PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GOOG vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.13%
10.78%
GOOG
AMZN

Returns By Period

In the year-to-date period, GOOG achieves a 26.14% return, which is significantly lower than AMZN's 33.53% return. Over the past 10 years, GOOG has underperformed AMZN with an annualized return of 20.87%, while AMZN has yielded a comparatively higher 28.48% annualized return.


GOOG

YTD

26.14%

1M

6.95%

6M

-0.13%

1Y

28.24%

5Y (annualized)

22.46%

10Y (annualized)

20.87%

AMZN

YTD

33.53%

1M

7.30%

6M

10.78%

1Y

40.99%

5Y (annualized)

18.44%

10Y (annualized)

28.48%

Fundamentals


GOOGAMZN
Market Cap$2.19T$2.15T
EPS$7.45$4.65
PE Ratio23.8043.63
PEG Ratio1.101.69
Total Revenue (TTM)$339.76B$620.13B
Gross Profit (TTM)$196.73B$300.18B
EBITDA (TTM)$121.22B$111.68B

Key characteristics


GOOGAMZN
Sharpe Ratio1.091.43
Sortino Ratio1.582.03
Omega Ratio1.211.26
Calmar Ratio1.301.70
Martin Ratio3.276.57
Ulcer Index8.82%5.91%
Daily Std Dev26.41%27.21%
Max Drawdown-44.60%-94.40%
Current Drawdown-7.84%-5.24%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.7

The correlation between GOOG and AMZN is 0.67, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for GOOG, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.091.43
The chart of Sortino ratio for GOOG, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.582.03
The chart of Omega ratio for GOOG, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.26
The chart of Calmar ratio for GOOG, currently valued at 1.30, compared to the broader market0.002.004.006.001.301.70
The chart of Martin ratio for GOOG, currently valued at 3.27, compared to the broader market-10.000.0010.0020.0030.003.276.57
GOOG
AMZN

The current GOOG Sharpe Ratio is 1.09, which is comparable to the AMZN Sharpe Ratio of 1.43. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.09
1.43
GOOG
AMZN

Dividends

GOOG vs. AMZN - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.23%, while AMZN has not paid dividends to shareholders.


TTM
GOOG
Alphabet Inc.
0.23%
AMZN
Amazon.com, Inc.
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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.84%
-5.24%
GOOG
AMZN

Volatility

GOOG vs. AMZN - Volatility Comparison

The current volatility for Alphabet Inc. (GOOG) is 7.92%, while Amazon.com, Inc. (AMZN) has a volatility of 10.65%. 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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.92%
10.65%
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