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

Correlation

The correlation between GOOS and AMZN is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-10.49%
22.33%
GOOS
AMZN

Key characteristics

Sharpe Ratio

GOOS:

-0.55

AMZN:

1.08

Sortino Ratio

GOOS:

-0.59

AMZN:

1.56

Omega Ratio

GOOS:

0.93

AMZN:

1.20

Calmar Ratio

GOOS:

-0.28

AMZN:

1.52

Martin Ratio

GOOS:

-1.00

AMZN:

4.80

Ulcer Index

GOOS:

24.00%

AMZN:

6.17%

Daily Std Dev

GOOS:

44.07%

AMZN:

27.43%

Max Drawdown

GOOS:

-86.70%

AMZN:

-94.40%

Current Drawdown

GOOS:

-85.14%

AMZN:

-10.53%

Fundamentals

Market Cap

GOOS:

$1.01B

AMZN:

$2.30T

EPS

GOOS:

$0.52

AMZN:

$5.53

PE Ratio

GOOS:

20.02

AMZN:

39.16

PEG Ratio

GOOS:

3.02

AMZN:

1.83

Total Revenue (TTM)

GOOS:

$1.33B

AMZN:

$637.96B

Gross Profit (TTM)

GOOS:

$843.40M

AMZN:

$307.28B

EBITDA (TTM)

GOOS:

$273.30M

AMZN:

$107.08B

Returns By Period

In the year-to-date period, GOOS achieves a 3.79% return, which is significantly higher than AMZN's -1.28% return.


GOOS

YTD

3.79%

1M

1.96%

6M

-10.49%

1Y

-23.79%

5Y*

-19.33%

10Y*

N/A

AMZN

YTD

-1.28%

1M

-7.84%

6M

22.33%

1Y

24.06%

5Y*

15.67%

10Y*

27.67%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

GOOS vs. AMZN — Risk-Adjusted Performance Rank

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

GOOS
The Risk-Adjusted Performance Rank of GOOS is 2222
Overall Rank
The Sharpe Ratio Rank of GOOS is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOS is 1818
Sortino Ratio Rank
The Omega Ratio Rank of GOOS is 1919
Omega Ratio Rank
The Calmar Ratio Rank of GOOS is 3030
Calmar Ratio Rank
The Martin Ratio Rank of GOOS is 2323
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 7777
Overall Rank
The Sharpe Ratio Rank of AMZN is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8080
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.

GOOS vs. AMZN - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GOOS, currently valued at -0.55, compared to the broader market-2.000.002.00-0.551.08
The chart of Sortino ratio for GOOS, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.006.00-0.591.56
The chart of Omega ratio for GOOS, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.20
The chart of Calmar ratio for GOOS, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.281.52
The chart of Martin ratio for GOOS, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.004.80
GOOS
AMZN

The current GOOS Sharpe Ratio is -0.55, which is lower than the AMZN Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of GOOS 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 Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.55
1.08
GOOS
AMZN

Dividends

GOOS vs. AMZN - Dividend Comparison

Neither GOOS nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GOOS vs. AMZN - Drawdown Comparison

The maximum GOOS drawdown since its inception was -86.70%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GOOS and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-85.14%
-10.53%
GOOS
AMZN

Volatility

GOOS vs. AMZN - Volatility Comparison

Canada Goose Holdings Inc. (GOOS) has a higher volatility of 17.25% compared to Amazon.com, Inc. (AMZN) at 7.09%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
17.25%
7.09%
GOOS
AMZN

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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