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VOYA vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VOYA vs. AMZN - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.02%
9.89%
VOYA
AMZN

Returns By Period

In the year-to-date period, VOYA achieves a 13.46% return, which is significantly lower than AMZN's 32.75% return. Over the past 10 years, VOYA has underperformed AMZN with an annualized return of 7.77%, while AMZN has yielded a comparatively higher 28.43% annualized return.


VOYA

YTD

13.46%

1M

-2.66%

6M

11.02%

1Y

17.67%

5Y (annualized)

8.76%

10Y (annualized)

7.77%

AMZN

YTD

32.75%

1M

6.73%

6M

9.89%

1Y

38.93%

5Y (annualized)

18.30%

10Y (annualized)

28.43%

Fundamentals


VOYAAMZN
Market Cap$8.02B$2.12T
EPS$6.32$4.68
PE Ratio13.1843.10
PEG Ratio1.191.69
Total Revenue (TTM)$7.73B$620.13B
Gross Profit (TTM)$7.52B$300.18B
EBITDA (TTM)-$194.00M$111.68B

Key characteristics


VOYAAMZN
Sharpe Ratio0.801.51
Sortino Ratio1.292.13
Omega Ratio1.171.27
Calmar Ratio1.221.80
Martin Ratio3.126.99
Ulcer Index5.98%5.90%
Daily Std Dev23.38%27.22%
Max Drawdown-52.15%-94.40%
Current Drawdown-3.08%-5.79%

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Correlation

-0.50.00.51.00.3

The correlation between VOYA and AMZN is 0.29, 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.

Risk-Adjusted Performance

VOYA vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Financial, Inc. (VOYA) 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 VOYA, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.801.51
The chart of Sortino ratio for VOYA, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.292.13
The chart of Omega ratio for VOYA, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.27
The chart of Calmar ratio for VOYA, currently valued at 1.22, compared to the broader market0.002.004.006.001.221.80
The chart of Martin ratio for VOYA, currently valued at 3.12, compared to the broader market-10.000.0010.0020.0030.003.126.99
VOYA
AMZN

The current VOYA Sharpe Ratio is 0.80, which is lower than the AMZN Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VOYA 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.80
1.51
VOYA
AMZN

Dividends

VOYA vs. AMZN - Dividend Comparison

VOYA's dividend yield for the trailing twelve months is around 2.03%, while AMZN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VOYA
Voya Financial, Inc.
2.03%1.64%1.37%1.05%1.02%0.52%0.10%0.08%0.10%0.11%0.09%0.06%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VOYA vs. AMZN - Drawdown Comparison

The maximum VOYA drawdown since its inception was -52.15%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for VOYA and AMZN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.08%
-5.79%
VOYA
AMZN

Volatility

VOYA vs. AMZN - Volatility Comparison

Voya Financial, Inc. (VOYA) has a higher volatility of 12.71% compared to Amazon.com, Inc. (AMZN) at 10.53%. This indicates that VOYA'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
12.71%
10.53%
VOYA
AMZN

Financials

VOYA vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Voya Financial, Inc. 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


Values in USD except per share items