TMFE vs. AMZN
Compare and contrast key facts about The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) and Amazon.com, Inc. (AMZN).
TMFE is a passively managed fund by RBB Fund that tracks the performance of the Motley Fool Capital Efficiency 100 Index. It was launched on Dec 30, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMFE or AMZN.
Performance
TMFE vs. AMZN - Performance Comparison
Returns By Period
In the year-to-date period, TMFE achieves a 29.30% return, which is significantly lower than AMZN's 33.53% return.
TMFE
29.30%
1.80%
13.45%
36.29%
N/A
N/A
AMZN
33.53%
7.30%
10.78%
40.99%
18.44%
28.48%
Key characteristics
| TMFE | AMZN | |
|---|---|---|
| Sharpe Ratio | 2.37 | 1.43 |
| Sortino Ratio | 3.34 | 2.03 |
| Omega Ratio | 1.42 | 1.26 |
| Calmar Ratio | 4.32 | 1.70 |
| Martin Ratio | 16.99 | 6.57 |
| Ulcer Index | 2.12% | 5.91% |
| Daily Std Dev | 15.20% | 27.21% |
| Max Drawdown | -31.07% | -94.40% |
| Current Drawdown | -1.62% | -5.24% |
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Correlation
The correlation between TMFE and AMZN is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
TMFE vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) 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.
Dividends
TMFE vs. AMZN - Dividend Comparison
TMFE's dividend yield for the trailing twelve months is around 0.35%, while AMZN has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
TMFE The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF | 0.35% | 0.45% | 0.40% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% |
Drawdowns
TMFE vs. AMZN - Drawdown Comparison
The maximum TMFE drawdown since its inception was -31.07%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for TMFE and AMZN. For additional features, visit the drawdowns tool.
Volatility
TMFE vs. AMZN - Volatility Comparison
The current volatility for The RBB Fund, Inc. - Motley Fool High Capital Efficiency Index ETF (TMFE) is 4.17%, while Amazon.com, Inc. (AMZN) has a volatility of 10.65%. This indicates that TMFE 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.