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FB2A.DE vs. AMZN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

FB2A.DE vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Meta Platforms Inc (FB2A.DE) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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FB2A.DE vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FB2A.DE
Meta Platforms Inc
-10.16%-1.21%75.83%191.72%-63.41%34.69%21.68%57.08%-20.65%34.48%
AMZN
Amazon.com, Inc
-7.37%-7.28%53.92%75.46%-46.49%10.03%61.73%25.81%34.46%36.79%
Different Trading Currencies

FB2A.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FB2A.DE achieves a -10.16% return, which is significantly lower than AMZN's -8.34% return. Over the past 10 years, FB2A.DE has underperformed AMZN with an annualized return of 17.43%, while AMZN has yielded a comparatively higher 21.23% annualized return.


FB2A.DE

1D
3.80%
1M
-9.86%
YTD
-10.16%
6M
-17.59%
1Y
-6.48%
3Y*
37.82%
5Y*
14.78%
10Y*
17.43%

AMZN

1D
0.00%
1M
1.04%
YTD
-8.34%
6M
-4.22%
1Y
1.17%
3Y*
23.66%
5Y*
6.06%
10Y*
21.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FB2A.DE vs. AMZN — Risk / Return Rank

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

FB2A.DE
FB2A.DE Risk / Return Rank: 3131
Overall Rank
FB2A.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FB2A.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
FB2A.DE Omega Ratio Rank: 2929
Omega Ratio Rank
FB2A.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
FB2A.DE Martin Ratio Rank: 3232
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 4949
Overall Rank
AMZN Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 4545
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4444
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5353
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FB2A.DE vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta Platforms Inc (FB2A.DE) 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.


FB2A.DEAMZNDifference

Sharpe ratio

Return per unit of total volatility

-0.18

0.03

-0.21

Sortino ratio

Return per unit of downside risk

0.00

0.31

-0.31

Omega ratio

Gain probability vs. loss probability

1.00

1.04

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.20

0.10

-0.30

Martin ratio

Return relative to average drawdown

-0.49

0.24

-0.73

FB2A.DE vs. AMZN - Sharpe Ratio Comparison

The current FB2A.DE Sharpe Ratio is -0.18, which is lower than the AMZN Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FB2A.DE 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.


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Sharpe Ratios by Period


FB2A.DEAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

0.03

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.17

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.65

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.68

-0.10

Correlation

The correlation between FB2A.DE and AMZN is 0.38, 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.


Dividends

FB2A.DE vs. AMZN - Dividend Comparison

FB2A.DE's dividend yield for the trailing twelve months is around 0.31%, while AMZN has not paid dividends to shareholders.


TTM20252024
FB2A.DE
Meta Platforms Inc
0.31%0.28%0.28%
AMZN
Amazon.com, Inc
0.00%0.00%0.00%

Drawdowns

FB2A.DE vs. AMZN - Drawdown Comparison

The maximum FB2A.DE drawdown since its inception was -72.11%, which is greater than AMZN's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for FB2A.DE and AMZN.


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Drawdown Indicators


FB2A.DEAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-72.11%

-94.40%

+22.29%

Max Drawdown (1Y)

Largest decline over 1 year

-32.82%

-21.74%

-11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-72.11%

-56.15%

-15.96%

Max Drawdown (10Y)

Largest decline over 10 years

-72.11%

-56.15%

-15.96%

Current Drawdown

Current decline from peak

-28.46%

-17.10%

-11.36%

Average Drawdown

Average peak-to-trough decline

-14.75%

-28.27%

+13.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.63%

9.09%

+4.54%

Volatility

FB2A.DE vs. AMZN - Volatility Comparison

Meta Platforms Inc (FB2A.DE) has a higher volatility of 12.51% compared to Amazon.com, Inc (AMZN) at 8.82%. This indicates that FB2A.DE'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


FB2A.DEAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.51%

8.82%

+3.69%

Volatility (6M)

Calculated over the trailing 6-month period

24.34%

22.91%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

36.84%

37.25%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.24%

35.18%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.67%

32.78%

+3.89%

Financials

FB2A.DE vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Meta Platforms 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


Please note, different currencies. FB2A.DE values in EUR, AMZN values in USD