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

Key characteristics


BABAAMZN
YTD Return-7.64%18.36%
1Y Return-26.27%84.93%
3Y Return (Ann)-31.69%5.63%
5Y Return (Ann)-16.88%15.13%
Sharpe Ratio-0.402.79
Daily Std Dev39.01%29.92%
Max Drawdown-80.09%-94.40%
Current Drawdown-77.12%-3.61%

Fundamentals


BABAAMZN
Market Cap$181.56B$1.86T
EPS$5.38$2.90
PE Ratio13.4161.68
PEG Ratio0.552.42
Revenue (TTM)$927.49B$574.78B
Gross Profit (TTM)$314.36B$225.15B
EBITDA (TTM)$181.69B$85.52B

Correlation

0.43
-1.001.00

The correlation between BABA and AMZN 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

BABA vs. AMZN - Performance Comparison

In the year-to-date period, BABA achieves a -7.64% return, which is significantly lower than AMZN's 18.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%OctoberNovemberDecember2024FebruaryMarch
-22.73%
985.54%
BABA
AMZN

Compare stocks, funds, or ETFs


Alibaba Group Holding Limited

Amazon.com, Inc.

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BABA
Alibaba Group Holding Limited
-0.40
AMZN
Amazon.com, Inc.
2.79

BABA vs. AMZN - Sharpe Ratio Comparison

The current BABA Sharpe Ratio is -0.40, which is lower than the AMZN Sharpe Ratio of 2.79. The chart below compares the 12-month rolling Sharpe Ratio of BABA and AMZN.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
-0.40
2.79
BABA
AMZN

Dividends

BABA vs. AMZN - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 1.40%, while AMZN has not paid dividends to shareholders.


TTM2023
BABA
Alibaba Group Holding Limited
1.40%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%. The drawdown chart below compares losses from any high point along the way for BABA and AMZN


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-77.12%
-3.61%
BABA
AMZN

Volatility

BABA vs. AMZN - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 8.34% compared to Amazon.com, Inc. (AMZN) at 5.84%. 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%OctoberNovemberDecember2024FebruaryMarch
8.34%
5.84%
BABA
AMZN