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

Correlation

The correlation between GOOG and AMZN is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

GOOG vs. AMZN - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
479.49%
1,032.97%
GOOG
AMZN

Key characteristics

Sharpe Ratio

GOOG:

0.09

AMZN:

0.16

Sortino Ratio

GOOG:

0.36

AMZN:

0.46

Omega Ratio

GOOG:

1.04

AMZN:

1.06

Calmar Ratio

GOOG:

0.10

AMZN:

0.17

Martin Ratio

GOOG:

0.23

AMZN:

0.49

Ulcer Index

GOOG:

12.57%

AMZN:

10.67%

Daily Std Dev

GOOG:

31.58%

AMZN:

33.81%

Max Drawdown

GOOG:

-44.60%

AMZN:

-94.40%

Current Drawdown

GOOG:

-21.03%

AMZN:

-21.92%

Fundamentals

Market Cap

GOOG:

$1.98T

AMZN:

$2.01T

EPS

GOOG:

$8.04

AMZN:

$5.52

PE Ratio

GOOG:

20.38

AMZN:

34.24

PEG Ratio

GOOG:

1.02

AMZN:

1.42

PS Ratio

GOOG:

5.51

AMZN:

3.14

PB Ratio

GOOG:

6.05

AMZN:

7.01

Total Revenue (TTM)

GOOG:

$359.71B

AMZN:

$494.65B

Gross Profit (TTM)

GOOG:

$210.76B

AMZN:

$240.99B

EBITDA (TTM)

GOOG:

$134.18B

AMZN:

$97.44B

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with GOOG at -13.86% and AMZN at -13.86%. Over the past 10 years, GOOG has underperformed AMZN with an annualized return of 19.68%, while AMZN has yielded a comparatively higher 24.37% annualized return.


GOOG

YTD

-13.86%

1M

-0.14%

6M

-1.66%

1Y

-5.22%

5Y*

20.95%

10Y*

19.68%

AMZN

YTD

-13.86%

1M

-6.14%

6M

0.62%

1Y

5.22%

5Y*

9.76%

10Y*

24.37%

*Annualized

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Risk-Adjusted Performance

GOOG vs. AMZN — Risk-Adjusted Performance Rank

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

GOOG
The Risk-Adjusted Performance Rank of GOOG is 5353
Overall Rank
The Sharpe Ratio Rank of GOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 5555
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOOG vs. AMZN - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for GOOG, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.003.00
GOOG: 0.09
AMZN: 0.16
The chart of Sortino ratio for GOOG, currently valued at 0.36, compared to the broader market-6.00-4.00-2.000.002.004.00
GOOG: 0.36
AMZN: 0.46
The chart of Omega ratio for GOOG, currently valued at 1.04, compared to the broader market0.501.001.502.00
GOOG: 1.04
AMZN: 1.06
The chart of Calmar ratio for GOOG, currently valued at 0.10, compared to the broader market0.001.002.003.004.005.00
GOOG: 0.10
AMZN: 0.17
The chart of Martin ratio for GOOG, currently valued at 0.23, compared to the broader market-5.000.005.0010.0015.0020.00
GOOG: 0.23
AMZN: 0.49

The current GOOG Sharpe Ratio is 0.09, which is lower than the AMZN Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of GOOG 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.09
0.16
GOOG
AMZN

Dividends

GOOG vs. AMZN - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.49%, while AMZN has not paid dividends to shareholders.


TTM2024
GOOG
Alphabet Inc.
0.49%0.32%
AMZN
Amazon.com, Inc.
0.00%0.00%

Drawdowns

GOOG vs. AMZN - Drawdown Comparison

The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GOOG and AMZN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.03%
-21.92%
GOOG
AMZN

Volatility

GOOG vs. AMZN - Volatility Comparison

The current volatility for Alphabet Inc. (GOOG) is 14.75%, while Amazon.com, Inc. (AMZN) has a volatility of 19.69%. This indicates that GOOG experiences smaller price fluctuations and is considered to be less risky 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%NovemberDecember2025FebruaryMarchApril
14.75%
19.69%
GOOG
AMZN

Financials

GOOG vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Alphabet 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