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

Correlation

The correlation between GFS and AMZN is 0.49, 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.


-0.50.00.51.00.5

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-18.33%
14.19%
GFS
AMZN

Key characteristics

Sharpe Ratio

GFS:

-0.50

AMZN:

2.05

Sortino Ratio

GFS:

-0.52

AMZN:

2.70

Omega Ratio

GFS:

0.94

AMZN:

1.35

Calmar Ratio

GFS:

-0.40

AMZN:

2.59

Martin Ratio

GFS:

-0.95

AMZN:

9.57

Ulcer Index

GFS:

22.61%

AMZN:

6.00%

Daily Std Dev

GFS:

43.27%

AMZN:

28.02%

Max Drawdown

GFS:

-54.38%

AMZN:

-94.40%

Current Drawdown

GFS:

-44.54%

AMZN:

-2.28%

Fundamentals

Market Cap

GFS:

$23.71B

AMZN:

$2.31T

EPS

GFS:

$1.32

AMZN:

$4.67

PE Ratio

GFS:

32.51

AMZN:

46.98

PEG Ratio

GFS:

1.67

AMZN:

1.80

Total Revenue (TTM)

GFS:

$4.92B

AMZN:

$450.17B

Gross Profit (TTM)

GFS:

$1.20B

AMZN:

$222.77B

EBITDA (TTM)

GFS:

$1.69B

AMZN:

$85.88B

Returns By Period

In the year-to-date period, GFS achieves a 2.03% return, which is significantly lower than AMZN's 3.75% return.


GFS

YTD

2.03%

1M

-2.45%

6M

-18.15%

1Y

-21.88%

5Y*

N/A

10Y*

N/A

AMZN

YTD

3.75%

1M

0.26%

6M

14.21%

1Y

56.71%

5Y*

19.26%

10Y*

31.49%

*Annualized

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Risk-Adjusted Performance

GFS vs. AMZN - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GFS, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.502.05
The chart of Sortino ratio for GFS, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.522.70
The chart of Omega ratio for GFS, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.35
The chart of Calmar ratio for GFS, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.402.68
The chart of Martin ratio for GFS, currently valued at -0.95, compared to the broader market0.005.0010.0015.0020.0025.0030.00-0.959.57
GFS
AMZN

The current GFS Sharpe Ratio is -0.50, which is lower than the AMZN Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of GFS 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 Ratio-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
-0.50
2.05
GFS
AMZN

Dividends

GFS vs. AMZN - Dividend Comparison

Neither GFS nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GFS vs. AMZN - Drawdown Comparison

The maximum GFS drawdown since its inception was -54.38%, 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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-44.54%
-2.28%
GFS
AMZN

Volatility

GFS vs. AMZN - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 8.48% compared to Amazon.com, Inc. (AMZN) at 7.88%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.48%
7.88%
GFS
AMZN

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


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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