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9988.HK vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 9988.HK and AMZN is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

9988.HK vs. AMZN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alibaba Group Holding Ltd (9988.HK) and Amazon.com, Inc. (AMZN). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
29.86%
49.48%
9988.HK
AMZN

Key characteristics

Sharpe Ratio

9988.HK:

1.34

AMZN:

1.85

Sortino Ratio

9988.HK:

2.05

AMZN:

2.50

Omega Ratio

9988.HK:

1.24

AMZN:

1.32

Calmar Ratio

9988.HK:

0.66

AMZN:

2.67

Martin Ratio

9988.HK:

3.41

AMZN:

8.57

Ulcer Index

9988.HK:

15.01%

AMZN:

6.06%

Daily Std Dev

9988.HK:

37.48%

AMZN:

26.99%

Max Drawdown

9988.HK:

-80.01%

AMZN:

-94.40%

Current Drawdown

9988.HK:

-67.38%

AMZN:

0.00%

Fundamentals

Market Cap

9988.HK:

HK$1.85T

AMZN:

$2.55T

EPS

9988.HK:

HK$5.20

AMZN:

$4.68

PE Ratio

9988.HK:

19.63

AMZN:

51.72

PEG Ratio

9988.HK:

0.64

AMZN:

1.95

Total Revenue (TTM)

9988.HK:

HK$701.61B

AMZN:

$450.17B

Gross Profit (TTM)

9988.HK:

HK$263.38B

AMZN:

$222.77B

Returns By Period

In the year-to-date period, 9988.HK achieves a 17.86% return, which is significantly higher than AMZN's 10.33% return.


9988.HK

YTD

17.86%

1M

18.22%

6M

29.77%

1Y

40.00%

5Y*

-14.69%

10Y*

N/A

AMZN

YTD

10.33%

1M

7.97%

6M

49.48%

1Y

42.13%

5Y*

18.83%

10Y*

29.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

9988.HK vs. AMZN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

9988.HK
The Risk-Adjusted Performance Rank of 9988.HK is 7878
Overall Rank
The Sharpe Ratio Rank of 9988.HK is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of 9988.HK is 8181
Sortino Ratio Rank
The Omega Ratio Rank of 9988.HK is 7777
Omega Ratio Rank
The Calmar Ratio Rank of 9988.HK is 7373
Calmar Ratio Rank
The Martin Ratio Rank of 9988.HK is 7575
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 9090
Overall Rank
The Sharpe Ratio Rank of AMZN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 8686
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

9988.HK vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Ltd (9988.HK) and Amazon.com, Inc. (AMZN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for 9988.HK, currently valued at 1.21, compared to the broader market-2.000.002.004.001.211.63
The chart of Sortino ratio for 9988.HK, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.882.19
The chart of Omega ratio for 9988.HK, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.29
The chart of Calmar ratio for 9988.HK, currently valued at 0.55, compared to the broader market0.002.004.006.000.552.23
The chart of Martin ratio for 9988.HK, currently valued at 2.80, compared to the broader market-10.000.0010.0020.002.807.13
9988.HK
AMZN

The current 9988.HK Sharpe Ratio is 1.34, which is comparable to the AMZN Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of 9988.HK and AMZN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.21
1.63
9988.HK
AMZN

Dividends

9988.HK vs. AMZN - Dividend Comparison

9988.HK's dividend yield for the trailing twelve months is around 1.00%, while AMZN has not paid dividends to shareholders.


TTM20242023
9988.HK
Alibaba Group Holding Ltd
1.00%1.18%1.29%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%

Drawdowns

9988.HK vs. AMZN - Drawdown Comparison

The maximum 9988.HK drawdown since its inception was -80.01%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for 9988.HK and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-67.53%
0
9988.HK
AMZN

Volatility

9988.HK vs. AMZN - Volatility Comparison

Alibaba Group Holding Ltd (9988.HK) has a higher volatility of 10.20% compared to Amazon.com, Inc. (AMZN) at 6.13%. This indicates that 9988.HK's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
10.20%
6.13%
9988.HK
AMZN

Financials

9988.HK vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Ltd and Amazon.com, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 9988.HK values in HKD, AMZN values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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