ETHSX vs. AMZN
Compare and contrast key facts about Eaton Vance Worldwide Health Sciences Fund (ETHSX) and Amazon.com, Inc (AMZN).
ETHSX is managed by Eaton Vance. It was launched on Jul 25, 1985.
Performance
ETHSX vs. AMZN - Performance Comparison
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ETHSX vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETHSX Eaton Vance Worldwide Health Sciences Fund | -7.98% | 10.23% | 3.48% | 5.67% | -9.41% | 22.02% | 13.04% | 25.99% | 5.87% | 16.24% |
AMZN Amazon.com, Inc | -9.77% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Returns By Period
In the year-to-date period, ETHSX achieves a -7.98% return, which is significantly higher than AMZN's -9.77% return. Over the past 10 years, ETHSX has underperformed AMZN with an annualized return of 7.35%, while AMZN has yielded a comparatively higher 21.41% annualized return.
ETHSX
- 1D
- 0.58%
- 1M
- -9.75%
- YTD
- -7.98%
- 6M
- 2.06%
- 1Y
- -1.98%
- 3Y*
- 3.65%
- 5Y*
- 4.08%
- 10Y*
- 7.35%
AMZN
- 1D
- 3.64%
- 1M
- -0.82%
- YTD
- -9.77%
- 6M
- -5.15%
- 1Y
- 9.47%
- 3Y*
- 26.33%
- 5Y*
- 5.67%
- 10Y*
- 21.41%
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Return for Risk
ETHSX vs. AMZN — Risk / Return Rank
ETHSX
AMZN
ETHSX vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Worldwide Health Sciences Fund (ETHSX) 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.
| ETHSX | AMZN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 0.27 | -0.38 |
Sortino ratioReturn per unit of downside risk | -0.02 | 0.65 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.08 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.37 | -0.56 |
Martin ratioReturn relative to average drawdown | -0.47 | 0.89 | -1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETHSX | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 0.27 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.16 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.66 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.55 | -0.53 |
Correlation
The correlation between ETHSX and AMZN is 0.41, 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.
Dividends
ETHSX vs. AMZN - Dividend Comparison
ETHSX's dividend yield for the trailing twelve months is around 8.00%, while AMZN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETHSX Eaton Vance Worldwide Health Sciences Fund | 8.00% | 7.36% | 4.81% | 2.48% | 4.43% | 8.25% | 7.33% | 5.39% | 5.51% | 2.82% | 12.75% | 9.70% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ETHSX vs. AMZN - Drawdown Comparison
The maximum ETHSX drawdown since its inception was -90.06%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ETHSX and AMZN.
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Drawdown Indicators
| ETHSX | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.06% | -94.40% | +4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -21.74% | +10.48% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -56.15% | +36.57% |
Max Drawdown (10Y)Largest decline over 10 years | -27.43% | -56.15% | +28.72% |
Current DrawdownCurrent decline from peak | -12.40% | -18.00% | +5.60% |
Average DrawdownAverage peak-to-trough decline | -53.13% | -28.27% | -24.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.49% | 9.03% | -4.54% |
Volatility
ETHSX vs. AMZN - Volatility Comparison
The current volatility for Eaton Vance Worldwide Health Sciences Fund (ETHSX) is 4.47%, while Amazon.com, Inc (AMZN) has a volatility of 9.57%. This indicates that ETHSX 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.
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Volatility by Period
| ETHSX | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 9.57% | -5.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 22.64% | -12.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 35.02% | -17.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 35.32% | -20.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 32.51% | -16.27% |