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.
Key characteristics
BABA | AMZN | |
---|---|---|
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 | -0.40 | 2.79 |
Daily Std Dev | 39.01% | 29.92% |
Max Drawdown | -80.09% | -94.40% |
Current Drawdown | -77.12% | -3.61% |
Fundamentals
BABA | AMZN | |
---|---|---|
Market Cap | $181.56B | $1.86T |
EPS | $5.38 | $2.90 |
PE Ratio | 13.41 | 61.68 |
PEG Ratio | 0.55 | 2.42 |
Revenue (TTM) | $927.49B | $574.78B |
Gross Profit (TTM) | $314.36B | $225.15B |
EBITDA (TTM) | $181.69B | $85.52B |
Correlation
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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Alibaba Group Holding Limited | -0.40 | ||||
Amazon.com, Inc. | 2.79 |
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.
TTM | 2023 | |
---|---|---|
Alibaba Group Holding Limited | 1.40% | 1.29% |
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
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.