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

Correlation

The correlation between SAVA and AMZN is 0.19, 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.


-0.50.00.51.00.2

Performance

SAVA vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cassava Sciences, Inc. (SAVA) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%SeptemberOctoberNovemberDecember2025February
-92.08%
48.71%
SAVA
AMZN

Key characteristics

Sharpe Ratio

SAVA:

-0.65

AMZN:

1.85

Sortino Ratio

SAVA:

-0.62

AMZN:

2.50

Omega Ratio

SAVA:

0.89

AMZN:

1.32

Calmar Ratio

SAVA:

-0.92

AMZN:

2.67

Martin Ratio

SAVA:

-1.96

AMZN:

8.57

Ulcer Index

SAVA:

45.97%

AMZN:

6.06%

Daily Std Dev

SAVA:

139.72%

AMZN:

26.99%

Max Drawdown

SAVA:

-99.18%

AMZN:

-94.40%

Current Drawdown

SAVA:

-98.23%

AMZN:

0.00%

Fundamentals

Market Cap

SAVA:

$114.98M

AMZN:

$2.55T

EPS

SAVA:

-$1.38

AMZN:

$4.68

Total Revenue (TTM)

SAVA:

$0.00

AMZN:

$450.17B

Gross Profit (TTM)

SAVA:

-$611.00K

AMZN:

$222.77B

EBITDA (TTM)

SAVA:

-$112.18M

AMZN:

$85.88B

Returns By Period

In the year-to-date period, SAVA achieves a 1.27% return, which is significantly lower than AMZN's 10.33% return. Over the past 10 years, SAVA has underperformed AMZN with an annualized return of -16.33%, while AMZN has yielded a comparatively higher 29.27% annualized return.


SAVA

YTD

1.27%

1M

-17.30%

6M

-92.16%

1Y

-89.57%

5Y*

-22.02%

10Y*

-16.33%

AMZN

YTD

10.33%

1M

7.97%

6M

49.48%

1Y

42.13%

5Y*

18.83%

10Y*

29.27%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SAVA vs. AMZN — Risk-Adjusted Performance Rank

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

SAVA
The Risk-Adjusted Performance Rank of SAVA is 99
Overall Rank
The Sharpe Ratio Rank of SAVA is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of SAVA is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SAVA is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SAVA is 22
Calmar Ratio Rank
The Martin Ratio Rank of SAVA is 11
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 9090
Overall Rank
The Sharpe Ratio Rank of AMZN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SAVA, currently valued at -0.65, compared to the broader market-2.000.002.004.00-0.651.85
The chart of Sortino ratio for SAVA, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.622.50
The chart of Omega ratio for SAVA, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.32
The chart of Calmar ratio for SAVA, currently valued at -0.92, compared to the broader market0.002.004.006.00-0.922.67
The chart of Martin ratio for SAVA, currently valued at -1.96, compared to the broader market-10.000.0010.0020.00-1.968.57
SAVA
AMZN

The current SAVA Sharpe Ratio is -0.65, which is lower than the AMZN Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SAVA 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.65
1.85
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.23%
0
SAVA
AMZN

Volatility

SAVA vs. AMZN - Volatility Comparison

Cassava Sciences, Inc. (SAVA) has a higher volatility of 14.41% compared to Amazon.com, Inc. (AMZN) at 6.39%. 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%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
14.41%
6.39%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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