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BABA vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BABA and AMZN is 0.41, 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.


-0.50.00.51.00.4

Performance

BABA vs. AMZN - Performance Comparison

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

0.00%500.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
-10.44%
1,257.72%
BABA
AMZN

Key characteristics

Sharpe Ratio

BABA:

0.35

AMZN:

1.71

Sortino Ratio

BABA:

0.80

AMZN:

2.33

Omega Ratio

BABA:

1.09

AMZN:

1.30

Calmar Ratio

BABA:

0.17

AMZN:

2.13

Martin Ratio

BABA:

1.06

AMZN:

8.00

Ulcer Index

BABA:

12.34%

AMZN:

5.98%

Daily Std Dev

BABA:

37.71%

AMZN:

27.97%

Max Drawdown

BABA:

-80.09%

AMZN:

-94.40%

Current Drawdown

BABA:

-73.49%

AMZN:

-3.44%

Fundamentals

Market Cap

BABA:

$207.71B

AMZN:

$2.43T

EPS

BABA:

$4.83

AMZN:

$4.68

PE Ratio

BABA:

18.04

AMZN:

49.39

PEG Ratio

BABA:

0.57

AMZN:

1.91

Total Revenue (TTM)

BABA:

$944.85B

AMZN:

$620.13B

Gross Profit (TTM)

BABA:

$354.85B

AMZN:

$300.18B

EBITDA (TTM)

BABA:

$154.30B

AMZN:

$112.91B

Returns By Period

In the year-to-date period, BABA achieves a 7.06% return, which is significantly lower than AMZN's 48.03% return. Over the past 10 years, BABA has underperformed AMZN with an annualized return of -2.25%, while AMZN has yielded a comparatively higher 30.90% annualized return.


BABA

YTD

7.06%

1M

-5.17%

6M

11.69%

1Y

8.81%

5Y*

-16.93%

10Y*

-2.25%

AMZN

YTD

48.03%

1M

10.86%

6M

18.95%

1Y

46.20%

5Y*

20.32%

10Y*

30.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BABA vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) 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 BABA, currently valued at 0.35, compared to the broader market-4.00-2.000.002.000.351.71
The chart of Sortino ratio for BABA, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.802.33
The chart of Omega ratio for BABA, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.30
The chart of Calmar ratio for BABA, currently valued at 0.17, compared to the broader market0.002.004.006.000.172.13
The chart of Martin ratio for BABA, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.068.00
BABA
AMZN

The current BABA Sharpe Ratio is 0.35, which is lower than the AMZN Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of BABA 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.35
1.71
BABA
AMZN

Dividends

BABA vs. AMZN - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.80%, while AMZN has not paid dividends to shareholders.


TTM2023
BABA
Alibaba Group Holding Limited
0.80%1.29%
AMZN
Amazon.com, Inc.
0.00%0.00%

Drawdowns

BABA vs. AMZN - Drawdown Comparison

The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BABA and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.49%
-3.44%
BABA
AMZN

Volatility

BABA vs. AMZN - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 10.79% compared to Amazon.com, Inc. (AMZN) at 8.68%. This indicates that BABA'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
10.79%
8.68%
BABA
AMZN

Financials

BABA vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited 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


Values in USD except per share items
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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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