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FOO.DE vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FOO.DE vs. AMZN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.18%
9.90%
FOO.DE
AMZN

Returns By Period

In the year-to-date period, FOO.DE achieves a 28.08% return, which is significantly lower than AMZN's 32.75% return.


FOO.DE

YTD

28.08%

1M

13.28%

6M

15.90%

1Y

50.87%

5Y (annualized)

N/A

10Y (annualized)

N/A

AMZN

YTD

32.75%

1M

6.73%

6M

9.89%

1Y

38.93%

5Y (annualized)

18.30%

10Y (annualized)

28.43%

Fundamentals


FOO.DEAMZN
Market Cap€291.96B$2.12T
EPS€5.44$4.68
PE Ratio56.1443.10
PEG Ratio2.251.69
Total Revenue (TTM)€27.75B$620.13B
Gross Profit (TTM)€21.28B$300.18B
EBITDA (TTM)€8.13B$111.68B

Key characteristics


FOO.DEAMZN
Sharpe Ratio1.361.51
Sortino Ratio1.722.13
Omega Ratio1.311.27
Calmar Ratio1.501.80
Martin Ratio3.516.99
Ulcer Index13.87%5.90%
Daily Std Dev35.46%27.22%
Max Drawdown-55.95%-94.40%
Current Drawdown-6.38%-5.79%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.4

The correlation between FOO.DE and AMZN is 0.41, 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.

Risk-Adjusted Performance

FOO.DE vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Salesforce.com Inc (FOO.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.


Sharpe ratio
The chart of Sharpe ratio for FOO.DE, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.261.35
The chart of Sortino ratio for FOO.DE, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.611.95
The chart of Omega ratio for FOO.DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.25
The chart of Calmar ratio for FOO.DE, currently valued at 1.35, compared to the broader market0.002.004.006.001.351.62
The chart of Martin ratio for FOO.DE, currently valued at 3.23, compared to the broader market-10.000.0010.0020.0030.003.236.14
FOO.DE
AMZN

The current FOO.DE Sharpe Ratio is 1.36, which is comparable to the AMZN Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FOO.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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.26
1.35
FOO.DE
AMZN

Dividends

FOO.DE vs. AMZN - Dividend Comparison

FOO.DE's dividend yield for the trailing twelve months is around 0.36%, while AMZN has not paid dividends to shareholders.


TTM
FOO.DE
Salesforce.com Inc
0.36%
AMZN
Amazon.com, Inc.
0.00%

Drawdowns

FOO.DE vs. AMZN - Drawdown Comparison

The maximum FOO.DE drawdown since its inception was -55.95%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for FOO.DE and AMZN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.26%
-5.79%
FOO.DE
AMZN

Volatility

FOO.DE vs. AMZN - Volatility Comparison

Salesforce.com Inc (FOO.DE) and Amazon.com, Inc. (AMZN) have volatilities of 10.40% and 10.53%, 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.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.40%
10.53%
FOO.DE
AMZN

Financials

FOO.DE vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Salesforce.com 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. FOO.DE values in EUR, AMZN values in USD