PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MELI vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MELI and AMZN is 0.46, 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.


-0.50.00.51.00.5

Performance

MELI vs. AMZN - Performance Comparison

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

4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,133.94%
5,915.51%
MELI
AMZN

Key characteristics

Sharpe Ratio

MELI:

0.20

AMZN:

1.71

Sortino Ratio

MELI:

0.53

AMZN:

2.33

Omega Ratio

MELI:

1.07

AMZN:

1.30

Calmar Ratio

MELI:

0.25

AMZN:

2.13

Martin Ratio

MELI:

0.76

AMZN:

8.00

Ulcer Index

MELI:

10.25%

AMZN:

5.98%

Daily Std Dev

MELI:

37.95%

AMZN:

27.97%

Max Drawdown

MELI:

-89.49%

AMZN:

-94.40%

Current Drawdown

MELI:

-19.56%

AMZN:

-3.44%

Fundamentals

Market Cap

MELI:

$91.72B

AMZN:

$2.43T

EPS

MELI:

$28.22

AMZN:

$4.68

PE Ratio

MELI:

64.11

AMZN:

49.39

PEG Ratio

MELI:

1.09

AMZN:

1.91

Total Revenue (TTM)

MELI:

$18.43B

AMZN:

$620.13B

Gross Profit (TTM)

MELI:

$8.23B

AMZN:

$300.18B

EBITDA (TTM)

MELI:

$2.61B

AMZN:

$112.91B

Returns By Period

In the year-to-date period, MELI achieves a 9.55% return, which is significantly lower than AMZN's 48.03% return. Both investments have delivered pretty close results over the past 10 years, with MELI having a 30.04% annualized return and AMZN not far ahead at 30.90%.


MELI

YTD

9.55%

1M

-10.86%

6M

7.60%

1Y

7.71%

5Y*

23.82%

10Y*

30.04%

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MELI vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) 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 MELI, currently valued at 0.20, compared to the broader market-4.00-2.000.002.000.201.71
The chart of Sortino ratio for MELI, currently valued at 0.53, compared to the broader market-4.00-2.000.002.004.000.532.33
The chart of Omega ratio for MELI, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.30
The chart of Calmar ratio for MELI, currently valued at 0.25, compared to the broader market0.002.004.006.000.252.13
The chart of Martin ratio for MELI, currently valued at 0.76, compared to the broader market-5.000.005.0010.0015.0020.0025.000.768.00
MELI
AMZN

The current MELI Sharpe Ratio is 0.20, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of MELI 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.20
1.71
MELI
AMZN

Dividends

MELI vs. AMZN - Dividend Comparison

Neither MELI nor AMZN has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
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

MELI vs. AMZN - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for MELI and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.56%
-3.44%
MELI
AMZN

Volatility

MELI vs. AMZN - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 12.56% compared to Amazon.com, Inc. (AMZN) at 8.68%. This indicates that MELI'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%JulyAugustSeptemberOctoberNovemberDecember
12.56%
8.68%
MELI
AMZN

Financials

MELI vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between MercadoLibre, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab