GSJY vs. AMZN
Compare and contrast key facts about Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and Amazon.com, Inc (AMZN).
GSJY is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Japan Equity Index. It was launched on Mar 2, 2016.
Performance
GSJY vs. AMZN - Performance Comparison
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GSJY vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 4.45% | 26.22% | 8.89% | 19.18% | -16.15% | 0.41% | 13.81% | 18.29% | -11.56% | 25.50% |
AMZN Amazon.com, Inc | -9.77% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Returns By Period
In the year-to-date period, GSJY achieves a 4.45% return, which is significantly higher than AMZN's -9.77% return. Over the past 10 years, GSJY has underperformed AMZN with an annualized return of 8.90%, while AMZN has yielded a comparatively higher 21.41% annualized return.
GSJY
- 1D
- 3.50%
- 1M
- -8.53%
- YTD
- 4.45%
- 6M
- 9.43%
- 1Y
- 29.05%
- 3Y*
- 16.99%
- 5Y*
- 7.02%
- 10Y*
- 8.90%
AMZN
- 1D
- 3.64%
- 1M
- -0.82%
- YTD
- -9.77%
- 6M
- -5.15%
- 1Y
- 9.47%
- 3Y*
- 26.33%
- 5Y*
- 5.67%
- 10Y*
- 21.41%
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Return for Risk
GSJY vs. AMZN — Risk / Return Rank
GSJY
AMZN
GSJY vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) 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.
| GSJY | AMZN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.27 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.90 | 0.65 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.08 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 0.37 | +1.60 |
Martin ratioReturn relative to average drawdown | 7.41 | 0.89 | +6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSJY | AMZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.27 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.16 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.66 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.55 | -0.05 |
Correlation
The correlation between GSJY and AMZN is 0.40, 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.
Dividends
GSJY vs. AMZN - Dividend Comparison
GSJY's dividend yield for the trailing twelve months is around 1.90%, while AMZN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GSJY Goldman Sachs ActiveBeta Japan Equity ETF | 1.90% | 1.99% | 1.64% | 2.11% | 2.13% | 1.73% | 1.22% | 2.79% | 3.28% | 1.70% | 2.09% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GSJY vs. AMZN - Drawdown Comparison
The maximum GSJY drawdown since its inception was -32.53%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GSJY and AMZN.
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Drawdown Indicators
| GSJY | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -94.40% | +61.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -21.74% | +7.66% |
Max Drawdown (5Y)Largest decline over 5 years | -32.53% | -56.15% | +23.62% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | -56.15% | +23.62% |
Current DrawdownCurrent decline from peak | -10.22% | -18.00% | +7.78% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -28.27% | +20.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 9.03% | -5.30% |
Volatility
GSJY vs. AMZN - Volatility Comparison
Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and Amazon.com, Inc (AMZN) have volatilities of 9.57% and 9.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSJY | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.57% | 9.57% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 22.64% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.07% | 35.02% | -12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 35.32% | -17.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 32.51% | -15.56% |