Amazon (AMZN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Amazon, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $235.76 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +20.94% |
| Total return over period | +76.36% |
| Annualized volatility | 31.32% |
| Sharpe ratio | 0.55 |
| Sortino ratio | 0.82 |
| Max drawdown | -30.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.31% |
| Correlation with the S&P 500 | 0.69 |
| Period range | $119.57 – $274.99 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Amazon (AMZN) has posted an annualized return of +20.94% with annual volatility of 31.32%, a Sharpe ratio of 0.55. Its worst stretch (max drawdown from a peak) was -30.88%. Its correlation with the S&P 500 is 0.69, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how AMZN would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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