META.TO vs. AMZN

Last updated Apr 1, 2026

Compare and contrast key facts about Meta CDR (CAD Hedged) (META.TO) and Amazon.com, Inc (AMZN).

Performance

META.TO vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Meta CDR (CAD Hedged) (META.TO) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

META.TO vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
META.TO Meta CDR (CAD Hedged)	-13.80%	9.98%	63.59%	188.42%	-64.96%	0.82%
AMZN Amazon.com, Inc	-8.55%	0.38%	56.80%	76.90%	-46.02%	4.01%

Different Trading Currencies

META.TO is traded in CAD, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, META.TO achieves a -13.80% return, which is significantly lower than AMZN's -8.55% return.

META.TO

• 1D: 6.42%
• 1M: -12.02%
• YTD: -13.80%
• 6M: -23.22%
• 1Y: -3.04%
• 3Y*: 36.70%
• 5Y*: —
• 10Y*: —

AMZN

• 1D: 3.53%
• 1M: 1.13%
• YTD: -8.55%
• 6M: -5.23%
• 1Y: 5.82%
• 3Y*: 27.54%
• 5Y*: 7.87%
• 10Y*: 22.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

META.TO vs. AMZN — Risk / Return Rank

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

META.TO

META.TO Risk / Return Rank: 37
META.TO Sharpe Ratio Rank: 38
META.TO Sortino Ratio Rank: 34
META.TO Omega Ratio Rank: 34
META.TO Calmar Ratio Rank: 39
META.TO Martin Ratio Rank: 39

AMZN

AMZN Risk / Return Rank: 50
AMZN Sharpe Ratio Rank: 52
AMZN Sortino Ratio Rank: 47
AMZN Omega Ratio Rank: 46
AMZN Calmar Ratio Rank: 52
AMZN Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

META.TO vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meta CDR (CAD Hedged) (META.TO) 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.

	META.TO	AMZN	Difference
Sharpe ratio Return per unit of total volatility	-0.08	0.17	-0.24
Sortino ratio Return per unit of downside risk	0.17	0.49	-0.32
Omega ratio Gain probability vs. loss probability	1.02	1.06	-0.04
Calmar ratio Return relative to maximum drawdown	-0.09	0.21	-0.30
Martin ratio Return relative to average drawdown	-0.23	0.50	-0.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

META.TO vs. AMZN - Sharpe Ratio Comparison

The current META.TO Sharpe Ratio is -0.08, which is lower than the AMZN Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of META.TO 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.

Sharpe Ratios by Period

	META.TO	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	0.17	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.84	-0.60

Correlation

The correlation between META.TO and AMZN is 0.57, 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.

Dividends

META.TO vs. AMZN - Dividend Comparison

META.TO's dividend yield for the trailing twelve months is around 0.37%, while AMZN has not paid dividends to shareholders.

	TTM	2025	2024
META.TO Meta CDR (CAD Hedged)	0.37%	0.32%	0.34%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%

Drawdowns

META.TO vs. AMZN - Drawdown Comparison

The maximum META.TO drawdown since its inception was -74.98%, which is greater than AMZN's maximum drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for META.TO and AMZN.

Drawdown Indicators

	META.TO	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-74.98%	-94.40%	+19.42%
Max Drawdown (1Y) Largest decline over 1 year	-34.36%	-21.74%	-12.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-56.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-28.76%	-18.00%	-10.76%
Average Drawdown Average peak-to-trough decline	-21.74%	-28.27%	+6.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.82%	9.03%	+4.79%

Volatility

META.TO vs. AMZN - Volatility Comparison

Meta CDR (CAD Hedged) (META.TO) has a higher volatility of 13.15% compared to Amazon.com, Inc (AMZN) at 9.46%. This indicates that META.TO'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.

Volatility by Period

	META.TO	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.15%	9.46%	+3.69%
Volatility (6M) Calculated over the trailing 6-month period	26.26%	22.81%	+3.45%
Volatility (1Y) Calculated over the trailing 1-year period	39.12%	35.27%	+3.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.22%	34.22%	+11.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.22%	31.61%	+13.61%

Financials