EYX.DE vs. AMZ.DE
EYX.DE (Exor N.V.) and AMZ.DE (Amazon.com Inc) are both stocks. EYX.DE operates in Farm & Heavy Construction Machinery (Industrials), while AMZ.DE operates in Internet Retail (Consumer Cyclical). Over the past 10 years, EYX.DE returned 11.89%/yr vs 21.18%/yr for AMZ.DE. At a 0.08 correlation, their price movements are largely independent.
Performance
EYX.DE vs. AMZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EYX.DE achieves a -8.96% return, which is significantly lower than AMZ.DE's 11.02% return. Over the past 10 years, EYX.DE has underperformed AMZ.DE with an annualized return of 11.89%, while AMZ.DE has yielded a comparatively higher 21.18% annualized return.
EYX.DE
- 1D
- 0.38%
- 1M
- -0.41%
- YTD
- -8.96%
- 6M
- -8.40%
- 1Y
- -21.11%
- 3Y*
- -5.22%
- 5Y*
- 25.19%
- 10Y*
- 11.89%
AMZ.DE
- 1D
- 1.72%
- 1M
- -7.13%
- YTD
- 11.02%
- 6M
- 12.00%
- 1Y
- 21.40%
- 3Y*
- 23.11%
- 5Y*
- 10.64%
- 10Y*
- 21.18%
EYX.DE vs. AMZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYX.DE Exor N.V. | -8.96% | -17.41% | -1.55% | 32.06% | 214.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZ.DE Amazon.com Inc | 11.02% | -7.10% | 53.16% | 77.64% | -47.85% | 10.04% | 62.55% | 30.14% | 29.79% | 36.05% |
Correlation
The correlation between EYX.DE and AMZ.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2008 | 0.08 |
Over the past year, EYX.DE and AMZ.DE have become more correlated (0.31) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
EYX.DE vs. AMZ.DE — Risk / Return Rank
EYX.DE
AMZ.DE
EYX.DE vs. AMZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exor N.V. (EYX.DE) and Amazon.com Inc (AMZ.DE). 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.
| EYX.DE | AMZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.15 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 0.87 | -1.54 |
| Martin ratioReturn relative to average drawdown | -1.14 | 2.14 | -3.27 |
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
| EYX.DE | AMZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 0.69 | -1.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.31 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.68 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.23 | -0.16 |
Drawdowns
EYX.DE vs. AMZ.DE - Drawdown Comparison
The maximum EYX.DE drawdown since its inception was -63.40%, smaller than the maximum AMZ.DE drawdown of -98.91%. Use the drawdown chart below to compare losses from any high point for EYX.DE and AMZ.DE.
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Drawdown Indicators
| EYX.DE | AMZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.40% | -98.91% | +35.51% |
Max Drawdown (1Y)Largest decline over 1 year | -31.33% | -24.50% | -6.83% |
Max Drawdown (3Y)Largest decline over 3 years | -40.80% | -35.42% | -5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -40.80% | -53.26% | +12.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.80% | -53.26% | +12.46% |
Current DrawdownCurrent decline from peak | -37.46% | -7.13% | -30.33% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -55.40% | +40.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.51% | 9.99% | +8.52% |
Volatility
EYX.DE vs. AMZ.DE - Volatility Comparison
Exor N.V. (EYX.DE) has a higher volatility of 9.81% compared to Amazon.com Inc (AMZ.DE) at 8.60%. This indicates that EYX.DE's price experiences larger fluctuations and is considered to be riskier than AMZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EYX.DE | AMZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.81% | 8.60% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.74% | 23.13% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.44% | 30.76% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.73% | 33.55% | +55.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.83% | 31.10% | +31.73% |
Dividends
EYX.DE vs. AMZ.DE - Dividend Comparison
EYX.DE's dividend yield for the trailing twelve months is around 0.75%, while AMZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AMZ.DE Amazon.com Inc | 0.00% | 0.00% | 0.00% | 0.00% |
EYX.DE Exor N.V. | 0.75% | 0.67% | 0.52% | 0.49% |
Financials
EYX.DE vs. AMZ.DE - Financials Comparison
This section allows you to compare key financial metrics between Exor N.V. 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
Frequently Asked Questions
EYX.DE and AMZ.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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