VEQT.TO vs. AMZN
VEQT.TO (Vanguard All-Equity ETF Portfolio) is Global Equities fund actively managed by Vanguard, while AMZN (Amazon.com, Inc) is a stock. Over the past 5 years, VEQT.TO returned 13.79%/yr vs 10.52%/yr for AMZN. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
VEQT.TO vs. AMZN - Performance Comparison
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Different Trading Currencies
VEQT.TO is traded in CAD, while AMZN is traded in USD. To make them comparable, the AMZN values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VEQT.TO achieves a 12.47% return, which is significantly higher than AMZN's 5.55% return.
VEQT.TO
- 1D
- 0.68%
- 1M
- 2.70%
- YTD
- 12.47%
- 6M
- 12.94%
- 1Y
- 30.31%
- 3Y*
- 21.97%
- 5Y*
- 13.79%
- 10Y*
- —
AMZN
- 1D
- -0.94%
- 1M
- -9.82%
- YTD
- 5.55%
- 6M
- 7.08%
- 1Y
- 14.50%
- 3Y*
- 25.39%
- 5Y*
- 10.52%
- 10Y*
- 21.88%
VEQT.TO vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VEQT.TO Vanguard All-Equity ETF Portfolio | 12.47% | 20.37% | 24.98% | 16.71% | -10.76% | 19.62% | 11.43% | 13.06% |
AMZN Amazon.com, Inc | 5.55% | 0.41% | 56.62% | 76.58% | -46.42% | 2.33% | 72.07% | 12.80% |
Correlation
The correlation between VEQT.TO and AMZN is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019 | 0.55 |
The correlation between VEQT.TO and AMZN shifts across timeframes, from 0.46 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VEQT.TO vs. AMZN — Risk / Return Rank
VEQT.TO
AMZN
VEQT.TO vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard All-Equity ETF Portfolio (VEQT.TO) 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.
| VEQT.TO | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.11 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 0.61 | +3.18 |
| Martin ratioReturn relative to average drawdown | 16.35 | 1.46 | +14.89 |
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Drawdowns
VEQT.TO vs. AMZN - Drawdown Comparison
The maximum VEQT.TO drawdown since its inception was -30.45%, smaller than the maximum AMZN drawdown of -63.03%. Use the drawdown chart below to compare losses from any high point for VEQT.TO and AMZN.
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Drawdown Indicators
| VEQT.TO | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.45% | -63.03% | +32.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -24.00% | +15.95% |
Max Drawdown (3Y)Largest decline over 3 years | -15.46% | -31.53% | +16.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.32% | -52.52% | +34.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.52% | — |
Current DrawdownCurrent decline from peak | -0.84% | -12.03% | +11.19% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -15.66% | +11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 9.93% | -8.07% |
Volatility
VEQT.TO vs. AMZN - Volatility Comparison
The current volatility for Vanguard All-Equity ETF Portfolio (VEQT.TO) is 5.00%, while Amazon.com, Inc (AMZN) has a volatility of 8.08%. This indicates that VEQT.TO 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
| VEQT.TO | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 8.08% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 20.94% | -10.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 30.13% | -17.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 35.96% | -22.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 33.12% | -17.32% |
Dividends
VEQT.TO vs. AMZN - Dividend Comparison
VEQT.TO's dividend yield for the trailing twelve months is around 1.26%, while AMZN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.26% | 1.42% | 1.58% | 1.88% | 2.09% | 1.40% | 1.48% | 1.43% |
Frequently Asked Questions
VEQT.TO and AMZN have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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