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

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.

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.20%
10.78%
MELI
AMZN

Returns By Period

In the year-to-date period, MELI achieves a 22.89% return, which is significantly lower than AMZN's 33.53% return. Over the past 10 years, MELI has outperformed AMZN with an annualized return of 30.35%, while AMZN has yielded a comparatively lower 28.48% annualized return.


MELI

YTD

22.89%

1M

-8.06%

6M

11.20%

1Y

29.14%

5Y (annualized)

27.94%

10Y (annualized)

30.35%

AMZN

YTD

33.53%

1M

7.30%

6M

10.78%

1Y

40.99%

5Y (annualized)

18.44%

10Y (annualized)

28.48%

Fundamentals


MELIAMZN
Market Cap$97.91B$2.15T
EPS$28.20$4.65
PE Ratio68.4843.63
PEG Ratio1.101.69
Total Revenue (TTM)$18.43B$620.13B
Gross Profit (TTM)$8.78B$300.18B
EBITDA (TTM)$2.61B$111.68B

Key characteristics


MELIAMZN
Sharpe Ratio0.831.43
Sortino Ratio1.272.03
Omega Ratio1.191.26
Calmar Ratio0.961.70
Martin Ratio3.126.57
Ulcer Index9.71%5.91%
Daily Std Dev36.56%27.21%
Max Drawdown-89.49%-94.40%
Current Drawdown-9.76%-5.24%

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Correlation

-0.50.00.51.00.5

The correlation between MELI and AMZN is 0.47, 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

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 0.83, compared to the broader market-4.00-2.000.002.004.000.831.43
The chart of Sortino ratio for MELI, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.272.03
The chart of Omega ratio for MELI, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.26
The chart of Calmar ratio for MELI, currently valued at 0.96, compared to the broader market0.002.004.006.000.961.70
The chart of Martin ratio for MELI, currently valued at 3.12, compared to the broader market-10.000.0010.0020.0030.003.126.57
MELI
AMZN

The current MELI Sharpe Ratio is 0.83, which is lower than the AMZN Sharpe Ratio of 1.43. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.83
1.43
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%JuneJulyAugustSeptemberOctoberNovember
-9.76%
-5.24%
MELI
AMZN

Volatility

MELI vs. AMZN - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 20.24% compared to Amazon.com, Inc. (AMZN) at 10.65%. 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%JuneJulyAugustSeptemberOctoberNovember
20.24%
10.65%
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