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

Correlation

The correlation between INTU and AMZN is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

INTU vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuit Inc. (INTU) 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%SeptemberOctoberNovemberDecember2025February
-8.47%
22.33%
INTU
AMZN

Key characteristics

Sharpe Ratio

INTU:

-0.43

AMZN:

1.08

Sortino Ratio

INTU:

-0.41

AMZN:

1.56

Omega Ratio

INTU:

0.95

AMZN:

1.20

Calmar Ratio

INTU:

-0.60

AMZN:

1.52

Martin Ratio

INTU:

-1.40

AMZN:

4.80

Ulcer Index

INTU:

8.51%

AMZN:

6.17%

Daily Std Dev

INTU:

27.90%

AMZN:

27.43%

Max Drawdown

INTU:

-75.29%

AMZN:

-94.40%

Current Drawdown

INTU:

-19.80%

AMZN:

-10.53%

Fundamentals

Market Cap

INTU:

$158.28B

AMZN:

$2.30T

EPS

INTU:

$10.31

AMZN:

$5.53

PE Ratio

INTU:

54.85

AMZN:

39.16

PEG Ratio

INTU:

1.70

AMZN:

1.83

Total Revenue (TTM)

INTU:

$13.20B

AMZN:

$637.96B

Gross Profit (TTM)

INTU:

$10.46B

AMZN:

$307.28B

EBITDA (TTM)

INTU:

$3.70B

AMZN:

$107.08B

Returns By Period

In the year-to-date period, INTU achieves a -9.88% return, which is significantly lower than AMZN's -1.28% return. Over the past 10 years, INTU has underperformed AMZN with an annualized return of 20.24%, while AMZN has yielded a comparatively higher 27.67% annualized return.


INTU

YTD

-9.88%

1M

-7.55%

6M

-8.47%

1Y

-13.52%

5Y*

14.43%

10Y*

20.24%

AMZN

YTD

-1.28%

1M

-7.84%

6M

22.33%

1Y

24.06%

5Y*

15.67%

10Y*

27.67%

*Annualized

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Risk-Adjusted Performance

INTU vs. AMZN — Risk-Adjusted Performance Rank

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

INTU
The Risk-Adjusted Performance Rank of INTU is 1818
Overall Rank
The Sharpe Ratio Rank of INTU is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of INTU is 2222
Sortino Ratio Rank
The Omega Ratio Rank of INTU is 2323
Omega Ratio Rank
The Calmar Ratio Rank of INTU is 1212
Calmar Ratio Rank
The Martin Ratio Rank of INTU is 88
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 7777
Overall Rank
The Sharpe Ratio Rank of AMZN is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8080
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.

INTU vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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 INTU, currently valued at -0.43, compared to the broader market-2.000.002.00-0.431.08
The chart of Sortino ratio for INTU, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.006.00-0.411.56
The chart of Omega ratio for INTU, currently valued at 0.95, compared to the broader market0.501.001.502.000.951.20
The chart of Calmar ratio for INTU, currently valued at -0.60, compared to the broader market0.002.004.006.00-0.601.52
The chart of Martin ratio for INTU, currently valued at -1.40, compared to the broader market-10.000.0010.0020.0030.00-1.404.80
INTU
AMZN

The current INTU Sharpe Ratio is -0.43, which is lower than the AMZN Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of INTU 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.43
1.08
INTU
AMZN

Dividends

INTU vs. AMZN - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.69%, while AMZN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
INTU
Intuit Inc.
0.69%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
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

INTU vs. AMZN - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for INTU and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.80%
-10.53%
INTU
AMZN

Volatility

INTU vs. AMZN - Volatility Comparison

The current volatility for Intuit Inc. (INTU) is 5.74%, while Amazon.com, Inc. (AMZN) has a volatility of 7.09%. This indicates that INTU 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.


4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
5.74%
7.09%
INTU
AMZN

Financials

INTU vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Intuit Inc. 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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