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

Correlation

The correlation between GRAB and AMZN is 0.32, 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

GRAB vs. AMZN - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-58.79%
39.70%
GRAB
AMZN

Key characteristics

Sharpe Ratio

GRAB:

1.55

AMZN:

1.71

Sortino Ratio

GRAB:

2.20

AMZN:

2.33

Omega Ratio

GRAB:

1.33

AMZN:

1.30

Calmar Ratio

GRAB:

0.66

AMZN:

2.13

Martin Ratio

GRAB:

7.34

AMZN:

8.00

Ulcer Index

GRAB:

7.44%

AMZN:

5.98%

Daily Std Dev

GRAB:

35.11%

AMZN:

27.97%

Max Drawdown

GRAB:

-86.46%

AMZN:

-94.40%

Current Drawdown

GRAB:

-71.28%

AMZN:

-3.44%

Fundamentals

Market Cap

GRAB:

$20.70B

AMZN:

$2.43T

EPS

GRAB:

-$0.02

AMZN:

$4.68

Total Revenue (TTM)

GRAB:

$2.70B

AMZN:

$620.13B

Gross Profit (TTM)

GRAB:

$1.12B

AMZN:

$300.18B

EBITDA (TTM)

GRAB:

$63.00M

AMZN:

$112.91B

Returns By Period

In the year-to-date period, GRAB achieves a 45.40% return, which is significantly lower than AMZN's 48.03% return.


GRAB

YTD

45.40%

1M

-13.43%

6M

38.42%

1Y

50.31%

5Y*

N/A

10Y*

N/A

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

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

GRAB vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Grab Holdings Limited (GRAB) 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 GRAB, currently valued at 1.55, compared to the broader market-4.00-2.000.002.001.551.71
The chart of Sortino ratio for GRAB, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.202.33
The chart of Omega ratio for GRAB, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.30
The chart of Calmar ratio for GRAB, currently valued at 0.66, compared to the broader market0.002.004.006.000.662.13
The chart of Martin ratio for GRAB, currently valued at 7.34, compared to the broader market-5.000.005.0010.0015.0020.0025.007.348.00
GRAB
AMZN

The current GRAB Sharpe Ratio is 1.55, which is comparable to the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of GRAB 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.55
1.71
GRAB
AMZN

Dividends

GRAB vs. AMZN - Dividend Comparison

Neither GRAB nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GRAB vs. AMZN - Drawdown Comparison

The maximum GRAB drawdown since its inception was -86.46%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GRAB and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.28%
-3.44%
GRAB
AMZN

Volatility

GRAB vs. AMZN - Volatility Comparison

Grab Holdings Limited (GRAB) has a higher volatility of 14.81% compared to Amazon.com, Inc. (AMZN) at 8.68%. This indicates that GRAB'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.81%
8.68%
GRAB
AMZN

Financials

GRAB vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Grab Holdings Limited 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab