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

Correlation

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.


-0.50.00.51.00.3

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.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
13.59%
27.84%
VOYA
AMZN

Key characteristics

Sharpe Ratio

VOYA:

0.54

AMZN:

1.31

Sortino Ratio

VOYA:

0.92

AMZN:

1.82

Omega Ratio

VOYA:

1.13

AMZN:

1.23

Calmar Ratio

VOYA:

0.67

AMZN:

1.83

Martin Ratio

VOYA:

1.66

AMZN:

5.84

Ulcer Index

VOYA:

8.52%

AMZN:

6.09%

Daily Std Dev

VOYA:

26.01%

AMZN:

27.26%

Max Drawdown

VOYA:

-52.15%

AMZN:

-94.40%

Current Drawdown

VOYA:

-10.17%

AMZN:

-5.53%

Fundamentals

Market Cap

VOYA:

$7.21B

AMZN:

$2.42T

EPS

VOYA:

$6.17

AMZN:

$5.53

PE Ratio

VOYA:

12.15

AMZN:

41.35

PEG Ratio

VOYA:

1.19

AMZN:

1.83

Total Revenue (TTM)

VOYA:

$6.04B

AMZN:

$637.96B

Gross Profit (TTM)

VOYA:

$5.83B

AMZN:

$307.28B

EBITDA (TTM)

VOYA:

-$197.00M

AMZN:

$107.08B

Returns By Period

In the year-to-date period, VOYA achieves a 8.91% return, which is significantly higher than AMZN's 4.23% return. Over the past 10 years, VOYA has underperformed AMZN with an annualized return of 6.41%, while AMZN has yielded a comparatively higher 28.23% annualized return.


VOYA

YTD

8.91%

1M

7.59%

6M

11.58%

1Y

10.68%

5Y*

5.31%

10Y*

6.41%

AMZN

YTD

4.23%

1M

1.21%

6M

28.31%

1Y

34.91%

5Y*

16.15%

10Y*

28.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VOYA vs. AMZN — Risk-Adjusted Performance Rank

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

VOYA
The Risk-Adjusted Performance Rank of VOYA is 6161
Overall Rank
The Sharpe Ratio Rank of VOYA is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOYA is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOYA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VOYA is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOYA is 6262
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 8080
Overall Rank
The Sharpe Ratio Rank of AMZN is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.54, compared to the broader market-2.000.002.004.000.541.31
The chart of Sortino ratio for VOYA, currently valued at 0.92, compared to the broader market-6.00-4.00-2.000.002.004.006.000.921.82
The chart of Omega ratio for VOYA, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.23
The chart of Calmar ratio for VOYA, currently valued at 0.67, compared to the broader market0.002.004.006.000.671.83
The chart of Martin ratio for VOYA, currently valued at 1.66, compared to the broader market-10.000.0010.0020.0030.001.665.84
VOYA
AMZN

The current VOYA Sharpe Ratio is 0.54, which is lower than the AMZN Sharpe Ratio of 1.31. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.54
1.31
VOYA
AMZN

Dividends

VOYA vs. AMZN - Dividend Comparison

VOYA's dividend yield for the trailing twelve months is around 2.27%, while AMZN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VOYA
Voya Financial, Inc.
2.27%2.47%1.64%1.37%1.05%1.02%0.52%0.10%0.08%0.10%0.11%0.09%
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%SeptemberOctoberNovemberDecember2025February
-10.17%
-5.53%
VOYA
AMZN

Volatility

VOYA vs. AMZN - Volatility Comparison

Voya Financial, Inc. (VOYA) has a higher volatility of 7.98% compared to Amazon.com, Inc. (AMZN) at 7.52%. 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%SeptemberOctoberNovemberDecember2025February
7.98%
7.52%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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