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

Correlation

The correlation between BABA and AMZN is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
29.84%
1,026.04%
BABA
AMZN

Key characteristics

Sharpe Ratio

BABA:

1.51

AMZN:

0.16

Sortino Ratio

BABA:

2.15

AMZN:

0.46

Omega Ratio

BABA:

1.27

AMZN:

1.06

Calmar Ratio

BABA:

0.91

AMZN:

0.17

Martin Ratio

BABA:

4.39

AMZN:

0.50

Ulcer Index

BABA:

16.00%

AMZN:

10.58%

Daily Std Dev

BABA:

46.40%

AMZN:

33.83%

Max Drawdown

BABA:

-80.09%

AMZN:

-94.40%

Current Drawdown

BABA:

-61.56%

AMZN:

-22.94%

Fundamentals

Market Cap

BABA:

$284.02B

AMZN:

$1.92T

EPS

BABA:

$6.92

AMZN:

$5.53

PE Ratio

BABA:

17.19

AMZN:

32.66

PEG Ratio

BABA:

0.67

AMZN:

1.36

PS Ratio

BABA:

0.29

AMZN:

3.00

PB Ratio

BABA:

2.04

AMZN:

6.70

Total Revenue (TTM)

BABA:

$759.89B

AMZN:

$494.65B

Gross Profit (TTM)

BABA:

$307.23B

AMZN:

$240.99B

EBITDA (TTM)

BABA:

$149.59B

AMZN:

$97.44B

Returns By Period

In the year-to-date period, BABA achieves a 40.69% return, which is significantly higher than AMZN's -14.97% return. Over the past 10 years, BABA has underperformed AMZN with an annualized return of 3.69%, while AMZN has yielded a comparatively higher 23.94% annualized return.


BABA

YTD

40.69%

1M

-10.14%

6M

23.80%

1Y

61.21%

5Y*

-9.85%

10Y*

3.69%

AMZN

YTD

-14.97%

1M

-9.32%

6M

0.09%

1Y

5.63%

5Y*

9.16%

10Y*

23.94%

*Annualized

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Risk-Adjusted Performance

BABA vs. AMZN — Risk-Adjusted Performance Rank

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

BABA
The Risk-Adjusted Performance Rank of BABA is 8787
Overall Rank
The Sharpe Ratio Rank of BABA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8585
Martin Ratio Rank

AMZN
The Risk-Adjusted Performance Rank of AMZN is 5656
Overall Rank
The Sharpe Ratio Rank of AMZN is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMZN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AMZN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of AMZN is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AMZN is 5959
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.

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.


The chart of Sharpe ratio for BABA, currently valued at 1.51, compared to the broader market-2.00-1.000.001.002.003.00
BABA: 1.51
AMZN: 0.16
The chart of Sortino ratio for BABA, currently valued at 2.15, compared to the broader market-6.00-4.00-2.000.002.004.00
BABA: 2.15
AMZN: 0.46
The chart of Omega ratio for BABA, currently valued at 1.27, compared to the broader market0.501.001.502.00
BABA: 1.27
AMZN: 1.06
The chart of Calmar ratio for BABA, currently valued at 0.91, compared to the broader market0.001.002.003.004.005.00
BABA: 0.91
AMZN: 0.17
The chart of Martin ratio for BABA, currently valued at 4.39, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BABA: 4.39
AMZN: 0.50

The current BABA Sharpe Ratio is 1.51, which is higher than the AMZN Sharpe Ratio of 0.16. 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
1.51
0.16
BABA
AMZN

Dividends

BABA vs. AMZN - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.55%, while AMZN has not paid dividends to shareholders.


TTM20242023
BABA
Alibaba Group Holding Limited
0.55%0.78%1.29%
AMZN
Amazon.com, Inc.
0.00%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%NovemberDecember2025FebruaryMarchApril
-61.56%
-22.94%
BABA
AMZN

Volatility

BABA vs. AMZN - Volatility Comparison

Alibaba Group Holding Limited (BABA) and Amazon.com, Inc. (AMZN) have volatilities of 20.22% and 19.70%, 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.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.22%
19.70%
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