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

Key characteristics


SAVAAMZN
YTD Return-8.40%22.79%
1Y Return-22.10%69.21%
3Y Return (Ann)-20.50%5.03%
5Y Return (Ann)80.96%14.84%
10Y Return (Ann)-4.35%28.85%
Sharpe Ratio-0.352.31
Daily Std Dev74.68%28.69%
Max Drawdown-99.18%-94.40%
Current Drawdown-84.76%-1.55%

Fundamentals


SAVAAMZN
Market Cap$874.86M$1.95T
EPS-$2.32$3.56
PEG Ratio20.442.32
Revenue (TTM)$0.00$590.74B
Gross Profit (TTM)-$68.03M$225.15B
EBITDA (TTM)-$104.43M$96.61B

Correlation

-0.50.00.51.00.2

The correlation between SAVA and AMZN is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SAVA vs. AMZN - Performance Comparison

In the year-to-date period, SAVA achieves a -8.40% return, which is significantly lower than AMZN's 22.79% return. Over the past 10 years, SAVA has underperformed AMZN with an annualized return of -4.35%, while AMZN has yielded a comparatively higher 28.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2024FebruaryMarchAprilMay
-76.89%
8,679.76%
SAVA
AMZN

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cassava Sciences, Inc.

Amazon.com, Inc.

Risk-Adjusted Performance

SAVA vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cassava Sciences, Inc. (SAVA) 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.


SAVA
Sharpe ratio
The chart of Sharpe ratio for SAVA, currently valued at -0.35, compared to the broader market-2.00-1.000.001.002.003.00-0.35
Sortino ratio
The chart of Sortino ratio for SAVA, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.006.00-0.06
Omega ratio
The chart of Omega ratio for SAVA, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for SAVA, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for SAVA, currently valued at -1.07, compared to the broader market-10.000.0010.0020.0030.00-1.07
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 2.31, compared to the broader market-2.00-1.000.001.002.003.002.31
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 1.62, compared to the broader market0.002.004.006.001.62
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 14.02, compared to the broader market-10.000.0010.0020.0030.0014.02

SAVA vs. AMZN - Sharpe Ratio Comparison

The current SAVA Sharpe Ratio is -0.35, which is lower than the AMZN Sharpe Ratio of 2.31. The chart below compares the 12-month rolling Sharpe Ratio of SAVA and AMZN.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.35
2.31
SAVA
AMZN

Dividends

SAVA vs. AMZN - Dividend Comparison

Neither SAVA nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SAVA vs. AMZN - Drawdown Comparison

The maximum SAVA drawdown since its inception was -99.18%, which is greater than AMZN's maximum drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SAVA and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-84.76%
-1.55%
SAVA
AMZN

Volatility

SAVA vs. AMZN - Volatility Comparison

Cassava Sciences, Inc. (SAVA) has a higher volatility of 18.59% compared to Amazon.com, Inc. (AMZN) at 8.15%. This indicates that SAVA'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.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
18.59%
8.15%
SAVA
AMZN

Financials

SAVA vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Cassava Sciences, 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