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OEF vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OEF vs. AMZN

Last updated Jun 14, 2026

OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, OEF returned 16.50%/yr vs 20.83%/yr for AMZN. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

OEF vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OEF achieves a 6.55% return, which is significantly higher than AMZN's 3.35% return. Over the past 10 years, OEF has underperformed AMZN with an annualized return of 16.50%, while AMZN has yielded a comparatively higher 20.83% annualized return.

OEF

1D
0.24%
1M
-2.54%
YTD
6.55%
6M
7.16%
1Y
25.69%
3Y*
22.62%
5Y*
14.89%
10Y*
16.50%

AMZN

1D
-1.23%
1M
-9.69%
YTD
3.35%
6M
5.46%
1Y
12.47%
3Y*
23.49%
5Y*
7.35%
10Y*
20.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEF vs. AMZN - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
OEF
iShares S&P 100 ETF		6.55%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%
AMZN
Amazon.com, Inc		3.35%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%

Correlation

The correlation between OEF and AMZN is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.70

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2000

0.58

The correlation between OEF and AMZN shifts across timeframes, from 0.58 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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iShares S&P 100 ETF

Amazon.com, Inc

Often compared with OEF:
OEF vs. SPYOEF vs. VOOOEF vs. QQQOEF vs. IOOOEF vs. SCHGOEF vs. SCHDOEF vs. ESGV
Often compared with AMZN:
AMZN vs. MSFTAMZN vs. NVDAAMZN vs. GOOGAMZN vs. AAPLAMZN vs. SPYAMZN vs. TSLAAMZN vs. META

Return for Risk

OEF vs. AMZN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OEF
OEF Risk / Return Rank: 5959
Overall Rank
OEF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
OEF Omega Ratio Rank: 6464
Omega Ratio Rank
OEF Calmar Ratio Rank: 5050
Calmar Ratio Rank
OEF Martin Ratio Rank: 5858
Martin Ratio Rank
AMZN
AMZN Risk / Return Rank: 5454
Overall Rank
AMZN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4949
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5757
Martin Ratio Rank
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.

OEF vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

OEFAMZNDifference
Sharpe ratioReturn per unit of total volatility
1.83
0.40

+1.44

Sortino ratioReturn per unit of downside risk
2.47
0.76

+1.71

Omega ratioGain probability vs. loss probability

1.33

1.09

+0.24

Calmar ratioReturn relative to maximum drawdown

2.19

0.55

+1.64

Martin ratioReturn relative to average drawdown

8.97

1.29

+7.68

OEF vs. AMZN - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.83, which is higher than the AMZN Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of OEF and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

OEF vs. AMZN - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for OEF and AMZN.

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Drawdown Indicators

OEFAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-94.40%

+40.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-21.74%

+10.68%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-30.88%

+11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-56.15%

+29.68%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

-56.15%

+24.71%

Current Drawdown

Current decline from peak

-3.62%

-13.25%

+9.63%

Average Drawdown

Average peak-to-trough decline

-11.75%

-28.19%

+16.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

9.21%

-6.52%

Volatility

OEF vs. AMZN - Volatility Comparison

The current volatility for iShares S&P 100 ETF (OEF) is 4.58%, while Amazon.com, Inc (AMZN) has a volatility of 7.92%. This indicates that OEF 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.

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Volatility by Period

OEFAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

7.92%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

20.73%

-10.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

30.13%

-16.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

35.53%

-17.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

32.48%

-14.00%

Dividends

OEF vs. AMZN - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.86%, while AMZN has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
OEF
iShares S&P 100 ETF		0.86%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

Frequently Asked Questions

OEF and AMZN have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZN has higher volatility (7.92%) compared to OEF (4.58%). In terms of maximum drawdown, OEF dropped -54.11% vs AMZN's -94.40%.

OEF currently has the higher Sharpe Ratio (1.83 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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