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SNOW vs. AMZN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SNOW vs. AMZN - Performance Comparison

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

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Returns By Period

In the year-to-date period, SNOW achieves a 19.05% return, which is significantly higher than AMZN's 11.13% return.


SNOW

1D
-6.79%
1M
85.21%
YTD
19.05%
6M
0.56%
1Y
24.25%
3Y*
14.23%
5Y*
1.84%
10Y*

AMZN

1D
-1.81%
1M
-4.38%
YTD
11.13%
6M
9.43%
1Y
24.13%
3Y*
27.33%
5Y*
9.99%
10Y*
21.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNOW vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SNOW
Snowflake Inc.
19.05%42.06%-22.41%38.64%-57.63%20.38%10.82%
AMZN
Amazon.com, Inc
11.13%5.21%44.39%80.88%-49.62%2.38%5.81%

Correlation

The correlation between SNOW and AMZN is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.51

Over the past year, the correlation between SNOW and AMZN has dropped to 0.19 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SNOW:

$90.20B

AMZN:

$2.79T

EPS

SNOW:

-$3.53

AMZN:

$8.37

PS Ratio

SNOW:

17.61

AMZN:

3.75

PB Ratio

SNOW:

43.77

AMZN:

6.31

Total Revenue (TTM)

SNOW:

$5.03B

AMZN:

$742.78B

Gross Profit (TTM)

SNOW:

$3.38B

AMZN:

$348.59B

EBITDA (TTM)

SNOW:

-$1.21B

AMZN:

$152.71B

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Return for Risk

SNOW vs. AMZN — Risk / Return Rank

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

SNOW
SNOW Risk / Return Rank: 5454
Overall Rank
SNOW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SNOW Sortino Ratio Rank: 5656
Sortino Ratio Rank
SNOW Omega Ratio Rank: 5656
Omega Ratio Rank
SNOW Calmar Ratio Rank: 5151
Calmar Ratio Rank
SNOW Martin Ratio Rank: 5151
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 6363
Overall Rank
AMZN Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 6060
Sortino Ratio Rank
AMZN Omega Ratio Rank: 5959
Omega Ratio Rank
AMZN Calmar Ratio Rank: 6363
Calmar Ratio Rank
AMZN Martin Ratio Rank: 6565
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.

SNOW vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) 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.


SNOWAMZNDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.81

-0.44

Sortino ratio

Return per unit of downside risk

1.12

1.29

-0.17

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.48

1.16

-0.68

Martin ratio

Return relative to average drawdown

1.05

2.79

-1.75

SNOW vs. AMZN - Sharpe Ratio Comparison

The current SNOW Sharpe Ratio is 0.38, which is lower than the AMZN Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SNOW and AMZN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SNOWAMZNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.81

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.28

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.57

-0.56

Drawdowns

SNOW vs. AMZN - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SNOW and AMZN.


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Drawdown Indicators


SNOWAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-72.99%

-94.40%

+21.41%

Max Drawdown (1Y)

Largest decline over 1 year

-56.30%

-21.74%

-34.56%

Max Drawdown (3Y)

Largest decline over 3 years

-56.30%

-30.88%

-25.42%

Max Drawdown (5Y)

Largest decline over 5 years

-72.99%

-56.15%

-16.84%

Max Drawdown (10Y)

Largest decline over 10 years

-56.15%

Current Drawdown

Current decline from peak

-35.02%

-6.72%

-28.30%

Average Drawdown

Average peak-to-trough decline

-49.10%

-28.13%

-20.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.80%

9.00%

+16.80%

Volatility

SNOW vs. AMZN - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 34.66% compared to Amazon.com, Inc (AMZN) at 7.08%. This indicates that SNOW'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


SNOWAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.66%

7.08%

+27.58%

Volatility (6M)

Calculated over the trailing 6-month period

53.56%

20.18%

+33.38%

Volatility (1Y)

Calculated over the trailing 1-year period

64.78%

29.89%

+34.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.83%

35.49%

+26.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

62.75%

32.46%

+30.29%

Dividends

SNOW vs. AMZN - Dividend Comparison

Neither SNOW nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SNOW vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Snowflake 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
1.39B
181.52B
(SNOW) Total Revenue
(AMZN) Total Revenue
Values in USD except per share items

SNOW vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between Snowflake Inc. and Amazon.com, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%60.0%65.0%70.0%20222023202420252026
66.6%
36.8%
Portfolio components
SNOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Snowflake Inc. reported a gross profit of 926.45M and revenue of 1.39B. Therefore, the gross margin over that period was 66.6%.

AMZN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

SNOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Snowflake Inc. reported an operating income of -326.15M and revenue of 1.39B, resulting in an operating margin of -23.5%.

AMZN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Amazon.com, Inc reported an operating income of 23.85B and revenue of 181.52B, resulting in an operating margin of 13.1%.

SNOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Snowflake Inc. reported a net income of -295.57M and revenue of 1.39B, resulting in a net margin of -21.3%.

AMZN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


SNOW and AMZN have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNOW has higher volatility (34.66%) compared to AMZN (7.08%). In terms of maximum drawdown, SNOW dropped -72.99% vs AMZN's -94.40%.

AMZN currently has the higher Sharpe Ratio (0.81 vs 0.38), 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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