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GOOD.L vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GOOD.L vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Good Energy Group plc (GOOD.L) 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%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
34.45%
10.39%
GOOD.L
AMZN

Returns By Period

In the year-to-date period, GOOD.L achieves a -5.43% return, which is significantly lower than AMZN's 33.35% return. Over the past 10 years, GOOD.L has underperformed AMZN with an annualized return of 4.97%, while AMZN has yielded a comparatively higher 28.57% annualized return.


GOOD.L

YTD

-5.43%

1M

28.04%

6M

35.05%

1Y

8.46%

5Y (annualized)

19.46%

10Y (annualized)

4.97%

AMZN

YTD

33.35%

1M

7.21%

6M

9.70%

1Y

39.56%

5Y (annualized)

18.31%

10Y (annualized)

28.57%

Fundamentals


GOOD.LAMZN
Market Cap£63.34M$2.20T
EPS-£0.39$4.72
PEG Ratio0.001.73
Total Revenue (TTM)£195.99M$620.13B
Gross Profit (TTM)£35.23M$300.18B
EBITDA (TTM)-£1.75M$111.68B

Key characteristics


GOOD.LAMZN
Sharpe Ratio0.131.53
Sortino Ratio0.662.14
Omega Ratio1.091.28
Calmar Ratio0.201.77
Martin Ratio0.277.05
Ulcer Index31.32%5.88%
Daily Std Dev65.39%27.21%
Max Drawdown-67.88%-94.40%
Current Drawdown-15.76%-5.37%

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Correlation

-0.50.00.51.00.0

The correlation between GOOD.L and AMZN is 0.05, 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

GOOD.L vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Good Energy Group plc (GOOD.L) 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 GOOD.L, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.000.051.41
The chart of Sortino ratio for GOOD.L, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.562.01
The chart of Omega ratio for GOOD.L, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.26
The chart of Calmar ratio for GOOD.L, currently valued at 0.08, compared to the broader market0.002.004.006.000.081.69
The chart of Martin ratio for GOOD.L, currently valued at 0.11, compared to the broader market0.0010.0020.0030.000.116.41
GOOD.L
AMZN

The current GOOD.L Sharpe Ratio is 0.13, which is lower than the AMZN Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GOOD.L 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.05
1.41
GOOD.L
AMZN

Dividends

GOOD.L vs. AMZN - Dividend Comparison

GOOD.L's dividend yield for the trailing twelve months is around 0.98%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GOOD.L
Good Energy Group plc
0.98%0.82%1.42%0.31%0.00%1.71%3.53%1.81%1.20%2.73%1.56%1.31%
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%

Drawdowns

GOOD.L vs. AMZN - Drawdown Comparison

The maximum GOOD.L drawdown since its inception was -67.88%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GOOD.L and AMZN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.69%
-5.37%
GOOD.L
AMZN

Volatility

GOOD.L vs. AMZN - Volatility Comparison

Good Energy Group plc (GOOD.L) has a higher volatility of 23.59% compared to Amazon.com, Inc. (AMZN) at 10.50%. This indicates that GOOD.L'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%JuneJulyAugustSeptemberOctoberNovember
23.59%
10.50%
GOOD.L
AMZN

Financials

GOOD.L vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Good Energy Group plc 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


Please note, different currencies. GOOD.L values in GBp, AMZN values in USD