Amazon.com Inc

10-Year Study

AMZ.XETRA · Consumer Cyclical · GB · Common Stock

Executive Summary: Amazon.com Inc has compounded at 20.7% annually over the last 10 years, with a maximum drawdown of 50.1% and an annualized volatility of 38.2%.

1Y CAGR
+18.7%
3Y CAGR
+24.1%
5Y CAGR
+9.9%
10Y CAGR
+20.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +77.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -47.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.8-13.01.517.6————————6.8%
20258.4-12.3-14.0-7.612.14.38.8-4.2-3.813.3-6.0-1.7-7.1%
20243.912.03.30.7-4.013.7-5.7-8.14.63.513.78.653.2%
202321.0-6.87.90.517.36.51.35.2-5.13.86.34.177.6%
2022-11.94.18.4-19.0-9.0-7.630.5-3.7-6.6-13.5-13.0-12.8-47.8%
2021-2.9-3.23.410.0-9.210.4-3.53.5-2.31.57.9-4.210.0%
20209.8-7.86.523.0-2.211.911.47.1-5.7-3.60.03.462.6%
201916.4-3.39.87.4-5.84.01.4-5.0-1.50.42.82.130.1%
201818.75.8-7.313.76.65.03.514.10.2-18.85.5-13.729.8%
20174.45.23.93.32.8-2.9-1.4-2.6-0.916.83.40.536.0%
2016———10.012.8-0.45.80.38.4-2.9-0.91.439.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 38.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 69.4% of variance. Idiosyncratic stock-specific factors contribute 11.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110996.084423646262
2016-05-0112404.736892369401
2016-06-0112360.806035717698
2016-07-0113081.845095979372
2016-08-0113126.730971253939
2016-09-0114233.597555152326
2016-10-0113823.894565944038
2016-11-0113705.472256709007
2016-12-0113901.251074395952
2017-01-0114518.193104765543
2017-02-0115277.432909941745
2017-03-0115872.409511985483
2017-04-0116389.074586954448
2017-05-0116854.168656288795
2017-06-0116369.019195874322
2017-07-0116141.724763632892
2017-08-0115717.696495081656
2017-09-0115580.17381338936
2017-10-0118191.194728297203
2017-11-0118815.776907649702
2017-12-0118912.23378855888
2018-01-0122441.982618661066
2018-02-0123740.99894947952
2018-03-0122019.291376181838
2018-04-0125045.363384586002
2018-05-0126693.916531372364
2018-06-0128035.144685321364
2018-07-0129004.679591252032
2018-08-0133102.28249450865
2018-09-0133177.53796199026
2018-10-0126946.423455257376
2018-11-0128439.30856651705
2018-12-0124545.888644828574
2019-01-0128560.213924171523
2019-02-0127617.992550854746
2019-03-0130337.885588768986
2019-04-0132592.87556107344
2019-05-0130709.578836787317
2019-06-0131939.642823035054
2019-07-0132398.05176200936
2019-08-0130785.980326616373
2019-09-0130316.1111641677
2019-10-0130438.35354789419
2019-11-0131290.230159488114
2019-12-0131943.462897526508
2020-01-0135083.564129500526
2020-02-0132333.11049565467
2020-03-0134430.33139146213
2020-04-0142355.07592398052
2020-05-0141409.60748734601
2020-06-0146337.503581319834
2020-07-0151609.2063795244
2020-08-0155286.02807754751
2020-09-0152115.36624964188
2020-10-0150224.42937637284
2020-11-0150224.42937637284
2020-12-0151924.36252506924
2021-01-0150444.08365963137
2021-02-0148839.65237322128
2021-03-0150520.485149460415
2021-04-0155591.634036863725
2021-05-0150501.38477700315
2021-06-0155753.98720275045
2021-07-0153824.84958456691
2021-08-0155734.886830293195
2021-09-0154455.16187565659
2021-10-0155295.57826377615
2021-11-0159669.563556489346
2021-12-0157138.764205902015
2022-01-0150339.03161111642
2022-02-0152401.87183650082
2022-03-0156823.60806035718
2022-04-0146012.79724954637
2022-05-0141868.01642632031
2022-06-0138689.71444943177
2022-07-0150509.024925986065
2022-08-0148637.18842517429
2022-09-0145413.045554388314
2022-10-0139293.286219081274
2022-11-0134189.66669850062
2022-12-0129800.401107821606
2023-01-0136069.14334829529
2023-02-0133628.11574825709
2023-03-0136279.247445325185
2023-04-0136462.61102091491
2023-05-0142784.83430426894
2023-06-0145558.20838506351
2023-07-0146154.140005730114
2023-08-0148545.50663737943
2023-09-0146077.73851590107
2023-10-0147834.97278196925
2023-11-0150829.91118326808
2023-12-0152938.59230254991
2024-01-0155016.71282590011
2024-02-0161594.88110018146
2024-03-0163619.520580651326
2024-04-0164062.64922165982
2024-05-0161526.11975933531
2024-06-0169937.92378951391
2024-07-0165942.1258714545
2024-08-0160616.942030369595
2024-09-0163420.8767070958
2024-10-0165667.08050806992
2024-11-0174667.1760099322
2024-12-0181081.0810810811
2025-01-0187919.01442078121
2025-02-0177089.10323751315
2025-03-0166331.77346958265
2025-04-0161319.83573679688
2025-05-0168730.78025021487
2025-06-0171672.23760863338
2025-07-0178005.92111546175
2025-08-0174743.57749976125
2025-09-0171939.64282303506
2025-10-0181539.4900200554
2025-11-0176611.59392608156
2025-12-0175324.22882246204
2026-01-0177413.8095692866
2026-02-0167332.63298634323
2026-03-0168356.41295005253
2026-04-0180412.56804507687
Annual Return Matrix
YearAnnual Return
20170.36046990931574596
20180.2978841589658132
20190.30137732472181167
20200.6255082516144463
20210.10042302740481857
2022-0.4784556242687614
20230.7764389180874247
20240.5316062923942848
2025-0.07100117785630145
20260.06755249011055886
Total Factor Risk
0.38209171555015425
VTI.US Exposure
0.6941880836630325
VEA.US Exposure
0.018900664392880743
VWO.US Exposure
-0.0004607024605939673
QQQ.US Exposure
0.005036153117697039
VTV.US Exposure
0.0747108307736058
IJR.US Exposure
-0.009960123276586548
QUAL.US Exposure
-0.05729284248720392
SHV.US Exposure
0.0032508298067982153
TLT.US Exposure
0.012617321100186134
LQD.US Exposure
-0.00839861193225687
HYG.US Exposure
0.02652526708832931
GLD.US Exposure
-0.00003912186311335507
USO.US Exposure
0.000017316029349874932
VNQ.US Exposure
0.03856779689720993
BTC-USD.CC Exposure
0.0016055151188161642
CPER.US Exposure
0.024711794922136692
VIX.INDX Exposure
-0.006519333054392144
UUP.US Exposure
0.06745072440086196
TIP.US Exposure
-0.0005742628540683557
Idiosyncratic Exposure
0.11566270061731093
Value Score
38.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →29.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.0T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amazon.com Inc a high-risk investment?

Amazon.com Inc (AMZ.XETRA) has an annualized volatility of 38.2% and experienced a maximum drawdown of 50.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMZ.XETRA?

Over the past 10 years, AMZ.XETRA has generated a Compound Annual Growth Rate (CAGR) of 20.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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