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

Performance

GM vs. AMZN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.40%
10.39%
GM
AMZN

Returns By Period

In the year-to-date period, GM achieves a 59.22% return, which is significantly higher than AMZN's 33.35% return. Over the past 10 years, GM has underperformed AMZN with an annualized return of 8.61%, while AMZN has yielded a comparatively higher 28.57% annualized return.


GM

YTD

59.22%

1M

15.35%

6M

24.61%

1Y

104.62%

5Y (annualized)

10.33%

10Y (annualized)

8.61%

AMZN

YTD

33.35%

1M

7.21%

6M

9.70%

1Y

39.56%

5Y (annualized)

18.31%

10Y (annualized)

28.57%

Fundamentals


GMAMZN
Market Cap$63.40B$2.20T
EPS$9.33$4.72
PE Ratio6.1544.26
PEG Ratio6.771.73
Total Revenue (TTM)$182.72B$620.13B
Gross Profit (TTM)$21.86B$300.18B
EBITDA (TTM)$25.20B$111.68B

Key characteristics


GMAMZN
Sharpe Ratio3.471.53
Sortino Ratio4.272.14
Omega Ratio1.601.28
Calmar Ratio1.911.77
Martin Ratio21.657.05
Ulcer Index5.02%5.88%
Daily Std Dev31.32%27.21%
Max Drawdown-59.95%-94.40%
Current Drawdown-11.68%-5.37%

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Correlation

-0.50.00.51.00.3

The correlation between GM and AMZN is 0.30, 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.

Risk-Adjusted Performance

GM vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) 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 GM, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.003.471.54
The chart of Sortino ratio for GM, currently valued at 4.27, compared to the broader market-4.00-2.000.002.004.004.272.16
The chart of Omega ratio for GM, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.28
The chart of Calmar ratio for GM, currently valued at 1.91, compared to the broader market0.002.004.006.001.911.83
The chart of Martin ratio for GM, currently valued at 21.65, compared to the broader market0.0010.0020.0030.0021.657.10
GM
AMZN

The current GM Sharpe Ratio is 3.47, which is higher than the AMZN Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GM 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.47
1.54
GM
AMZN

Dividends

GM vs. AMZN - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 0.79%, while AMZN has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
GM
General Motors Company
0.79%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GM vs. AMZN - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GM and AMZN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.68%
-5.37%
GM
AMZN

Volatility

GM vs. AMZN - Volatility Comparison

General Motors Company (GM) has a higher volatility of 11.81% compared to Amazon.com, Inc. (AMZN) at 10.50%. This indicates that GM'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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.81%
10.50%
GM
AMZN

Financials

GM vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between General Motors Company 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