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SXLP.L vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXLP.L and AMZN is 0.10, 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.


-0.50.00.51.00.1

Performance

SXLP.L vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
3.45%
26.71%
SXLP.L
AMZN

Key characteristics

Sharpe Ratio

SXLP.L:

1.52

AMZN:

1.20

Sortino Ratio

SXLP.L:

2.24

AMZN:

1.69

Omega Ratio

SXLP.L:

1.27

AMZN:

1.22

Calmar Ratio

SXLP.L:

2.01

AMZN:

1.67

Martin Ratio

SXLP.L:

6.05

AMZN:

5.33

Ulcer Index

SXLP.L:

2.41%

AMZN:

6.10%

Daily Std Dev

SXLP.L:

9.64%

AMZN:

27.32%

Max Drawdown

SXLP.L:

-24.00%

AMZN:

-94.40%

Current Drawdown

SXLP.L:

-0.81%

AMZN:

-6.37%

Returns By Period

In the year-to-date period, SXLP.L achieves a 4.17% return, which is significantly higher than AMZN's 3.31% return.


SXLP.L

YTD

4.17%

1M

5.53%

6M

3.44%

1Y

15.67%

5Y*

7.60%

10Y*

N/A

AMZN

YTD

3.31%

1M

0.31%

6M

26.71%

1Y

33.71%

5Y*

16.12%

10Y*

28.10%

*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

SXLP.L vs. AMZN — Risk-Adjusted Performance Rank

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

SXLP.L
The Risk-Adjusted Performance Rank of SXLP.L is 6060
Overall Rank
The Sharpe Ratio Rank of SXLP.L is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLP.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SXLP.L is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SXLP.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SXLP.L is 5555
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 7878
Overall Rank
The Sharpe Ratio Rank of AMZN is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8181
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.

SXLP.L vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) 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 SXLP.L, currently valued at 1.43, compared to the broader market0.002.004.006.001.431.10
The chart of Sortino ratio for SXLP.L, currently valued at 2.11, compared to the broader market0.005.0010.002.111.58
The chart of Omega ratio for SXLP.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.21
The chart of Calmar ratio for SXLP.L, currently valued at 1.88, compared to the broader market0.005.0010.0015.0020.001.881.52
The chart of Martin ratio for SXLP.L, currently valued at 5.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.624.82
SXLP.L
AMZN

The current SXLP.L Sharpe Ratio is 1.52, which is comparable to the AMZN Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SXLP.L 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.43
1.10
SXLP.L
AMZN

Dividends

SXLP.L vs. AMZN - Dividend Comparison

Neither SXLP.L nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXLP.L vs. AMZN - Drawdown Comparison

The maximum SXLP.L drawdown since its inception was -24.00%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for SXLP.L and AMZN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.81%
-6.37%
SXLP.L
AMZN

Volatility

SXLP.L vs. AMZN - Volatility Comparison

The current volatility for SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) is 2.60%, while Amazon.com, Inc. (AMZN) has a volatility of 7.09%. This indicates that SXLP.L 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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
2.60%
7.09%
SXLP.L
AMZN
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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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