SRTS vs. AMZN
SRTS (Sensus Healthcare, Inc.) and AMZN (Amazon.com, Inc) are both stocks. SRTS operates in Medical Devices (Healthcare), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past 10 years, SRTS returned -7.48%/yr vs 22.18%/yr for AMZN. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
SRTS vs. AMZN - Performance Comparison
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Returns By Period
In the year-to-date period, SRTS achieves a -26.63% return, which is significantly lower than AMZN's 23.05% return. Over the past 10 years, SRTS has underperformed AMZN with an annualized return of -7.48%, while AMZN has yielded a comparatively higher 22.18% annualized return.
SRTS
- 1D
- 0.34%
- 1M
- -4.89%
- 6M
- -42.86%
- YTD
- -26.63%
- 1Y
- -47.67%
- 3Y*
- -1.97%
- 5Y*
- -4.21%
- 10Y*
- -7.48%
- ALL TIME*
- -7.15%
AMZN
- 1D
- 4.58%
- 1M
- 17.04%
- 6M
- 16.90%
- YTD
- 23.05%
- 1Y
- 32.26%
- 3Y*
- 26.72%
- 5Y*
- 11.11%
- 10Y*
- 22.18%
- ALL TIME*
- 30.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
AMZN Amazon.com, Inc | $14.75B | $11.88B | $12.52B |
| $59.83K | $62.18K | $174.61K |
SRTS vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRTS Sensus Healthcare, Inc. | -26.63% | -42.49% | 193.22% | -68.19% | 2.77% | 87.05% | 9.04% | -52.23% | 43.60% | -1.71% |
AMZN Amazon.com, Inc | 23.05% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
Correlation
The correlation between SRTS and AMZN is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2016 | 0.16 |
The correlation between SRTS and AMZN shifts across timeframes, from 0.16 (10 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
SRTS:
$48.07M
AMZN:
$3.06T
SRTS:
-$0.47
AMZN:
$12.44
SRTS:
2.12
AMZN:
3.98
SRTS:
1.06
AMZN:
5.61
SRTS:
$22.53M
AMZN:
$775.68B
SRTS:
$8.51M
AMZN:
$393.81B
SRTS:
-$8.57M
AMZN:
$254.00B
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Return for Risk
SRTS vs. AMZN — Risk / Return Rank
SRTS
AMZN
SRTS vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sensus Healthcare, Inc. (SRTS) 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.
| SRTS | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.19 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 1.49 | -2.43 |
| Martin ratioReturn relative to average drawdown | -1.39 | 3.18 | -4.57 |
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Drawdowns
SRTS vs. AMZN - Drawdown Comparison
The maximum SRTS drawdown since its inception was -87.51%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SRTS and AMZN.
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Drawdown Indicators
| SRTS | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.51% | -94.40% | +6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -51.09% | -21.74% | -29.35% |
Max Drawdown (3Y)Largest decline over 3 years | -70.08% | -30.88% | -39.20% |
Max Drawdown (5Y)Largest decline over 5 years | -87.51% | -55.73% | -31.78% |
Max Drawdown (10Y)Largest decline over 10 years | -87.51% | -56.15% | -31.36% |
Current DrawdownCurrent decline from peak | -80.49% | 0.00% | -80.49% |
Average DrawdownAverage peak-to-trough decline | -47.13% | -28.11% | -19.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.27% | 10.17% | +25.10% |
Volatility
SRTS vs. AMZN - Volatility Comparison
The current volatility for Sensus Healthcare, Inc. (SRTS) is 10.05%, while Amazon.com, Inc (AMZN) has a volatility of 16.97%. This indicates that SRTS 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
| SRTS | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.05% | 16.97% | -6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 48.58% | 26.83% | +21.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.47% | 34.50% | +38.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 81.55% | 36.34% | +45.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.22% | 33.04% | +40.18% |
Dividends
SRTS vs. AMZN - Dividend Comparison
Neither SRTS nor AMZN has paid dividends to shareholders.
Financials
SRTS vs. AMZN - Financials Comparison
This section allows you to compare key financial metrics between Sensus Healthcare, 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
Frequently Asked Questions
SRTS and AMZN have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (16.97%) compared to SRTS (10.05%). In terms of maximum drawdown, SRTS dropped -87.51% vs AMZN's -94.40%.
AMZN currently has the higher Sharpe Ratio (0.94 vs -0.65), 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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