Amazon (AMZN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Amazon, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $256.78 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +21.18% |
| Total return over period | +77.27% |
| Annualized volatility | 32.32% |
| Period volatility | 55.79% |
| Sharpe ratio | 0.53 |
| Sortino ratio | 0.81 |
| Max drawdown | -30.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.31% |
| Correlation with the S&P 500 | 0.67 |
| Period range | $119.57 – $284.02 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Amazon (AMZN) has posted an annualized return of +21.18% with annual volatility of 32.32%, a Sharpe ratio of 0.53. Its worst stretch (max drawdown from a peak) was -30.88%. Its correlation with the S&P 500 is 0.67, 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 stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Amazon (AMZN) is of both the S&P 500 and the Nasdaq 100.
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