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.
Key characteristics
ETH-USD | AMZN | |
---|---|---|
YTD Return | 37.20% | 18.22% |
1Y Return | 63.99% | 63.56% |
3Y Return (Ann) | 5.54% | 1.68% |
5Y Return (Ann) | 81.87% | 13.00% |
Sharpe Ratio | 2.77 | 2.43 |
Daily Std Dev | 41.74% | 29.30% |
Max Drawdown | -93.96% | -94.40% |
Current Drawdown | -34.95% | -4.99% |
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.
Performance
ETH-USD vs. AMZN - Performance Comparison
In the year-to-date period, ETH-USD achieves a 37.20% return, which is significantly higher than AMZN's 18.22% 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
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 19.02% compared to Amazon.com, Inc. (AMZN) at 7.03%. 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.