BABA vs. AMZN
Compare and contrast key facts about Alibaba Group Holding Limited (BABA) and Amazon.com, Inc. (AMZN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BABA or AMZN.
Performance
BABA vs. AMZN - Performance Comparison
Returns By Period
In the year-to-date period, BABA achieves a 12.90% return, which is significantly lower than AMZN's 33.53% return. Over the past 10 years, BABA has underperformed AMZN with an annualized return of -2.20%, while AMZN has yielded a comparatively higher 28.48% annualized return.
BABA
12.90%
-14.01%
5.84%
12.33%
-13.88%
-2.20%
AMZN
33.53%
7.30%
10.78%
40.99%
18.44%
28.48%
Fundamentals
| BABA | AMZN | |
|---|---|---|
| Market Cap | $209.47B | $2.15T |
| EPS | $4.86 | $4.65 |
| PE Ratio | 17.92 | 43.63 |
| PEG Ratio | 0.64 | 1.69 |
| Total Revenue (TTM) | $708.35B | $620.13B |
| Gross Profit (TTM) | $262.37B | $300.18B |
| EBITDA (TTM) | $100.28B | $111.68B |
Key characteristics
| BABA | AMZN | |
|---|---|---|
| Sharpe Ratio | 0.36 | 1.43 |
| Sortino Ratio | 0.80 | 2.03 |
| Omega Ratio | 1.09 | 1.26 |
| Calmar Ratio | 0.17 | 1.70 |
| Martin Ratio | 1.32 | 6.57 |
| Ulcer Index | 9.89% | 5.91% |
| Daily Std Dev | 36.63% | 27.21% |
| Max Drawdown | -80.09% | -94.40% |
| Current Drawdown | -72.04% | -5.24% |
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Correlation
The correlation between BABA and AMZN is 0.42, 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.
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.
Dividends
BABA vs. AMZN - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 1.91%, while AMZN has not paid dividends to shareholders.
| TTM | 2023 | |
|---|---|---|
BABA Alibaba Group Holding Limited | 1.91% | 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.
Volatility
BABA vs. AMZN - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.11%, while Amazon.com, Inc. (AMZN) has a volatility of 10.65%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities