PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ETSY vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ETSY and AMZN is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ETSY vs. AMZN - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
61.37%
824.31%
ETSY
AMZN

Key characteristics

Sharpe Ratio

ETSY:

-0.61

AMZN:

-0.04

Sortino Ratio

ETSY:

-0.64

AMZN:

0.15

Omega Ratio

ETSY:

0.91

AMZN:

1.02

Calmar Ratio

ETSY:

-0.30

AMZN:

-0.05

Martin Ratio

ETSY:

-1.22

AMZN:

-0.15

Ulcer Index

ETSY:

21.17%

AMZN:

8.61%

Daily Std Dev

ETSY:

41.87%

AMZN:

30.02%

Max Drawdown

ETSY:

-85.05%

AMZN:

-94.40%

Current Drawdown

ETSY:

-83.70%

AMZN:

-26.30%

Fundamentals

Market Cap

ETSY:

$5.40B

AMZN:

$2.08T

EPS

ETSY:

$2.35

AMZN:

$5.53

PE Ratio

ETSY:

21.46

AMZN:

35.44

PEG Ratio

ETSY:

1.20

AMZN:

1.62

Total Revenue (TTM)

ETSY:

$2.16B

AMZN:

$494.65B

Gross Profit (TTM)

ETSY:

$1.57B

AMZN:

$240.99B

EBITDA (TTM)

ETSY:

$437.72M

AMZN:

$97.44B

Returns By Period

In the year-to-date period, ETSY achieves a -8.47% return, which is significantly higher than AMZN's -18.68% return.


ETSY

YTD

-8.47%

1M

-2.12%

6M

-5.26%

1Y

-25.69%

5Y*

4.89%

10Y*

N/A

AMZN

YTD

-18.68%

1M

-12.46%

6M

-1.95%

1Y

-2.19%

5Y*

13.40%

10Y*

25.26%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ETSY vs. AMZN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETSY
The Risk-Adjusted Performance Rank of ETSY is 2323
Overall Rank
The Sharpe Ratio Rank of ETSY is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ETSY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ETSY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ETSY is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ETSY is 2121
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 4646
Overall Rank
The Sharpe Ratio Rank of AMZN is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 4141
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 4949
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETSY vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Etsy, Inc. (ETSY) 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 ETSY, currently valued at -0.61, compared to the broader market-2.00-1.000.001.002.003.00
ETSY: -0.61
AMZN: -0.04
The chart of Sortino ratio for ETSY, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
ETSY: -0.64
AMZN: 0.15
The chart of Omega ratio for ETSY, currently valued at 0.91, compared to the broader market0.501.001.502.00
ETSY: 0.91
AMZN: 1.02
The chart of Calmar ratio for ETSY, currently valued at -0.30, compared to the broader market0.001.002.003.004.005.00
ETSY: -0.30
AMZN: -0.05
The chart of Martin ratio for ETSY, currently valued at -1.22, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ETSY: -1.22
AMZN: -0.15

The current ETSY Sharpe Ratio is -0.61, which is lower than the AMZN Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of ETSY 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.61
-0.04
ETSY
AMZN

Dividends

ETSY vs. AMZN - Dividend Comparison

Neither ETSY nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETSY vs. AMZN - Drawdown Comparison

The maximum ETSY drawdown since its inception was -85.05%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for ETSY and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-83.70%
-26.30%
ETSY
AMZN

Volatility

ETSY vs. AMZN - Volatility Comparison

Etsy, Inc. (ETSY) and Amazon.com, Inc. (AMZN) have volatilities of 13.63% and 13.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.63%
13.01%
ETSY
AMZN

Financials

ETSY vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Etsy, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab