TKO vs. AMZN

Last updated Jun 4, 2026

TKO (TKO Group Holdings Inc.) and AMZN (Amazon.com, Inc) are both stocks. TKO operates in Entertainment (Communication Services), while AMZN operates in Internet Retail (Consumer Cyclical). Over the past year, TKO returned 23.44% vs 21.54% for AMZN. At a 0.20 correlation, their price movements are largely independent.

Performance

TKO vs. AMZN - Performance Comparison

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

Returns By Period

In the year-to-date period, TKO achieves a -4.61% return, which is significantly lower than AMZN's 8.32% return.

TKO

• 1D: -2.94%
• 1M: 6.76%
• YTD: -4.61%
• 6M: 2.68%
• 1Y: 23.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

AMZN

• 1D: -2.53%
• 1M: -8.10%
• YTD: 8.32%
• 6M: 7.59%
• 1Y: 21.54%
• 3Y*: 26.25%
• 5Y*: 9.30%
• 10Y*: 21.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TKO vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
TKO TKO Group Holdings Inc.	-4.61%	48.92%	74.20%	-17.81%
AMZN Amazon.com, Inc	8.32%	5.21%	44.39%	7.58%

Correlation

The correlation between TKO and AMZN is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.20

The correlation between TKO and AMZN shifts across timeframes, from 0.09 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TKO : $38.65B AMZN : $2.72T
EPS TKO : $1.96 AMZN : $8.37
PE Ratio TKO : 101.49 AMZN : 29.87
PEG Ratio TKO : 0.21 AMZN : 0.72
PS Ratio TKO : 7.72 AMZN : 3.65
PB Ratio TKO : 11.45 AMZN : 6.15
Total Revenue (TTM) TKO : $5.06B AMZN : $742.78B
Gross Profit (TTM) TKO : $1.75B AMZN : $348.59B
EBITDA (TTM) TKO : $1.33B AMZN : $152.71B

Return for Risk

TKO vs. AMZN — Risk / Return Rank

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

TKO

TKO Risk / Return Rank: 62
TKO Sharpe Ratio Rank: 64
TKO Sortino Ratio Rank: 60
TKO Omega Ratio Rank: 58
TKO Calmar Ratio Rank: 65
TKO Martin Ratio Rank: 64

AMZN

AMZN Risk / Return Rank: 60
AMZN Sharpe Ratio Rank: 64
AMZN Sortino Ratio Rank: 58
AMZN Omega Ratio Rank: 56
AMZN Calmar Ratio Rank: 61
AMZN Martin Ratio Rank: 62

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.

TKO vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TKO Group Holdings Inc. (TKO) 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.

	TKO	AMZN	Difference
Sharpe ratio: Return per unit of total volatility	0.74	0.72	+0.02
Sortino ratio: Return per unit of downside risk	1.29	1.18	+0.11
Omega ratio: Gain probability vs. loss probability	1.16	1.15	+0.01
Calmar ratio: Return relative to maximum drawdown	1.29	1.00	+0.29
Martin ratio: Return relative to average drawdown	2.69	2.39	+0.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TKO vs. AMZN - Sharpe Ratio Comparison

The current TKO Sharpe Ratio is 0.74, which is comparable to the AMZN Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of TKO 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.

Sharpe Ratios by Period

	TKO	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	0.72	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.57	+0.34

Drawdowns

TKO vs. AMZN - Drawdown Comparison

The maximum TKO drawdown since its inception was -28.35%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for TKO and AMZN.

Drawdown Indicators

	TKO	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-28.35%	-94.40%	+66.05%
Max Drawdown (1Y) Largest decline over 1 year	-18.28%	-21.74%	+3.46%
Max Drawdown (3Y) Largest decline over 3 years	—	-30.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-56.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.15%	—
Current Drawdown Current decline from peak	-11.38%	-9.08%	-2.30%
Average Drawdown Average peak-to-trough decline	-8.74%	-28.12%	+19.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.72%	9.02%	-0.30%

Volatility

TKO vs. AMZN - Volatility Comparison

TKO Group Holdings Inc. (TKO) has a higher volatility of 10.47% compared to Amazon.com, Inc (AMZN) at 7.24%. This indicates that TKO'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.

Volatility by Period

	TKO	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.47%	7.24%	+3.23%
Volatility (6M) Calculated over the trailing 6-month period	23.10%	20.35%	+2.75%
Volatility (1Y) Calculated over the trailing 1-year period	31.77%	30.00%	+1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.07%	35.50%	-2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.07%	32.46%	+0.61%

Dividends

TKO vs. AMZN - Dividend Comparison

TKO's dividend yield for the trailing twelve months is around 1.36%, while AMZN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%
TKO TKO Group Holdings Inc.	1.36%	1.10%	0.00%	4.73%

Financials

TKO vs. AMZN - Profitability Comparison

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

TKO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TKO Group Holdings Inc. reported a gross profit of 0.00 and revenue of 1.60B. Therefore, the gross margin over that period was 0.0%.

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%.

TKO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TKO Group Holdings Inc. reported an operating income of 338.50M and revenue of 1.60B, resulting in an operating margin of 21.2%.

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%.

TKO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TKO Group Holdings Inc. reported a net income of 248.20M and revenue of 1.60B, resulting in a net margin of 15.5%.

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

Can I hold both TKO and AMZN in my portfolio?

TKO and AMZN have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TKO or AMZN?

TKO has higher volatility (10.47%) compared to AMZN (7.24%). In terms of maximum drawdown, TKO dropped -28.35% vs AMZN's -94.40%.

Which has better risk-adjusted returns?

TKO currently has the higher Sharpe Ratio (0.74 vs 0.72), 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.