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

Performance

HMY vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harmony Gold Mining Company Limited (HMY) 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%JuneJulyAugustSeptemberOctoberNovember
-5.65%
11.72%
HMY
AMZN

Returns By Period

In the year-to-date period, HMY achieves a 58.32% return, which is significantly higher than AMZN's 34.66% return. Over the past 10 years, HMY has underperformed AMZN with an annualized return of 19.91%, while AMZN has yielded a comparatively higher 28.61% annualized return.


HMY

YTD

58.32%

1M

-18.51%

6M

-5.65%

1Y

77.35%

5Y (annualized)

25.29%

10Y (annualized)

19.91%

AMZN

YTD

34.66%

1M

8.26%

6M

11.72%

1Y

40.02%

5Y (annualized)

18.79%

10Y (annualized)

28.61%

Fundamentals


HMYAMZN
Market Cap$5.79B$2.12T
EPS$0.75$4.68
PE Ratio12.4143.10
PEG Ratio0.001.69
Total Revenue (TTM)$3.30B$620.13B
Gross Profit (TTM)$1.17B$300.18B
EBITDA (TTM)$1.06B$111.68B

Key characteristics


HMYAMZN
Sharpe Ratio1.431.51
Sortino Ratio2.132.12
Omega Ratio1.271.27
Calmar Ratio1.181.79
Martin Ratio7.296.94
Ulcer Index10.84%5.90%
Daily Std Dev55.05%27.20%
Max Drawdown-97.06%-94.40%
Current Drawdown-41.18%-4.43%

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Correlation

-0.50.00.51.00.1

The correlation between HMY and AMZN is 0.05, 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.

Risk-Adjusted Performance

HMY vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harmony Gold Mining Company Limited (HMY) 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 HMY, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.001.431.51
The chart of Sortino ratio for HMY, currently valued at 2.13, compared to the broader market-4.00-2.000.002.004.002.132.12
The chart of Omega ratio for HMY, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.27
The chart of Calmar ratio for HMY, currently valued at 1.18, compared to the broader market0.002.004.006.001.181.79
The chart of Martin ratio for HMY, currently valued at 7.29, compared to the broader market-10.000.0010.0020.0030.007.296.94
HMY
AMZN

The current HMY Sharpe Ratio is 1.43, which is comparable to the AMZN Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of HMY 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.43
1.51
HMY
AMZN

Dividends

HMY vs. AMZN - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 1.35%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HMY
Harmony Gold Mining Company Limited
1.35%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%0.00%0.00%2.21%
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%0.00%

Drawdowns

HMY vs. AMZN - Drawdown Comparison

The maximum HMY drawdown since its inception was -97.06%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for HMY and AMZN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-41.18%
-4.43%
HMY
AMZN

Volatility

HMY vs. AMZN - Volatility Comparison

Harmony Gold Mining Company Limited (HMY) has a higher volatility of 16.98% compared to Amazon.com, Inc. (AMZN) at 10.58%. This indicates that HMY'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%JuneJulyAugustSeptemberOctoberNovember
16.98%
10.58%
HMY
AMZN

Financials

HMY vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Harmony Gold Mining Company 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