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

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.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
2.85%
10.39%
INTU
AMZN

Returns By Period

In the year-to-date period, INTU achieves a 10.59% return, which is significantly lower than AMZN's 33.35% return. Over the past 10 years, INTU has underperformed AMZN with an annualized return of 23.50%, while AMZN has yielded a comparatively higher 28.57% annualized return.


INTU

YTD

10.59%

1M

12.04%

6M

4.24%

1Y

23.40%

5Y (annualized)

21.13%

10Y (annualized)

23.50%

AMZN

YTD

33.35%

1M

7.21%

6M

9.70%

1Y

39.56%

5Y (annualized)

18.31%

10Y (annualized)

28.57%

Fundamentals


INTUAMZN
Market Cap$196.06B$2.20T
EPS$10.46$4.72
PE Ratio66.8744.26
PEG Ratio2.131.73
Total Revenue (TTM)$13.31B$620.13B
Gross Profit (TTM)$10.36B$300.18B
EBITDA (TTM)$4.19B$111.68B

Key characteristics


INTUAMZN
Sharpe Ratio0.921.53
Sortino Ratio1.312.14
Omega Ratio1.181.28
Calmar Ratio1.321.77
Martin Ratio4.097.05
Ulcer Index5.90%5.88%
Daily Std Dev26.13%27.21%
Max Drawdown-75.29%-94.40%
Current Drawdown-2.71%-5.37%

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Correlation

-0.50.00.51.00.4

The correlation between INTU and AMZN is 0.44, 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.

Risk-Adjusted Performance

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 0.92, compared to the broader market-4.00-2.000.002.004.000.921.54
The chart of Sortino ratio for INTU, currently valued at 1.31, compared to the broader market-4.00-2.000.002.004.001.312.16
The chart of Omega ratio for INTU, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.28
The chart of Calmar ratio for INTU, currently valued at 1.32, compared to the broader market0.002.004.006.001.321.83
The chart of Martin ratio for INTU, currently valued at 4.09, compared to the broader market0.0010.0020.0030.004.097.10
INTU
AMZN

The current INTU Sharpe Ratio is 0.92, which is lower than the AMZN Sharpe Ratio of 1.53. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.92
1.54
INTU
AMZN

Dividends

INTU vs. AMZN - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.54%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
INTU
Intuit Inc.
0.54%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
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%JuneJulyAugustSeptemberOctoberNovember
-2.71%
-5.37%
INTU
AMZN

Volatility

INTU vs. AMZN - Volatility Comparison

The current volatility for Intuit Inc. (INTU) is 7.62%, while Amazon.com, Inc. (AMZN) has a volatility of 10.50%. 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%JuneJulyAugustSeptemberOctoberNovember
7.62%
10.50%
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