Amazon.com, Inc. (AMZN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Amazon.com, Inc. (AMZN): 1Y return 14.6%, Sharpe ratio 0.55, volatility 34.1%, max drawdown -21.7%. A Stock in the Equity asset class. Compare AMZN with other assets and invest through your own broker with pfolio.
Amazon.com, Inc. (AMZN) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
AMZN Performance
- MTD
- Return: -0.3%, Sharpe: -0.95, Volatility: 27.1%, Max Drawdown: -1.9%
- YTD
- Return: 12.2%, Sharpe: 0.64, Volatility: 35.5%, Max Drawdown: -19.6%
- 1Y
- Return: 14.6%, Sharpe: 0.55, Volatility: 34.1%, Max Drawdown: -21.7%
- 5Y
- Return: 48.9%, Sharpe: 0.39, Volatility: 35.8%, Max Drawdown: -55.7%
- 10Y
- Return: 570.3%, Sharpe: 0.73, Volatility: 32.5%, Max Drawdown: -56.1%
Frequently Asked Questions
- What is Amazon.com, Inc. (AMZN)?
- Amazon.com, Inc. (AMZN) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does AMZN compare to other assets?
- You can compare AMZN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AMZN through pfolio?
- pfolio helps you build diversified portfolios that may include AMZN. You invest through your own broker — pfolio provides the analytics.