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

Loading charts...

Returns By Period

In the year-to-date period, GM achieves a 2.58% return, which is significantly lower than AMZN's 9.95% return. Over the past 10 years, GM has underperformed AMZN with an annualized return of 13.07%, while AMZN has yielded a comparatively higher 21.45% annualized return.


GM

1D
1.86%
1M
9.28%
YTD
2.58%
6M
11.02%
1Y
76.35%
3Y*
35.88%
5Y*
6.41%
10Y*
13.07%

AMZN

1D
1.51%
1M
-7.22%
YTD
9.95%
6M
10.77%
1Y
22.47%
3Y*
26.52%
5Y*
9.62%
10Y*
21.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GM vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GM
General Motors Company
2.58%54.24%49.84%7.92%-42.36%40.80%15.16%14.02%-15.06%22.51%
AMZN
Amazon.com, Inc
9.95%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%

Correlation

The correlation between GM and AMZN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2010

0.30

Fundamentals

Market Cap

GM:

$76.52B

AMZN:

$2.76T

EPS

GM:

$2.68

AMZN:

$8.37

PE Ratio

GM:

31.05

AMZN:

30.32

PS Ratio

GM:

0.43

AMZN:

3.71

PB Ratio

GM:

1.22

AMZN:

6.24

Total Revenue (TTM)

GM:

$184.62B

AMZN:

$742.78B

Gross Profit (TTM)

GM:

$11.25B

AMZN:

$348.59B

EBITDA (TTM)

GM:

$13.56B

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

GM vs. AMZN — Risk / Return Rank

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

GM
GM Risk / Return Rank: 9090
Overall Rank
GM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GM Sortino Ratio Rank: 9191
Sortino Ratio Rank
GM Omega Ratio Rank: 8989
Omega Ratio Rank
GM Calmar Ratio Rank: 9191
Calmar Ratio Rank
GM Martin Ratio Rank: 9090
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 6262
Overall Rank
AMZN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 6060
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5858
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6363
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6464
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.

GM vs. AMZN - Risk-Adjusted Trends 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.


GMAMZNDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+2.06

Omega ratioGain probability vs. loss probability

1.42

1.15

+0.27

Calmar ratioReturn relative to maximum drawdown

4.80

1.04

+3.76

Martin ratioReturn relative to average drawdown

11.88

2.49

+9.39

GM vs. AMZN - Sharpe Ratio Comparison

The current GM Sharpe Ratio is 2.23, which is higher than the AMZN Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of GM 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


GMAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

0.75

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.27

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.66

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.57

-0.34

Drawdowns

GM vs. AMZN - Drawdown Comparison

The maximum GM drawdown since its inception was -59.96%, 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.


Loading charts...

Drawdown Indicators


GMAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-59.96%

-94.40%

+34.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.00%

-21.74%

+5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-34.02%

-30.88%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-58.96%

-56.15%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-59.96%

-56.15%

-3.81%

Current Drawdown

Current decline from peak

-3.43%

-7.71%

+4.28%

Average Drawdown

Average peak-to-trough decline

-21.53%

-28.12%

+6.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

9.03%

-2.58%

Volatility

GM vs. AMZN - Volatility Comparison

General Motors Company (GM) has a higher volatility of 11.36% compared to Amazon.com, Inc (AMZN) at 7.43%. 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.


Loading charts...

Volatility by Period


GMAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

7.43%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

23.58%

20.40%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

34.52%

30.03%

+4.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.59%

35.51%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.90%

32.46%

+4.44%

Dividends

GM vs. AMZN - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 0.76%, while AMZN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
GM
General Motors Company
0.76%0.70%0.90%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%

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


50.00B100.00B150.00B200.00B20222023202420252026
43.62B
181.52B
(GM) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

GM vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between General Motors Company 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

0.0%10.0%20.0%30.0%40.0%50.0%20222023202420252026
11.5%
36.8%
Portfolio components
GM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a gross profit of 5.00B and revenue of 43.62B. Therefore, the gross margin over that period was 11.5%.

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%.

GM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported an operating income of 2.93B and revenue of 43.62B, resulting in an operating margin of 6.7%.

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%.

GM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, General Motors Company reported a net income of 2.63B and revenue of 43.62B, resulting in a net margin of 6.0%.

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


GM and AMZN have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GM has higher volatility (11.36%) compared to AMZN (7.43%). In terms of maximum drawdown, GM dropped -59.96% vs AMZN's -94.40%.

GM currently has the higher Sharpe Ratio (2.23 vs 0.75), 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 GM 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