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

Correlation

The correlation between HUN and AMZN is 0.29, 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

HUN vs. AMZN - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%JulyAugustSeptemberOctoberNovemberDecember
31.65%
12,472.39%
HUN
AMZN

Key characteristics

Sharpe Ratio

HUN:

-0.92

AMZN:

1.71

Sortino Ratio

HUN:

-1.28

AMZN:

2.33

Omega Ratio

HUN:

0.86

AMZN:

1.30

Calmar Ratio

HUN:

-0.47

AMZN:

2.13

Martin Ratio

HUN:

-1.87

AMZN:

8.00

Ulcer Index

HUN:

12.99%

AMZN:

5.98%

Daily Std Dev

HUN:

26.36%

AMZN:

27.97%

Max Drawdown

HUN:

-92.21%

AMZN:

-94.40%

Current Drawdown

HUN:

-50.53%

AMZN:

-3.44%

Fundamentals

Market Cap

HUN:

$3.21B

AMZN:

$2.43T

EPS

HUN:

-$0.60

AMZN:

$4.68

PEG Ratio

HUN:

1.79

AMZN:

1.91

Total Revenue (TTM)

HUN:

$5.99B

AMZN:

$620.13B

Gross Profit (TTM)

HUN:

$830.00M

AMZN:

$300.18B

EBITDA (TTM)

HUN:

$344.00M

AMZN:

$112.91B

Returns By Period

In the year-to-date period, HUN achieves a -24.01% return, which is significantly lower than AMZN's 48.03% return. Over the past 10 years, HUN has underperformed AMZN with an annualized return of 0.52%, while AMZN has yielded a comparatively higher 30.90% annualized return.


HUN

YTD

-24.01%

1M

-4.74%

6M

-20.15%

1Y

-25.11%

5Y*

-2.19%

10Y*

0.52%

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HUN vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Huntsman Corporation (HUN) 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 HUN, currently valued at -0.92, compared to the broader market-4.00-2.000.002.00-0.921.71
The chart of Sortino ratio for HUN, currently valued at -1.28, compared to the broader market-4.00-2.000.002.004.00-1.282.33
The chart of Omega ratio for HUN, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.30
The chart of Calmar ratio for HUN, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.472.13
The chart of Martin ratio for HUN, currently valued at -1.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.878.00
HUN
AMZN

The current HUN Sharpe Ratio is -0.92, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of HUN 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.92
1.71
HUN
AMZN

Dividends

HUN vs. AMZN - Dividend Comparison

HUN's dividend yield for the trailing twelve months is around 5.48%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HUN
Huntsman Corporation
5.48%3.78%3.09%2.08%2.59%2.69%3.37%1.50%2.62%4.40%2.19%2.03%
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

HUN vs. AMZN - Drawdown Comparison

The maximum HUN drawdown since its inception was -92.21%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for HUN and AMZN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.53%
-3.44%
HUN
AMZN

Volatility

HUN vs. AMZN - Volatility Comparison

The current volatility for Huntsman Corporation (HUN) is 6.90%, while Amazon.com, Inc. (AMZN) has a volatility of 8.68%. This indicates that HUN experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
6.90%
8.68%
HUN
AMZN

Financials

HUN vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Huntsman Corporation 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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