SHOE vs. AMZN
SHOE (Shoe Station Group, Inc.) and AMZN (Amazon.com, Inc) are both stocks. Both are in the Consumer Cyclical sector — SHOE in Apparel Retail, AMZN in Internet Retail. Over the past 10 years, SHOE returned 3.17%/yr vs 20.93%/yr for AMZN. At a 0.23 correlation, their price movements are largely independent.
Performance
SHOE vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, SHOE achieves a -8.93% return, which is significantly lower than AMZN's 5.13% return. Over the past 10 years, SHOE has underperformed AMZN with an annualized return of 3.17%, while AMZN has yielded a comparatively higher 20.93% annualized return.
SHOE
- 1D
- -0.07%
- 1M
- -13.23%
- 6M
- -8.93%
- YTD
- -8.93%
- 1Y
- -26.06%
- 3Y*
- -12.59%
- 5Y*
- -14.24%
- 10Y*
- 3.17%
AMZN
- 1D
- 0.40%
- 1M
- -5.40%
- 6M
- 5.13%
- YTD
- 5.13%
- 1Y
- 10.34%
- 3Y*
- 23.06%
- 5Y*
- 6.69%
- 10Y*
- 20.93%
SHOE vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHOE Shoe Station Group, Inc. | -8.93% | -47.64% | 11.18% | 28.52% | -38.00% | 101.21% | 6.51% | 12.39% | 26.61% | 0.39% |
AMZN Amazon.com, Inc | 5.13% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between SHOE and AMZN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 15, 1997 | 0.23 |
The correlation between SHOE and AMZN shifts across timeframes, from 0.14 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SHOE:
$409.71M
AMZN:
$2.61T
SHOE:
$1.36
AMZN:
$8.36
SHOE:
11.13
AMZN:
29.03
SHOE:
0.37
AMZN:
3.55
SHOE:
0.61
AMZN:
5.97
SHOE:
$1.13B
AMZN:
$742.78B
SHOE:
$409.47M
AMZN:
$348.59B
SHOE:
$87.75M
AMZN:
$152.71B
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Return for Risk
SHOE vs. AMZN — Risk / Return Rank
SHOE
AMZN
SHOE vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shoe Station Group, Inc. (SHOE) 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.
| SHOE | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.08 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 0.48 | -1.11 |
| Martin ratioReturn relative to average drawdown | -1.00 | 1.07 | -2.07 |
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Drawdowns
SHOE vs. AMZN - Drawdown Comparison
The maximum SHOE drawdown since its inception was -84.87%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SHOE and AMZN.
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Drawdown Indicators
| SHOE | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.87% | -94.40% | +9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -41.25% | -21.74% | -19.51% |
Max Drawdown (3Y)Largest decline over 3 years | -66.06% | -30.88% | -35.18% |
Max Drawdown (5Y)Largest decline over 5 years | -66.06% | -56.15% | -9.91% |
Max Drawdown (10Y)Largest decline over 10 years | -68.53% | -56.15% | -12.38% |
Current DrawdownCurrent decline from peak | -65.46% | -11.75% | -53.71% |
Average DrawdownAverage peak-to-trough decline | -34.80% | -28.16% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.08% | 9.70% | +16.38% |
Volatility
SHOE vs. AMZN - Volatility Comparison
Shoe Station Group, Inc. (SHOE) has a higher volatility of 12.81% compared to Amazon.com, Inc (AMZN) at 10.76%. This indicates that SHOE'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.
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Volatility by Period
| SHOE | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.81% | 10.76% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 32.19% | 22.30% | +9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.88% | 31.00% | +18.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.67% | 35.73% | +11.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.58% | 32.57% | +21.01% |
Dividends
SHOE vs. AMZN - Dividend Comparison
SHOE's dividend yield for the trailing twelve months is around 4.11%, 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% |
SHOE Shoe Station Group, Inc. | 4.11% | 3.47% | 1.59% | 1.36% | 1.42% | 0.65% | 0.89% | 0.89% | 0.93% | 1.08% | 1.00% | 1.08% |
Financials
SHOE vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Shoe Station Group, 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.
Total Revenue: Total amount of money received from sales and other business activities
SHOE vs. AMZN - Profitability Comparison
SHOE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported a gross profit of 90.10M and revenue of 270.73M. Therefore, the gross margin over that period was 33.3%.
AMZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Amazon.com, Inc reported a gross profit of 66.77B and revenue of 181.52B. Therefore, the gross margin over that period was 36.8%.
SHOE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported an operating income of -6.04M and revenue of 270.73M, resulting in an operating margin of -2.2%.
AMZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.
SHOE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Shoe Station Group, Inc. reported a net income of -5.63M and revenue of 270.73M, resulting in a net margin of -2.1%.
AMZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Amazon.com, Inc reported a net income of 30.26B and revenue of 181.52B, resulting in a net margin of 16.7%.
Frequently Asked Questions
SHOE and AMZN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHOE has higher volatility (12.81%) compared to AMZN (10.76%). In terms of maximum drawdown, SHOE dropped -84.87% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.34 vs -0.53), 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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