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

Correlation

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.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
28.92%
49.48%
HMY
AMZN

Key characteristics

Sharpe Ratio

HMY:

1.47

AMZN:

1.85

Sortino Ratio

HMY:

2.16

AMZN:

2.50

Omega Ratio

HMY:

1.27

AMZN:

1.32

Calmar Ratio

HMY:

1.19

AMZN:

2.67

Martin Ratio

HMY:

5.29

AMZN:

8.57

Ulcer Index

HMY:

15.00%

AMZN:

6.06%

Daily Std Dev

HMY:

53.78%

AMZN:

26.99%

Max Drawdown

HMY:

-97.05%

AMZN:

-94.40%

Current Drawdown

HMY:

-27.43%

AMZN:

0.00%

Fundamentals

Market Cap

HMY:

$7.37B

AMZN:

$2.55T

EPS

HMY:

$0.74

AMZN:

$4.68

PE Ratio

HMY:

16.01

AMZN:

51.72

PEG Ratio

HMY:

0.00

AMZN:

1.95

Total Revenue (TTM)

HMY:

$31.43B

AMZN:

$450.17B

Gross Profit (TTM)

HMY:

$8.30B

AMZN:

$222.77B

EBITDA (TTM)

HMY:

$7.30B

AMZN:

$85.88B

Returns By Period

In the year-to-date period, HMY achieves a 44.34% return, which is significantly higher than AMZN's 10.33% return. Over the past 10 years, HMY has underperformed AMZN with an annualized return of 16.37%, while AMZN has yielded a comparatively higher 29.27% annualized return.


HMY

YTD

44.34%

1M

42.09%

6M

28.92%

1Y

94.78%

5Y*

32.27%

10Y*

16.37%

AMZN

YTD

10.33%

1M

7.97%

6M

49.48%

1Y

42.13%

5Y*

18.83%

10Y*

29.27%

*Annualized

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Risk-Adjusted Performance

HMY vs. AMZN — Risk-Adjusted Performance Rank

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

HMY
The Risk-Adjusted Performance Rank of HMY is 8383
Overall Rank
The Sharpe Ratio Rank of HMY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HMY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of HMY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of HMY is 8282
Calmar Ratio Rank
The Martin Ratio Rank of HMY is 8282
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 9090
Overall Rank
The Sharpe Ratio Rank of AMZN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 9090
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.

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 1.47, compared to the broader market-2.000.002.004.001.471.85
The chart of Sortino ratio for HMY, currently valued at 2.16, compared to the broader market-4.00-2.000.002.004.002.162.50
The chart of Omega ratio for HMY, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.32
The chart of Calmar ratio for HMY, currently valued at 1.19, compared to the broader market0.002.004.006.001.192.67
The chart of Martin ratio for HMY, currently valued at 5.29, compared to the broader market-10.000.0010.0020.005.298.57
HMY
AMZN

The current HMY Sharpe Ratio is 1.47, which is comparable to the AMZN Sharpe Ratio of 1.85. 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.47
1.85
HMY
AMZN

Dividends

HMY vs. AMZN - Dividend Comparison

HMY's dividend yield for the trailing twelve months is around 1.10%, while AMZN has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
HMY
Harmony Gold Mining Company Limited
1.10%1.58%0.65%1.15%2.24%0.00%0.00%0.00%3.48%1.67%
AMZN
Amazon.com, Inc.
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 -97.05%, 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%SeptemberOctoberNovemberDecember2025February
-27.43%
0
HMY
AMZN

Volatility

HMY vs. AMZN - Volatility Comparison

Harmony Gold Mining Company Limited (HMY) has a higher volatility of 11.44% compared to Amazon.com, Inc. (AMZN) at 6.39%. 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%SeptemberOctoberNovemberDecember2025February
11.44%
6.39%
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
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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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