WEN vs. AMZN

Last updated Jun 4, 2026

WEN (The Wendy's Company) and AMZN (Amazon.com, Inc) are both stocks. Both are in the Consumer Cyclical sector — WEN in Restaurants, AMZN in Internet Retail. Over the past 10 years, WEN returned -0.57%/yr vs 21.29%/yr for AMZN. At a 0.22 correlation, their price movements are largely independent.

Performance

WEN vs. AMZN - Performance Comparison

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

Returns By Period

In the year-to-date period, WEN achieves a -14.68% return, which is significantly lower than AMZN's 8.32% return. Over the past 10 years, WEN has underperformed AMZN with an annualized return of -0.57%, while AMZN has yielded a comparatively higher 21.29% annualized return.

WEN

• 1D: -4.99%
• 1M: 6.68%
• YTD: -14.68%
• 6M: -16.98%
• 1Y: -36.76%
• 3Y*: -28.88%
• 5Y*: -17.62%
• 10Y*: -0.57%

AMZN

• 1D: -2.53%
• 1M: -8.10%
• YTD: 8.32%
• 6M: 7.59%
• 1Y: 21.54%
• 3Y*: 26.25%
• 5Y*: 9.30%
• 10Y*: 21.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WEN vs. AMZN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WEN The Wendy's Company	-14.68%	-45.81%	-11.45%	-9.65%	-2.77%	10.98%	0.07%	45.34%	-3.02%	23.78%
AMZN Amazon.com, Inc	8.32%	5.21%	44.39%	80.88%	-49.62%	2.38%	76.26%	23.03%	28.43%	55.96%

Correlation

The correlation between WEN and AMZN is 0.03, 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	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since May 16, 1997	0.22

The correlation between WEN and AMZN shifts across timeframes, from 0.03 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS WEN : $1.19 AMZN : $8.37
PE Ratio WEN : 5.75 AMZN : 29.87
PS Ratio WEN : 0.52 AMZN : 3.65
Total Revenue (TTM) WEN : $1.88B AMZN : $742.78B
Gross Profit (TTM) WEN : $467.83M AMZN : $348.59B
EBITDA (TTM) WEN : $438.11M AMZN : $152.71B

Return for Risk

WEN vs. AMZN — Risk / Return Rank

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

WEN

WEN Risk / Return Rank: 10
WEN Sharpe Ratio Rank: 8
WEN Sortino Ratio Rank: 8
WEN Omega Ratio Rank: 11
WEN Calmar Ratio Rank: 9
WEN Martin Ratio Rank: 12

AMZN

AMZN Risk / Return Rank: 60
AMZN Sharpe Ratio Rank: 64
AMZN Sortino Ratio Rank: 58
AMZN Omega Ratio Rank: 56
AMZN Calmar Ratio Rank: 61
AMZN Martin Ratio Rank: 62

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.

WEN vs. AMZN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) 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.

	WEN	AMZN	Difference
Sharpe ratio Return per unit of total volatility	-0.81	0.72	-1.54
Sortino ratio Return per unit of downside risk	-1.22	1.18	-2.40
Omega ratio Gain probability vs. loss probability	0.87	1.15	-0.28
Calmar ratio Return relative to maximum drawdown	-0.83	1.00	-1.82
Martin ratio Return relative to average drawdown	-1.25	2.39	-3.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEN vs. AMZN - Sharpe Ratio Comparison

The current WEN Sharpe Ratio is -0.81, which is lower than the AMZN Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of WEN 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.

Sharpe Ratios by Period

	WEN	AMZN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	0.72	-1.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.53	0.26	-0.79
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.02	0.66	-0.67
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.57	-0.42

Drawdowns

WEN vs. AMZN - Drawdown Comparison

The maximum WEN drawdown since its inception was -84.54%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for WEN and AMZN.

Drawdown Indicators

	WEN	AMZN	Difference
Max Drawdown Largest peak-to-trough decline	-84.54%	-94.40%	+9.86%
Max Drawdown (1Y) Largest decline over 1 year	-44.55%	-21.74%	-22.81%
Max Drawdown (3Y) Largest decline over 3 years	-65.88%	-30.88%	-35.00%
Max Drawdown (5Y) Largest decline over 5 years	-71.84%	-56.15%	-15.69%
Max Drawdown (10Y) Largest decline over 10 years	-71.84%	-56.15%	-15.69%
Current Drawdown Current decline from peak	-69.96%	-9.08%	-60.88%
Average Drawdown Average peak-to-trough decline	-34.32%	-28.12%	-6.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.50%	9.02%	+20.48%

Volatility

WEN vs. AMZN - Volatility Comparison

The Wendy's Company (WEN) has a higher volatility of 24.39% compared to Amazon.com, Inc (AMZN) at 7.24%. This indicates that WEN'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.

Volatility by Period

	WEN	AMZN	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.39%	7.24%	+17.15%
Volatility (6M) Calculated over the trailing 6-month period	36.94%	20.35%	+16.59%
Volatility (1Y) Calculated over the trailing 1-year period	45.31%	30.00%	+15.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.64%	35.50%	-1.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.34%	32.46%	+4.88%

Dividends

WEN vs. AMZN - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 8.18%, while AMZN has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WEN The Wendy's Company	8.18%	8.04%	6.13%	5.13%	2.21%	1.80%	1.32%	1.89%	2.18%	1.71%	1.81%	2.09%

Financials

WEN vs. AMZN - Profitability Comparison

The chart below illustrates the profitability comparison between The Wendy's Company and Amazon.com, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

WEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Wendy's Company reported a gross profit of 24.45M and revenue of 225.50M. Therefore, the gross margin over that period was 10.8%.

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%.

WEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Wendy's Company reported an operating income of -5.08M and revenue of 225.50M, resulting in an operating margin of -2.3%.

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%.

WEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Wendy's Company reported a net income of 45.62M and revenue of 225.50M, resulting in a net margin of 20.2%.

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

Can I hold both WEN and AMZN in my portfolio?

WEN and AMZN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEN or AMZN?

WEN has higher volatility (24.39%) compared to AMZN (7.24%). In terms of maximum drawdown, WEN dropped -84.54% vs AMZN's -94.40%.

Which has better risk-adjusted returns?

AMZN currently has the higher Sharpe Ratio (0.72 vs -0.81), 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.