GOOG vs. AMZN
Compare and contrast key facts about Alphabet Inc. (GOOG) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOG or AMZN.
Performance
GOOG vs. AMZN - Performance Comparison
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
26.14%
6.95%
-0.13%
28.24%
22.46%
20.87%
AMZN
33.53%
7.30%
10.78%
40.99%
18.44%
28.48%
Fundamentals
GOOG | AMZN | |
---|---|---|
Market Cap | $2.19T | $2.15T |
EPS | $7.45 | $4.65 |
PE Ratio | 23.80 | 43.63 |
PEG Ratio | 1.10 | 1.69 |
Total Revenue (TTM) | $339.76B | $620.13B |
Gross Profit (TTM) | $196.73B | $300.18B |
EBITDA (TTM) | $121.22B | $111.68B |
Key characteristics
GOOG | AMZN | |
---|---|---|
Sharpe Ratio | 1.09 | 1.43 |
Sortino Ratio | 1.58 | 2.03 |
Omega Ratio | 1.21 | 1.26 |
Calmar Ratio | 1.30 | 1.70 |
Martin Ratio | 3.27 | 6.57 |
Ulcer Index | 8.82% | 5.91% |
Daily Std Dev | 26.41% | 27.21% |
Max Drawdown | -44.60% | -94.40% |
Current Drawdown | -7.84% | -5.24% |
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Correlation
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.
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 | |
---|---|
Alphabet Inc. | 0.23% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities