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RBOT.TO vs. AMZN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RBOT.TO vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Robotics & AI Index ETF (RBOT.TO) and Amazon.com, Inc (AMZN). The values are adjusted to include any dividend payments, if applicable.

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RBOT.TO vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RBOT.TO
Global X Robotics & AI Index ETF
-9.39%8.45%13.12%36.79%-43.99%8.06%48.18%28.46%-26.43%-1.50%
AMZN
Amazon.com, Inc
-8.55%0.38%56.80%76.90%-46.02%1.45%73.28%16.98%39.32%-1.52%
Different Trading Currencies

RBOT.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, RBOT.TO achieves a -9.39% return, which is significantly lower than AMZN's -8.55% return.


RBOT.TO

1D
2.35%
1M
-15.42%
YTD
-9.39%
6M
-7.09%
1Y
14.13%
3Y*
7.35%
5Y*
-2.01%
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)

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Return for Risk

RBOT.TO vs. AMZN — Risk / Return Rank

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

RBOT.TO
RBOT.TO Risk / Return Rank: 2929
Overall Rank
RBOT.TO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
RBOT.TO Sortino Ratio Rank: 3333
Sortino Ratio Rank
RBOT.TO Omega Ratio Rank: 3030
Omega Ratio Rank
RBOT.TO Calmar Ratio Rank: 2626
Calmar Ratio Rank
RBOT.TO Martin Ratio Rank: 2626
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5050
Overall Rank
AMZN Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 4747
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4646
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5252
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5353
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Robotics & AI Index ETF (RBOT.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.


RBOT.TOAMZNDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.17

+0.36

Sortino ratio

Return per unit of downside risk

0.97

0.49

+0.48

Omega ratio

Gain probability vs. loss probability

1.12

1.06

+0.06

Calmar ratio

Return relative to maximum drawdown

0.59

0.21

+0.38

Martin ratio

Return relative to average drawdown

2.07

0.50

+1.58

RBOT.TO vs. AMZN - Sharpe Ratio Comparison

The current RBOT.TO Sharpe Ratio is 0.52, which is higher than the AMZN Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of RBOT.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.


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Sharpe Ratios by Period


RBOT.TOAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.17

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.23

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.84

-0.72

Correlation

The correlation between RBOT.TO and AMZN is 0.43, 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

RBOT.TO vs. AMZN - Dividend Comparison

RBOT.TO's dividend yield for the trailing twelve months is around 0.15%, while AMZN has not paid dividends to shareholders.


TTM20252024202320222021202020192018
RBOT.TO
Global X Robotics & AI Index ETF
0.15%0.14%0.85%0.11%0.52%0.04%0.17%0.67%0.15%
AMZN
Amazon.com, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RBOT.TO vs. AMZN - Drawdown Comparison

The maximum RBOT.TO drawdown since its inception was -56.86%, which is greater than AMZN's maximum drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for RBOT.TO and AMZN.


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Drawdown Indicators


RBOT.TOAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-56.86%

-94.40%

+37.54%

Max Drawdown (1Y)

Largest decline over 1 year

-18.78%

-21.74%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-56.86%

-56.15%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-23.40%

-18.00%

-5.40%

Average Drawdown

Average peak-to-trough decline

-21.83%

-28.27%

+6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.34%

9.03%

-3.69%

Volatility

RBOT.TO vs. AMZN - Volatility Comparison

The current volatility for Global X Robotics & AI Index ETF (RBOT.TO) is 7.64%, while Amazon.com, Inc (AMZN) has a volatility of 9.46%. This indicates that RBOT.TO 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


RBOT.TOAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

9.46%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.45%

22.81%

-6.36%

Volatility (1Y)

Calculated over the trailing 1-year period

27.17%

35.27%

-8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.21%

34.22%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

31.61%

-6.85%