REET vs. AMZN
REET (iShares Global REIT ETF) is REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index, while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, REET returned 4.50%/yr vs 20.83%/yr for AMZN. At a 0.32 correlation, their price movements are largely independent.
Performance
REET vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, REET achieves a 12.42% return, which is significantly higher than AMZN's 3.35% return. Over the past 10 years, REET has underperformed AMZN with an annualized return of 4.50%, while AMZN has yielded a comparatively higher 20.83% annualized return.
REET
- 1D
- 0.76%
- 1M
- 2.38%
- YTD
- 12.42%
- 6M
- 13.41%
- 1Y
- 15.04%
- 3Y*
- 10.34%
- 5Y*
- 2.51%
- 10Y*
- 4.50%
AMZN
- 1D
- -1.23%
- 1M
- -11.69%
- YTD
- 3.35%
- 6M
- 5.46%
- 1Y
- 11.87%
- 3Y*
- 23.49%
- 5Y*
- 7.35%
- 10Y*
- 20.83%
REET vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 12.42% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
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 REET and AMZN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.32 |
The correlation between REET and AMZN shifts across timeframes, from 0.12 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
REET vs. AMZN — Risk / Return Rank
REET
AMZN
REET vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) 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.
| REET | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.09 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.55 | +1.12 |
| Martin ratioReturn relative to average drawdown | 6.00 | 1.29 | +4.71 |
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Drawdowns
REET vs. AMZN - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for REET and AMZN.
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Drawdown Indicators
| REET | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -94.40% | +49.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -21.74% | +12.70% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -30.88% | +12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -56.15% | +24.04% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -56.15% | +11.56% |
Current DrawdownCurrent decline from peak | 0.00% | -13.25% | +13.25% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -28.19% | +18.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 9.21% | -6.69% |
Volatility
REET vs. AMZN - Volatility Comparison
The current volatility for iShares Global REIT ETF (REET) is 4.16%, while Amazon.com, Inc (AMZN) has a volatility of 7.92%. This indicates that REET 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
| REET | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 7.92% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 20.73% | -11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 30.13% | -17.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 35.53% | -18.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 32.48% | -13.63% |
Dividends
REET vs. AMZN - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.29%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
REET iShares Global REIT ETF | 3.29% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
Frequently Asked Questions
REET and AMZN have a correlation of 0.12, 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 REET (4.16%). In terms of maximum drawdown, REET dropped -44.59% vs AMZN's -94.40%.
REET currently has the higher Sharpe Ratio (1.23 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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