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

Correlation

The correlation between GOOG and AMZN is 0.64, 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.


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.

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Key characteristics

Sharpe Ratio

GOOG:

-0.09

AMZN:

0.32

Sortino Ratio

GOOG:

0.07

AMZN:

0.68

Omega Ratio

GOOG:

1.01

AMZN:

1.09

Calmar Ratio

GOOG:

-0.11

AMZN:

0.35

Martin Ratio

GOOG:

-0.23

AMZN:

0.90

Ulcer Index

GOOG:

13.86%

AMZN:

11.83%

Daily Std Dev

GOOG:

31.19%

AMZN:

34.59%

Max Drawdown

GOOG:

-44.60%

AMZN:

-94.40%

Current Drawdown

GOOG:

-17.11%

AMZN:

-16.10%

Fundamentals

Market Cap

GOOG:

$2.05T

AMZN:

$2.14T

EPS

GOOG:

$8.96

AMZN:

$6.13

PE Ratio

GOOG:

18.98

AMZN:

32.81

PEG Ratio

GOOG:

1.29

AMZN:

2.26

PS Ratio

GOOG:

5.71

AMZN:

3.28

PB Ratio

GOOG:

5.98

AMZN:

7.08

Total Revenue (TTM)

GOOG:

$359.71B

AMZN:

$650.31B

Gross Profit (TTM)

GOOG:

$210.76B

AMZN:

$319.68B

EBITDA (TTM)

GOOG:

$149.88B

AMZN:

$133.92B

Returns By Period

In the year-to-date period, GOOG achieves a -9.59% return, which is significantly lower than AMZN's -7.43% return. Over the past 10 years, GOOG has underperformed AMZN with an annualized return of 20.39%, while AMZN has yielded a comparatively higher 25.25% annualized return.


GOOG

YTD

-9.59%

1M

11.75%

6M

1.85%

1Y

-2.92%

3Y*

15.67%

5Y*

19.63%

10Y*

20.39%

AMZN

YTD

-7.43%

1M

17.28%

6M

2.38%

1Y

10.90%

3Y*

23.60%

5Y*

10.76%

10Y*

25.25%

*Annualized

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Alphabet Inc

Amazon.com, Inc.

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 4343
Overall Rank
The Sharpe Ratio Rank of GOOG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 3939
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 3939
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 4545
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 4747
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 6262
Overall Rank
The Sharpe Ratio Rank of AMZN is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5757
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 6363
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 current GOOG Sharpe Ratio is -0.09, which is lower than the AMZN Sharpe Ratio of 0.32. 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.


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Dividends

GOOG vs. AMZN - Dividend Comparison

GOOG's dividend yield for the trailing twelve months is around 0.47%, while AMZN has not paid dividends to shareholders.


TTM2024
GOOG
Alphabet Inc
0.47%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.


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Volatility

GOOG vs. AMZN - Volatility Comparison

Alphabet Inc (GOOG) has a higher volatility of 10.96% compared to Amazon.com, Inc. (AMZN) at 10.36%. This indicates that GOOG'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.


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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


50.00B100.00B150.00B200.00B20212022202320242025
90.23B
155.67B
(GOOG) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

GOOG vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between Alphabet Inc 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

40.0%45.0%50.0%55.0%60.0%20212022202320242025
59.7%
50.6%
(GOOG) Gross Margin
(AMZN) Gross Margin
GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a gross profit of 78.69B and revenue of 155.67B. Therefore, the gross margin over that period was 50.6%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported an operating income of 18.41B and revenue of 155.67B, resulting in an operating margin of 11.8%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amazon.com, Inc. reported a net income of 17.13B and revenue of 155.67B, resulting in a net margin of 11.0%.