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FWONA vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FWONA and AMZN is 0.35, 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.


-0.50.00.51.00.3

Performance

FWONA vs. AMZN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
17.75%
12.82%
FWONA
AMZN

Key characteristics

Sharpe Ratio

FWONA:

2.10

AMZN:

1.44

Sortino Ratio

FWONA:

2.84

AMZN:

2.04

Omega Ratio

FWONA:

1.36

AMZN:

1.26

Calmar Ratio

FWONA:

2.81

AMZN:

2.07

Martin Ratio

FWONA:

10.12

AMZN:

6.66

Ulcer Index

FWONA:

4.93%

AMZN:

6.05%

Daily Std Dev

FWONA:

23.73%

AMZN:

28.00%

Max Drawdown

FWONA:

-60.76%

AMZN:

-94.40%

Current Drawdown

FWONA:

-1.86%

AMZN:

-6.51%

Fundamentals

Market Cap

FWONA:

$19.97B

AMZN:

$2.29T

EPS

FWONA:

$1.07

AMZN:

$4.68

PE Ratio

FWONA:

70.07

AMZN:

46.53

PEG Ratio

FWONA:

3.59

AMZN:

1.79

Total Revenue (TTM)

FWONA:

$2.45B

AMZN:

$450.17B

Gross Profit (TTM)

FWONA:

$667.00M

AMZN:

$222.77B

EBITDA (TTM)

FWONA:

$606.00M

AMZN:

$85.88B

Returns By Period

In the year-to-date period, FWONA achieves a 0.64% return, which is significantly higher than AMZN's -0.74% return. Over the past 10 years, FWONA has underperformed AMZN with an annualized return of 13.76%, while AMZN has yielded a comparatively higher 31.18% annualized return.


FWONA

YTD

0.64%

1M

-1.36%

6M

17.75%

1Y

47.04%

5Y*

14.15%

10Y*

13.76%

AMZN

YTD

-0.74%

1M

-4.26%

6M

12.82%

1Y

40.84%

5Y*

18.40%

10Y*

31.18%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FWONA vs. AMZN — Risk-Adjusted Performance Rank

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

FWONA
The Risk-Adjusted Performance Rank of FWONA is 9393
Overall Rank
The Sharpe Ratio Rank of FWONA is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FWONA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FWONA is 8989
Omega Ratio Rank
The Calmar Ratio Rank of FWONA is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FWONA is 9393
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 8686
Overall Rank
The Sharpe Ratio Rank of AMZN is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8282
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FWONA vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formula One Group (FWONA) 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 FWONA, currently valued at 2.10, compared to the broader market-2.000.002.002.101.44
The chart of Sortino ratio for FWONA, currently valued at 2.84, compared to the broader market-4.00-2.000.002.004.002.842.04
The chart of Omega ratio for FWONA, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.26
The chart of Calmar ratio for FWONA, currently valued at 2.81, compared to the broader market0.002.004.006.002.812.07
The chart of Martin ratio for FWONA, currently valued at 10.12, compared to the broader market0.0010.0020.0010.126.66
FWONA
AMZN

The current FWONA Sharpe Ratio is 2.10, which is higher than the AMZN Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FWONA 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
2.10
1.44
FWONA
AMZN

Dividends

FWONA vs. AMZN - Dividend Comparison

Neither FWONA nor AMZN has paid dividends to shareholders.


TTM20242023
FWONA
Formula One Group
0.00%0.00%2.13%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%

Drawdowns

FWONA vs. AMZN - Drawdown Comparison

The maximum FWONA drawdown since its inception was -60.76%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for FWONA and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.86%
-6.51%
FWONA
AMZN

Volatility

FWONA vs. AMZN - Volatility Comparison

The current volatility for Formula One Group (FWONA) is 4.98%, while Amazon.com, Inc. (AMZN) has a volatility of 7.36%. This indicates that FWONA 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.


4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.98%
7.36%
FWONA
AMZN

Financials

FWONA vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Formula One Group 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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