PortfoliosLab logoPortfoliosLab logo
GFS vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFS vs. AMZN - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, GFS achieves a 142.27% return, which is significantly higher than AMZN's 11.13% return.


GFS

1D
5.84%
1M
30.33%
YTD
142.27%
6M
127.85%
1Y
135.52%
3Y*
12.66%
5Y*
10Y*

AMZN

1D
-1.81%
1M
-4.38%
YTD
11.13%
6M
9.43%
1Y
24.13%
3Y*
27.33%
5Y*
9.99%
10Y*
21.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFS vs. AMZN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GFS
GLOBALFOUNDRIES Inc.
142.27%-18.62%-29.19%12.45%-17.05%40.02%
AMZN
Amazon.com, Inc
11.13%5.21%44.39%80.88%-49.62%-3.26%

Correlation

The correlation between GFS and AMZN is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2021

0.44

The correlation between GFS and AMZN shifts across timeframes, from 0.25 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GFS:

$47.46B

AMZN:

$2.79T

EPS

GFS:

$1.39

AMZN:

$8.37

PE Ratio

GFS:

60.84

AMZN:

30.64

PS Ratio

GFS:

6.92

AMZN:

3.75

PB Ratio

GFS:

4.06

AMZN:

6.31

Total Revenue (TTM)

GFS:

$6.84B

AMZN:

$742.78B

Gross Profit (TTM)

GFS:

$1.81B

AMZN:

$348.59B

EBITDA (TTM)

GFS:

$2.16B

AMZN:

$152.71B

Compare stocks, funds, or ETFs

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


Return for Risk

GFS vs. AMZN — Risk / Return Rank

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

GFS
GFS Risk / Return Rank: 9090
Overall Rank
GFS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GFS Sortino Ratio Rank: 9090
Sortino Ratio Rank
GFS Omega Ratio Rank: 8888
Omega Ratio Rank
GFS Calmar Ratio Rank: 9292
Calmar Ratio Rank
GFS Martin Ratio Rank: 8888
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 6363
Overall Rank
AMZN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 6060
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5959
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6363
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6565
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.

GFS vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) 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.


GFSAMZNDifference

Sharpe ratio

Return per unit of total volatility

2.60

0.81

+1.79

Sortino ratio

Return per unit of downside risk

3.34

1.29

+2.05

Omega ratio

Gain probability vs. loss probability

1.40

1.16

+0.24

Calmar ratio

Return relative to maximum drawdown

5.66

1.16

+4.50

Martin ratio

Return relative to average drawdown

11.05

2.79

+8.26

GFS vs. AMZN - Sharpe Ratio Comparison

The current GFS Sharpe Ratio is 2.60, which is higher than the AMZN Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of GFS 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.


Loading charts...

Sharpe Ratios by Period


GFSAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

0.81

+1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.57

-0.29

Drawdowns

GFS vs. AMZN - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GFS and AMZN.


Loading charts...

Drawdown Indicators


GFSAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-61.53%

-94.40%

+32.87%

Max Drawdown (1Y)

Largest decline over 1 year

-24.10%

-21.74%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-55.40%

-30.88%

-24.52%

Max Drawdown (5Y)

Largest decline over 5 years

-56.15%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-5.96%

-6.72%

+0.76%

Average Drawdown

Average peak-to-trough decline

-34.68%

-28.13%

-6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.33%

9.00%

+3.33%

Volatility

GFS vs. AMZN - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 24.79% compared to Amazon.com, Inc (AMZN) at 7.08%. This indicates that GFS'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.


Loading charts...

Volatility by Period


GFSAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.79%

7.08%

+17.71%

Volatility (6M)

Calculated over the trailing 6-month period

43.15%

20.18%

+22.97%

Volatility (1Y)

Calculated over the trailing 1-year period

52.37%

29.89%

+22.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.96%

35.49%

+15.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.96%

32.46%

+18.50%

Dividends

GFS vs. AMZN - Dividend Comparison

Neither GFS nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GFS vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between GLOBALFOUNDRIES 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
1.63B
181.52B
(GFS) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

GFS vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between GLOBALFOUNDRIES Inc. and Amazon.com, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
27.6%
36.8%
Portfolio components
GFS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported a gross profit of 451.00M and revenue of 1.63B. Therefore, the gross margin over that period was 27.6%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.

GFS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported an operating income of 180.00M and revenue of 1.63B, resulting in an operating margin of 11.0%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

GFS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported a net income of 103.00M and revenue of 1.63B, resulting in a net margin of 6.3%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.


Frequently Asked Questions


GFS and AMZN have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFS has higher volatility (24.79%) compared to AMZN (7.08%). In terms of maximum drawdown, GFS dropped -61.53% vs AMZN's -94.40%.

GFS currently has the higher Sharpe Ratio (2.60 vs 0.81), 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

Find the right allocation for GFS and AMZN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer