%

5Y (annualized)

21.12%

10Y (annualized)

31.14%

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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.


Sharpe ratio
The chart of Sharpe ratio for ETH-USD, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.000.381.44
The chart of Sortino ratio for ETH-USD, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.005.001.051.97
The chart of Omega ratio for ETH-USD, currently valued at 1.10, compared to the broader market1.001.201.401.601.101.26
The chart of Calmar ratio for ETH-USD, currently valued at 0.14, compared to the broader market1.002.003.004.000.140.78
The chart of Martin ratio for ETH-USD, currently valued at 1.02, compared to the broader market0.0010.0020.0030.001.025.92
ETH-USD
AMZN

The current ETH-USD Sharpe Ratio is 0.38, which is lower than the AMZN Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ETH-USD 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.38
1.44
ETH-USD
AMZN

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.31%
-0.56%
ETH-USD
AMZN

Volatility

ETH-USD vs. AMZN - Volatility Comparison

Ethereum (ETH-USD) has a higher volatility of 20.35% compared to Amazon.com, Inc. (AMZN) at 8.63%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
20.35%
8.63%
ETH-USD
AMZN
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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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