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

Correlation

The correlation between WEN and AMZN is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
6.31%
192,943.92%
WEN
AMZN

Key characteristics

Sharpe Ratio

WEN:

-1.10

AMZN:

0.16

Sortino Ratio

WEN:

-1.61

AMZN:

0.46

Omega Ratio

WEN:

0.82

AMZN:

1.06

Calmar Ratio

WEN:

-0.65

AMZN:

0.17

Martin Ratio

WEN:

-1.75

AMZN:

0.49

Ulcer Index

WEN:

18.34%

AMZN:

10.67%

Daily Std Dev

WEN:

29.14%

AMZN:

33.81%

Max Drawdown

WEN:

-89.80%

AMZN:

-94.40%

Current Drawdown

WEN:

-48.20%

AMZN:

-21.92%

Fundamentals

Market Cap

WEN:

$2.52B

AMZN:

$2.01T

EPS

WEN:

$0.95

AMZN:

$5.52

PE Ratio

WEN:

13.45

AMZN:

34.24

PEG Ratio

WEN:

1.34

AMZN:

1.42

PS Ratio

WEN:

1.12

AMZN:

3.14

PB Ratio

WEN:

9.67

AMZN:

7.01

Total Revenue (TTM)

WEN:

$1.71B

AMZN:

$494.65B

Gross Profit (TTM)

WEN:

$638.08M

AMZN:

$240.99B

EBITDA (TTM)

WEN:

$427.18M

AMZN:

$97.44B

Returns By Period

In the year-to-date period, WEN achieves a -20.31% return, which is significantly lower than AMZN's -13.86% return. Over the past 10 years, WEN has underperformed AMZN with an annualized return of 5.05%, while AMZN has yielded a comparatively higher 24.37% annualized return.


WEN

YTD

-20.31%

1M

-14.86%

6M

-32.61%

1Y

-32.64%

5Y*

-5.17%

10Y*

5.05%

AMZN

YTD

-13.86%

1M

-6.14%

6M

0.62%

1Y

5.22%

5Y*

9.76%

10Y*

24.37%

*Annualized

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Risk-Adjusted Performance

WEN vs. AMZN — Risk-Adjusted Performance Rank

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

WEN
The Risk-Adjusted Performance Rank of WEN is 66
Overall Rank
The Sharpe Ratio Rank of WEN is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of WEN is 55
Sortino Ratio Rank
The Omega Ratio Rank of WEN is 88
Omega Ratio Rank
The Calmar Ratio Rank of WEN is 1212
Calmar Ratio Rank
The Martin Ratio Rank of WEN is 33
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
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.

WEN vs. AMZN - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for WEN, currently valued at -1.10, compared to the broader market-2.00-1.000.001.002.003.00
WEN: -1.10
AMZN: 0.16
The chart of Sortino ratio for WEN, currently valued at -1.61, compared to the broader market-6.00-4.00-2.000.002.004.00
WEN: -1.61
AMZN: 0.46
The chart of Omega ratio for WEN, currently valued at 0.82, compared to the broader market0.501.001.502.00
WEN: 0.82
AMZN: 1.06
The chart of Calmar ratio for WEN, currently valued at -0.65, compared to the broader market0.001.002.003.004.005.00
WEN: -0.65
AMZN: 0.17
The chart of Martin ratio for WEN, currently valued at -1.75, compared to the broader market-5.000.005.0010.0015.0020.00
WEN: -1.75
AMZN: 0.49

The current WEN Sharpe Ratio is -1.10, which is lower than the AMZN Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of WEN 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.10
0.16
WEN
AMZN

Dividends

WEN vs. AMZN - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 7.82%, while AMZN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
WEN
The Wendy's Company
7.82%6.13%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%
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

WEN vs. AMZN - Drawdown Comparison

The maximum WEN drawdown since its inception was -89.80%, roughly equal to the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for WEN and AMZN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-48.20%
-21.92%
WEN
AMZN

Volatility

WEN vs. AMZN - Volatility Comparison

The current volatility for The Wendy's Company (WEN) is 12.88%, while Amazon.com, Inc. (AMZN) has a volatility of 19.69%. This indicates that WEN 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.88%
19.69%
WEN
AMZN

Financials

WEN vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between The Wendy's Company 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