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FLLA vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLLA vs. AMZN - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLLA achieves a 14.21% return, which is significantly higher than AMZN's 0.56% return.


FLLA

1D
-0.61%
1M
2.56%
6M
-0.13%
YTD
14.21%
1Y
37.04%
3Y*
10.65%
5Y*
9.29%
10Y*
ALL TIME*
6.48%

AMZN

1D
-0.66%
1M
2.25%
6M
-2.95%
YTD
0.56%
1Y
0.29%
3Y*
21.59%
5Y*
4.89%
10Y*
20.23%
ALL TIME*
29.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.21B$12.90B$12.21B
$721.85K$757.25K$1.17M

FLLA vs. AMZN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLLA
Franklin FTSE Latin America ETF
14.21%51.81%-26.89%32.71%7.78%-8.93%-15.08%19.59%-2.78%
AMZN
Amazon.com, Inc
0.56%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%-14.43%

Correlation

The correlation between FLLA and AMZN is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2018

0.30

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Return for Risk

FLLA vs. AMZN — Risk / Return Rank

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

FLLA
FLLA Risk / Return Rank: 6969
Overall Rank
FLLA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FLLA Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLLA Omega Ratio Rank: 7171
Omega Ratio Rank
FLLA Calmar Ratio Rank: 7474
Calmar Ratio Rank
FLLA Martin Ratio Rank: 5555
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 4545
Overall Rank
AMZN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 4242
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4242
Omega Ratio Rank
AMZN Calmar Ratio Rank: 4747
Calmar Ratio Rank
AMZN Martin Ratio Rank: 4747
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.

FLLA vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLLAAMZNDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.30

1.03

+0.27

Calmar ratioReturn relative to maximum drawdown

2.67

-0.00

+2.67

Martin ratioReturn relative to average drawdown

6.62

-0.01

+6.63

FLLA vs. AMZN - Sharpe Ratio Comparison

The current FLLA Sharpe Ratio is 1.70, which is higher than the AMZN Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of FLLA and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLLA vs. AMZN - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.88%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for FLLA and AMZN.


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Drawdown Indicators


FLLAAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-94.40%

+40.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-21.74%

+7.99%

Max Drawdown (3Y)

Largest decline over 3 years

-27.76%

-30.88%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-55.73%

+27.41%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-9.71%

-15.59%

+5.88%

Average Drawdown

Average peak-to-trough decline

-13.43%

-28.13%

+14.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

10.06%

-4.53%

Volatility

FLLA vs. AMZN - Volatility Comparison

The current volatility for Franklin FTSE Latin America ETF (FLLA) is 4.59%, while Amazon.com, Inc (AMZN) has a volatility of 8.77%. This indicates that FLLA 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


FLLAAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

8.77%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

22.18%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

31.47%

-9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.74%

35.75%

-13.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

32.63%

-5.24%

Dividends

FLLA vs. AMZN - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 4.80%, while AMZN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AMZN
Amazon.com, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLLA
Franklin FTSE Latin America ETF
4.80%6.06%7.04%5.45%9.55%7.60%2.12%3.18%0.48%

Frequently Asked Questions


FLLA and AMZN 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.

AMZN has higher volatility (8.77%) compared to FLLA (4.59%). In terms of maximum drawdown, FLLA dropped -53.88% vs AMZN's -94.40%.

FLLA currently has the higher Sharpe Ratio (1.70 vs -0.00), 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.

Portfolio Optimizer

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