AMZN vs. BABA
Compare and contrast key facts about Amazon.com, Inc. (AMZN) and Alibaba Group Holding Limited (BABA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMZN or BABA.
Key characteristics
| AMZN | BABA | |
|---|---|---|
| YTD Return | 20.65% | -10.19% |
| 1Y Return | 78.43% | -26.83% |
| 3Y Return (Ann) | 2.56% | -33.46% |
| 5Y Return (Ann) | 14.57% | -17.76% |
| Sharpe Ratio | 2.69 | -0.72 |
| Daily Std Dev | 29.28% | 35.31% |
| Max Drawdown | -94.40% | -80.09% |
| Current Drawdown | -3.03% | -77.76% |
Fundamentals
| AMZN | BABA | |
|---|---|---|
| Market Cap | $1.87T | $180.90B |
| EPS | $2.90 | $5.37 |
| PE Ratio | 62.20 | 13.47 |
| PEG Ratio | 2.44 | 0.56 |
| Revenue (TTM) | $574.78B | $927.49B |
| Gross Profit (TTM) | $225.15B | $314.36B |
| EBITDA (TTM) | $85.52B | $181.69B |
Correlation
The correlation between AMZN and BABA is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AMZN vs. BABA - Performance Comparison
In the year-to-date period, AMZN achieves a 20.65% return, which is significantly higher than BABA's -10.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AMZN vs. BABA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc. (AMZN) and Alibaba Group Holding Limited (BABA). 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.
Dividends
AMZN vs. BABA - Dividend Comparison
AMZN has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.44%.
| TTM | 2023 | |
|---|---|---|
AMZN Amazon.com, Inc. | 0.00% | 0.00% |
BABA Alibaba Group Holding Limited | 1.44% | 1.29% |
Drawdowns
AMZN vs. BABA - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for AMZN and BABA. For additional features, visit the drawdowns tool.
Volatility
AMZN vs. BABA - Volatility Comparison
The current volatility for Amazon.com, Inc. (AMZN) is 4.65%, while Alibaba Group Holding Limited (BABA) has a volatility of 6.91%. This indicates that AMZN experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.