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GOOS vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GOOS vs. AMZN - Performance Comparison

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

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Returns By Period

In the year-to-date period, GOOS achieves a -23.86% return, which is significantly lower than AMZN's 8.32% return.


GOOS

1D
-0.30%
1M
-11.65%
YTD
-23.86%
6M
-29.12%
1Y
-14.93%
3Y*
-15.20%
5Y*
-24.09%
10Y*

AMZN

1D
-2.53%
1M
-8.10%
YTD
8.32%
6M
7.59%
1Y
21.54%
3Y*
26.25%
5Y*
9.30%
10Y*
21.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOS vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOOS
Canada Goose Holdings Inc.
-23.86%29.11%-15.36%-33.46%-51.94%24.49%-17.85%-17.11%38.53%96.27%
AMZN
Amazon.com, Inc
8.32%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%37.03%

Correlation

The correlation between GOOS and AMZN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2017

0.34

The correlation between GOOS and AMZN shifts across timeframes, from 0.23 (3 years) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GOOS:

$978.30M

AMZN:

$2.72T

EPS

GOOS:

$0.23

AMZN:

$8.37

PE Ratio

GOOS:

42.75

AMZN:

29.87

PS Ratio

GOOS:

0.63

AMZN:

3.65

PB Ratio

GOOS:

1.60

AMZN:

6.15

Total Revenue (TTM)

GOOS:

$1.53B

AMZN:

$742.78B

Gross Profit (TTM)

GOOS:

$1.03B

AMZN:

$348.59B

EBITDA (TTM)

GOOS:

$220.16M

AMZN:

$152.71B

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Return for Risk

GOOS vs. AMZN — Risk / Return Rank

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

GOOS
GOOS Risk / Return Rank: 2828
Overall Rank
GOOS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GOOS Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOOS Omega Ratio Rank: 2828
Omega Ratio Rank
GOOS Calmar Ratio Rank: 2828
Calmar Ratio Rank
GOOS Martin Ratio Rank: 2626
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 6060
Overall Rank
AMZN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5858
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5656
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6161
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GOOS vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canada Goose Holdings Inc. (GOOS) 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.


GOOSAMZNDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

0.99

1.15

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.39

1.00

-1.38

Martin ratioReturn relative to average drawdown

-0.78

2.39

-3.17

GOOS vs. AMZN - Sharpe Ratio Comparison

The current GOOS Sharpe Ratio is -0.29, which is lower than the AMZN Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GOOS and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GOOSAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

0.72

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.26

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.57

-0.66

Drawdowns

GOOS vs. AMZN - Drawdown Comparison

The maximum GOOS drawdown since its inception was -90.18%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GOOS and AMZN.


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Drawdown Indicators


GOOSAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-90.18%

-94.40%

+4.22%

Max Drawdown (1Y)

Largest decline over 1 year

-38.85%

-21.74%

-17.11%

Max Drawdown (3Y)

Largest decline over 3 years

-62.28%

-30.88%

-31.40%

Max Drawdown (5Y)

Largest decline over 5 years

-87.04%

-56.15%

-30.89%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-85.92%

-9.08%

-76.84%

Average Drawdown

Average peak-to-trough decline

-55.08%

-28.12%

-26.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.29%

9.02%

+10.27%

Volatility

GOOS vs. AMZN - Volatility Comparison

Canada Goose Holdings Inc. (GOOS) has a higher volatility of 14.76% compared to Amazon.com, Inc (AMZN) at 7.24%. This indicates that GOOS'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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Volatility by Period


GOOSAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.76%

7.24%

+7.52%

Volatility (6M)

Calculated over the trailing 6-month period

35.60%

20.35%

+15.25%

Volatility (1Y)

Calculated over the trailing 1-year period

52.07%

30.00%

+22.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.32%

35.50%

+17.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.90%

32.46%

+22.44%

Dividends

GOOS vs. AMZN - Dividend Comparison

Neither GOOS nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GOOS vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Canada Goose Holdings 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
454.47M
181.52B
(GOOS) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

GOOS vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between Canada Goose Holdings 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

30.0%40.0%50.0%60.0%70.0%20222023202420252026
61.8%
36.8%
Portfolio components
GOOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canada Goose Holdings Inc. reported a gross profit of 280.72M and revenue of 454.47M. Therefore, the gross margin over that period was 61.8%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.

GOOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canada Goose Holdings Inc. reported an operating income of 65.07M and revenue of 454.47M, resulting in an operating margin of 14.3%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

GOOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canada Goose Holdings Inc. reported a net income of 28.17M and revenue of 454.47M, resulting in a net margin of 6.2%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.


Frequently Asked Questions


GOOS and AMZN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOS has higher volatility (14.76%) compared to AMZN (7.24%). In terms of maximum drawdown, GOOS dropped -90.18% vs AMZN's -94.40%.

AMZN currently has the higher Sharpe Ratio (0.72 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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