EXEL vs. AMZN
EXEL (Exelixis, Inc.) and AMZN (Amazon.com, Inc) are both stocks. EXEL operates in Biotechnology (Healthcare), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 10 years, EXEL returned 21.50%/yr vs 21.19%/yr for AMZN. At a 0.30 correlation, their price movements are largely independent.
Performance
EXEL vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, EXEL achieves a 18.05% return, which is significantly higher than AMZN's 6.24% return. Both investments have delivered pretty close results over the past 10 years, with EXEL having a 21.50% annualized return and AMZN not far behind at 21.19%.
EXEL
- 1D
- -1.82%
- 1M
- 7.43%
- YTD
- 18.05%
- 6M
- 22.69%
- 1Y
- 20.24%
- 3Y*
- 39.16%
- 5Y*
- 17.83%
- 10Y*
- 21.50%
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
EXEL vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXEL Exelixis, Inc. | 18.05% | 31.62% | 38.81% | 49.56% | -12.25% | -8.92% | 13.90% | -10.42% | -35.30% | 103.89% |
AMZN Amazon.com, Inc | 6.24% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between EXEL and AMZN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2000 | 0.30 |
The correlation between EXEL and AMZN shifts across timeframes, from 0.16 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
EXEL:
$13.83B
AMZN:
$2.67T
EXEL:
$3.00
AMZN:
$8.37
EXEL:
17.26
AMZN:
29.29
EXEL:
0.30
AMZN:
0.71
EXEL:
6.06
AMZN:
3.58
EXEL:
7.15
AMZN:
6.03
EXEL:
$2.38B
AMZN:
$742.78B
EXEL:
$1.70B
AMZN:
$348.59B
EXEL:
$991.79M
AMZN:
$152.71B
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Return for Risk
EXEL vs. AMZN — Risk / Return Rank
EXEL
AMZN
EXEL vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) 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.
| EXEL | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 0.68 | +0.12 |
| Martin ratioReturn relative to average drawdown | 1.94 | 1.64 | +0.31 |
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
| EXEL | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.49 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.24 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.65 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.56 | -0.49 |
Drawdowns
EXEL vs. AMZN - Drawdown Comparison
The maximum EXEL drawdown since its inception was -97.38%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for EXEL and AMZN.
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Drawdown Indicators
| EXEL | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -94.40% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -25.16% | -21.74% | -3.42% |
Max Drawdown (3Y)Largest decline over 3 years | -25.34% | -30.88% | +5.54% |
Max Drawdown (5Y)Largest decline over 5 years | -36.12% | -56.15% | +20.03% |
Max Drawdown (10Y)Largest decline over 10 years | -57.20% | -56.15% | -1.05% |
Current DrawdownCurrent decline from peak | -1.82% | -10.83% | +9.01% |
Average DrawdownAverage peak-to-trough decline | -71.08% | -28.12% | -42.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.44% | 9.08% | +1.36% |
Volatility
EXEL vs. AMZN - Volatility Comparison
Exelixis, Inc. (EXEL) has a higher volatility of 11.21% compared to Amazon.com, Inc (AMZN) at 7.80%. This indicates that EXEL'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.
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Volatility by Period
| EXEL | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.21% | 7.80% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 25.96% | 20.58% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.34% | 30.13% | +10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.17% | 35.53% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.47% | 32.48% | +11.99% |
Dividends
EXEL vs. AMZN - Dividend Comparison
Neither EXEL nor AMZN has paid dividends to shareholders.
Financials
EXEL vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Exelixis, 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.
Total Revenue: Total amount of money received from sales and other business activities
EXEL vs. AMZN - Profitability Comparison
EXEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a gross profit of 0.00 and revenue of 610.81M. Therefore, the gross margin over that period was 0.0%.
AMZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.
EXEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported an operating income of 251.34M and revenue of 610.81M, resulting in an operating margin of 41.2%.
AMZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.
EXEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Exelixis, Inc. reported a net income of 210.47M and revenue of 610.81M, resulting in a net margin of 34.5%.
AMZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.
Frequently Asked Questions
EXEL and AMZN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EXEL has higher volatility (11.21%) compared to AMZN (7.80%). In terms of maximum drawdown, EXEL dropped -97.38% vs AMZN's -94.40%.
EXEL currently has the higher Sharpe Ratio (0.50 vs 0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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