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

Performance

TSCDY vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesco PLC (TSCDY) 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, TSCDY achieves a 0.70% return, which is significantly lower than AMZN's 0.85% return. Over the past 10 years, TSCDY has underperformed AMZN with an annualized return of 16.93%, while AMZN has yielded a comparatively higher 20.88% annualized return.


TSCDY

1D
-1.06%
1M
-4.46%
YTD
0.70%
6M
1.10%
1Y
11.36%
3Y*
27.81%
5Y*
18.14%
10Y*
16.93%

AMZN

1D
-4.75%
1M
-12.59%
YTD
0.85%
6M
1.91%
1Y
11.02%
3Y*
21.64%
5Y*
5.85%
10Y*
20.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCDY vs. AMZN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCDY
Tesco PLC
0.70%32.85%30.49%43.52%-29.02%65.48%0.16%41.74%-12.38%12.46%
AMZN
Amazon.com, Inc
0.85%5.21%44.39%80.88%-49.62%2.38%76.26%23.03%28.43%55.96%

Correlation

The correlation between TSCDY and AMZN is 0.04, 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

0.04

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

0.07

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

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.22

The correlation between TSCDY and AMZN shifts across timeframes, from 0.04 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSCDY:

$37.63B

AMZN:

$2.53T

EPS

TSCDY:

£1.61

AMZN:

$8.37

PE Ratio

TSCDY:

8.33

AMZN:

27.81

PEG Ratio

TSCDY:

0.31

AMZN:

0.67

PS Ratio

TSCDY:

0.20

AMZN:

3.40

PB Ratio

TSCDY:

2.48

AMZN:

5.73

Total Revenue (TTM)

TSCDY:

£143.57B

AMZN:

$742.78B

Gross Profit (TTM)

TSCDY:

£10.62B

AMZN:

$348.59B

EBITDA (TTM)

TSCDY:

£9.46B

AMZN:

$152.71B

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Return for Risk

TSCDY vs. AMZN — Risk / Return Rank

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

TSCDY
TSCDY Risk / Return Rank: 5757
Overall Rank
TSCDY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TSCDY Sortino Ratio Rank: 5151
Sortino Ratio Rank
TSCDY Omega Ratio Rank: 5050
Omega Ratio Rank
TSCDY Calmar Ratio Rank: 6161
Calmar Ratio Rank
TSCDY Martin Ratio Rank: 6262
Martin Ratio Rank

AMZN
AMZN Risk / Return Rank: 5252
Overall Rank
AMZN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AMZN Sortino Ratio Rank: 4848
Sortino Ratio Rank
AMZN Omega Ratio Rank: 4747
Omega Ratio Rank
AMZN Calmar Ratio Rank: 5454
Calmar Ratio Rank
AMZN Martin Ratio Rank: 5555
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.

TSCDY vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCDY) 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.


TSCDYAMZNDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.86

0.51

+0.35

Martin ratioReturn relative to average drawdown

2.02

1.18

+0.84

TSCDY vs. AMZN - Sharpe Ratio Comparison

The current TSCDY Sharpe Ratio is 0.50, which is higher than the AMZN Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of TSCDY 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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Drawdowns

TSCDY vs. AMZN - Drawdown Comparison

The maximum TSCDY drawdown since its inception was -76.10%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for TSCDY and AMZN.


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Drawdown Indicators


TSCDYAMZNDifference

Max Drawdown

Largest peak-to-trough decline

-76.10%

-94.40%

+18.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-21.74%

+8.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-30.88%

+12.51%

Max Drawdown (5Y)

Largest decline over 5 years

-45.56%

-56.15%

+10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-45.56%

-56.15%

+10.59%

Current Drawdown

Current decline from peak

-11.45%

-15.35%

+3.90%

Average Drawdown

Average peak-to-trough decline

-42.78%

-28.18%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

9.37%

-3.74%

Volatility

TSCDY vs. AMZN - Volatility Comparison

The current volatility for Tesco PLC (TSCDY) is 7.47%, while Amazon.com, Inc (AMZN) has a volatility of 10.30%. This indicates that TSCDY 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


TSCDYAMZNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

10.30%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

18.40%

21.84%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

22.92%

30.95%

-8.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

35.68%

-12.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.77%

32.57%

-4.80%

Dividends

TSCDY vs. AMZN - Dividend Comparison

TSCDY's dividend yield for the trailing twelve months is around 3.00%, while AMZN has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AMZN
Amazon.com, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSCDY
Tesco PLC
3.00%3.08%3.39%3.60%5.27%20.15%3.79%2.56%2.05%0.47%

Financials

TSCDY vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Tesco PLC 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


50.00B100.00B150.00B200.00B20222023202420252026
37.62B
181.52B
(TSCDY) Total Revenue
(AMZN) Total Revenue
Please note, different currencies. TSCDY values in GBP, AMZN values in USD

TSCDY vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between Tesco PLC 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

10.0%20.0%30.0%40.0%50.0%20222023202420252026
7.3%
36.8%
Portfolio components
TSCDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a gross profit of 2.75B and revenue of 37.62B. Therefore, the gross margin over that period was 7.3%.

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%.

TSCDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported an operating income of 1.49B and revenue of 37.62B, resulting in an operating margin of 4.0%.

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%.

TSCDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesco PLC reported a net income of 835.66M and revenue of 37.62B, resulting in a net margin of 2.2%.

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


TSCDY and AMZN have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMZN has higher volatility (10.30%) compared to TSCDY (7.47%). In terms of maximum drawdown, TSCDY dropped -76.10% vs AMZN's -94.40%.

TSCDY currently has the higher Sharpe Ratio (0.50 vs 0.36), 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.

Portfolio Optimizer

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