Amazon.com Inc

10-Year Study

AMZN.US · Consumer Cyclical · US · Common Stock

Executive Summary: Amazon.com Inc has compounded at 21.5% annually over the last 10 years, with a maximum drawdown of 52.1% and an annualized volatility of 36.6%.

1Y CAGR
+24.0%
3Y CAGR
+28.3%
5Y CAGR
+9.3%
10Y CAGR
+21.5%

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 →
52.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +80.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -49.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.7-12.2-0.819.9————————8.2%
20258.3-10.7-10.4-3.111.27.06.7-2.2-4.111.2-4.5-1.05.2%
20242.113.92.0-3.00.89.5-3.2-4.54.40.011.55.544.4%
202322.8-8.69.62.114.38.12.53.2-7.94.79.84.080.9%
2022-10.32.76.1-23.8-3.3-11.627.1-6.1-10.9-9.3-5.8-13.0-49.6%
2021-1.6-3.50.012.1-7.06.7-3.34.3-5.42.74.0-4.92.4%
20208.7-6.23.526.9-1.313.014.79.0-8.8-3.64.32.876.3%
201914.4-4.68.68.2-7.96.7-1.4-4.8-2.32.31.42.623.0%
201824.14.2-4.38.24.14.34.613.2-0.5-20.25.8-11.128.4%
20179.82.64.94.37.5-2.72.0-0.7-2.015.06.5-0.656.0%
2016———11.19.6-1.06.01.48.9-5.7-5.0-0.126.3%

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 36.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 77.2% of variance. Idiosyncratic stock-specific factors contribute 10.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111110.942658850483
2016-05-0112175.560946027894
2016-06-0112054.78067515666
2016-07-0112782.325988814771
2016-08-0112956.674078566135
2016-09-0114104.676234755068
2016-10-0113304.696449026347
2016-11-0112643.521326056198
2016-12-0112631.729667812142
2017-01-0113871.706758304696
2017-02-0114234.889832221548
2017-03-0114933.9667138333
2017-04-0115581.665655953104
2017-05-0116754.598746715183
2017-06-0116306.178828919883
2017-07-0116639.377400444715
2017-08-0116518.42867731285
2017-09-0116194.158075601377
2017-10-0118618.691462839433
2017-11-0119822.619769557306
2017-12-0119699.986523819152
2018-01-0124440.57004244997
2018-02-0125477.562158884175
2018-03-0124380.769489926555
2018-04-0126381.813893942457
2018-05-0127451.31729667812
2018-06-0128633.515261774814
2018-07-0129941.37861330099
2018-08-0133904.554949127414
2018-09-0133740.987804056334
2018-10-0126918.839700828783
2018-11-0128471.29573478876
2018-12-0125301.02418974463
2019-01-0128952.395391146147
2019-02-0127623.30705478068
2019-03-0129997.136311569302
2019-04-0132452.664914763158
2019-05-0129901.455427531837
2019-06-0131898.625429553267
2019-07-0131446.33110976349
2019-08-0129922.006603328617
2019-09-0129241.796374907353
2019-10-0129928.239336971903
2019-11-0130334.883094131128
2019-12-0131127.282528131527
2020-01-0133837.34249713631
2020-02-0131732.194596051482
2020-03-0132843.474159423226
2020-04-0141675.089279698135
2020-05-0141142.27477932754
2020-06-0146472.98025739506
2020-07-0153309.75001684523
2020-08-0158132.20133414191
2020-09-0153041.06866114143
2020-10-0151144.633110976356
2020-11-0153366.34997641668
2020-12-0154863.722121150866
2021-01-0154009.16380297824
2021-02-0152101.10504682973
2021-03-0152120.477056802105
2021-04-0158409.4737551378
2021-05-0154293.34276665993
2021-06-0157950.27289266223
2021-07-0156054.00579475777
2021-08-0158466.24216696989
2021-09-0155337.24142577994
2021-10-0156809.345731419715
2021-11-0159077.38696853312
2021-12-0156167.74476113469
2022-01-0150391.98841048447
2022-02-0151736.06899804596
2022-03-0154914.59470386092
2022-04-0141870.99925881006
2022-05-0140499.12404824473
2022-06-0135782.6292028839
2022-07-0145465.26514385823
2022-08-0142709.38615996227
2022-09-0138070.21090223031
2022-10-0134512.4991577387
2022-11-0132524.762482312515
2022-12-0128299.979785728727
2023-01-0134744.96327740719
2023-02-0131746.513038204976
2023-03-0134798.86800080858
2023-04-0135526.581766727315
2023-05-0140623.94717337107
2023-06-0143918.87339128092
2023-07-0145037.396401859725
2023-08-0146496.19297890977
2023-09-0142827.30274240281
2023-10-0144838.6227343171
2023-11-0149218.38151067988
2023-12-0151189.27296004313
2024-01-0152287.5816993464
2024-02-0159551.24317768345
2024-03-0160770.83754463985
2024-04-0158958.29122026818
2024-05-0159443.43373088067
2024-06-0165106.798733239
2024-07-0162994.4073849471
2024-08-0160137.45704467354
2024-09-0162775.41944612897
2024-10-0162799.002762617085
2024-11-0170039.080924466
2024-12-0173913.48291894076
2025-01-0180075.46661276194
2025-02-0171518.0917727916
2025-03-0164099.45421467556
2025-04-0162131.9318105249
2025-05-0169068.79590324103
2025-06-0173913.48291894076
2025-07-0178872.71747186848
2025-08-0177151.13536823665
2025-09-0173974.12573276734
2025-10-0182278.82218179369
2025-11-0178572.87244794826
2025-12-0177764.30159692743
2026-01-0180621.25193720101
2026-02-0170749.94946432182
2026-03-0170167.1046425443
2026-04-0184125.05895829122
Annual Return Matrix
YearAnnual Return
20170.5595636577006682
20180.28431682728073393
20190.23027756879298522
20200.7625606113083383
20210.023768395390751484
2022-0.4961524642643136
20230.8088095238095239
20240.4439252336448598
20250.05209900177765636
20260.0817953383588943
Total Factor Risk
0.3655627658744527
VTI.US Exposure
0.7716472376543971
VEA.US Exposure
0.03344327951969122
VWO.US Exposure
0.001741541617450355
QQQ.US Exposure
0.018364413990168468
VTV.US Exposure
0.004063115628221504
IJR.US Exposure
-0.020995587879854567
QUAL.US Exposure
-0.07764687063896075
SHV.US Exposure
0.013513890823886909
TLT.US Exposure
0.015498388228357685
LQD.US Exposure
-0.023278695213555838
HYG.US Exposure
0.08470759032511849
GLD.US Exposure
0.0015991587614392303
USO.US Exposure
-0.0019265828762542437
VNQ.US Exposure
0.04035110521953819
BTC-USD.CC Exposure
-0.00003134602076912641
CPER.US Exposure
0.03626447565354996
VIX.INDX Exposure
-0.0040911734316236795
UUP.US Exposure
-0.00040769650459330673
TIP.US Exposure
-0.0013701162432801783
Idiosyncratic Exposure
0.10855387138707243
Value Score
38.3
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
36.6%

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 →29.3x
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$2.3T
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 →
+16.7%
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 →
+10.8%
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 →
1.7% 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 (AMZN.US) has an annualized volatility of 36.6% and experienced a maximum drawdown of 52.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMZN.US?

Over the past 10 years, AMZN.US has generated a Compound Annual Growth Rate (CAGR) of 21.5%. It has had a positive return in 90% 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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