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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.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember
14.74%
11.03%
9988.HK
AMZN

Key characteristics

Sharpe Ratio

9988.HK:

0.48

AMZN:

1.58

Sortino Ratio

9988.HK:

0.97

AMZN:

2.19

Omega Ratio

9988.HK:

1.11

AMZN:

1.28

Calmar Ratio

9988.HK:

0.23

AMZN:

1.97

Martin Ratio

9988.HK:

1.40

AMZN:

7.41

Ulcer Index

9988.HK:

12.94%

AMZN:

5.99%

Daily Std Dev

9988.HK:

37.73%

AMZN:

28.09%

Max Drawdown

9988.HK:

-80.01%

AMZN:

-94.40%

Current Drawdown

9988.HK:

-72.47%

AMZN:

-5.81%

Fundamentals

Market Cap

9988.HK:

HK$1.57T

AMZN:

$2.35T

EPS

9988.HK:

HK$7.57

AMZN:

$4.68

PE Ratio

9988.HK:

17.56

AMZN:

47.81

PEG Ratio

9988.HK:

0.56

AMZN:

1.83

Total Revenue (TTM)

9988.HK:

HK$725.46B

AMZN:

$620.13B

Gross Profit (TTM)

9988.HK:

HK$275.04B

AMZN:

$300.18B

Returns By Period


9988.HK

YTD

0.00%

1M

-1.49%

6M

16.96%

1Y

10.40%

5Y*

-17.00%

10Y*

N/A

AMZN

YTD

0.00%

1M

5.53%

6M

9.70%

1Y

44.39%

5Y*

18.29%

10Y*

30.47%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 0.57, compared to the broader market-4.00-2.000.002.000.571.54
The chart of Sortino ratio for 9988.HK, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.092.15
The chart of Omega ratio for 9988.HK, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.28
The chart of Calmar ratio for 9988.HK, currently valued at 0.27, compared to the broader market0.002.004.006.000.272.19
The chart of Martin ratio for 9988.HK, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.0025.001.637.07
9988.HK
AMZN

The current 9988.HK Sharpe Ratio is 0.48, which is lower than the AMZN Sharpe Ratio of 1.58. 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
0.57
1.54
9988.HK
AMZN

Dividends

9988.HK vs. AMZN - Dividend Comparison

9988.HK's dividend yield for the trailing twelve months is around 1.18%, while AMZN has not paid dividends to shareholders.


TTM2023
9988.HK
Alibaba Group Holding Ltd
1.18%1.29%
AMZN
Amazon.com, Inc.
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%AugustSeptemberOctoberNovemberDecember
-72.54%
-5.81%
9988.HK
AMZN

Volatility

9988.HK vs. AMZN - Volatility Comparison

Alibaba Group Holding Ltd (9988.HK) and Amazon.com, Inc. (AMZN) have volatilities of 8.41% and 8.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
8.41%
8.02%
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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