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HYSA vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

HYSA vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.01%
14.11%
HYSA
AMZN

Returns By Period

In the year-to-date period, HYSA achieves a 7.77% return, which is significantly lower than AMZN's 36.80% return. Over the past 10 years, HYSA has underperformed AMZN with an annualized return of 2.00%, while AMZN has yielded a comparatively higher 28.57% annualized return.


HYSA

YTD

7.77%

1M

1.18%

6M

7.01%

1Y

12.33%

5Y (annualized)

1.81%

10Y (annualized)

2.00%

AMZN

YTD

36.80%

1M

10.66%

6M

14.11%

1Y

40.70%

5Y (annualized)

18.03%

10Y (annualized)

28.57%

Key characteristics


HYSAAMZN
Sharpe Ratio2.161.48
Sortino Ratio3.502.10
Omega Ratio1.391.27
Calmar Ratio3.011.81
Martin Ratio16.216.83
Ulcer Index0.76%5.96%
Daily Std Dev5.70%27.41%
Max Drawdown-19.57%-94.40%
Current Drawdown-0.81%-2.91%

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Correlation

The correlation between HYSA and AMZN is 0.20, 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.


-0.50.00.51.00.2

Risk-Adjusted Performance

HYSA vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) 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 HYSA, currently valued at 2.16, compared to the broader market-2.000.002.004.002.161.48
The chart of Sortino ratio for HYSA, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.0012.003.502.10
The chart of Omega ratio for HYSA, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.27
The chart of Calmar ratio for HYSA, currently valued at 3.01, compared to the broader market0.005.0010.0015.003.011.81
The chart of Martin ratio for HYSA, currently valued at 16.21, compared to the broader market0.0020.0040.0060.0080.00100.0016.216.83
HYSA
AMZN

The current HYSA Sharpe Ratio is 2.16, which is higher than the AMZN Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of HYSA 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.16
1.48
HYSA
AMZN

Dividends

HYSA vs. AMZN - Dividend Comparison

HYSA's dividend yield for the trailing twelve months is around 7.09%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
7.09%8.00%3.30%2.83%1.39%4.72%5.03%4.75%4.36%4.36%4.41%5.30%
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

HYSA vs. AMZN - Drawdown Comparison

The maximum HYSA drawdown since its inception was -19.57%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for HYSA and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.81%
-2.91%
HYSA
AMZN

Volatility

HYSA vs. AMZN - Volatility Comparison

The current volatility for Bondbloxx USD High Yield Bond Sector Rotation ETF (HYSA) is 2.01%, while Amazon.com, Inc. (AMZN) has a volatility of 11.08%. This indicates that HYSA 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
2.01%
11.08%
HYSA
AMZN
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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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