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

Correlation

The correlation between ELF and BABA is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ELF vs. BABA - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
-37.38%
14.79%
ELF
BABA

Key characteristics

Sharpe Ratio

ELF:

-0.08

BABA:

0.34

Sortino Ratio

ELF:

0.33

BABA:

0.79

Omega Ratio

ELF:

1.04

BABA:

1.09

Calmar Ratio

ELF:

-0.10

BABA:

0.16

Martin Ratio

ELF:

-0.17

BABA:

0.96

Ulcer Index

ELF:

29.89%

BABA:

13.16%

Daily Std Dev

ELF:

61.72%

BABA:

37.41%

Max Drawdown

ELF:

-77.00%

BABA:

-80.09%

Current Drawdown

ELF:

-42.48%

BABA:

-72.44%

Fundamentals

Market Cap

ELF:

$7.07B

BABA:

$203.30B

EPS

ELF:

$1.85

BABA:

$4.82

PE Ratio

ELF:

67.86

BABA:

17.59

PEG Ratio

ELF:

2.03

BABA:

0.56

Total Revenue (TTM)

ELF:

$946.70M

BABA:

$722.98B

Gross Profit (TTM)

ELF:

$672.54M

BABA:

$283.15B

EBITDA (TTM)

ELF:

$133.67M

BABA:

$134.49B

Returns By Period

In the year-to-date period, ELF achieves a -0.13% return, which is significantly lower than BABA's 0.88% return.


ELF

YTD

-0.13%

1M

-8.07%

6M

-37.38%

1Y

-8.65%

5Y*

51.60%

10Y*

N/A

BABA

YTD

0.88%

1M

0.72%

6M

14.79%

1Y

15.55%

5Y*

-16.65%

10Y*

-1.66%

*Annualized

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Risk-Adjusted Performance

ELF vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for e.l.f. Beauty, Inc. (ELF) and Alibaba Group Holding Limited (BABA). 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 ELF, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.080.34
The chart of Sortino ratio for ELF, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.330.79
The chart of Omega ratio for ELF, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.09
The chart of Calmar ratio for ELF, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.100.16
The chart of Martin ratio for ELF, currently valued at -0.17, compared to the broader market0.005.0010.0015.0020.0025.00-0.170.96
ELF
BABA

The current ELF Sharpe Ratio is -0.08, which is lower than the BABA Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ELF and BABA, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.08
0.34
ELF
BABA

Dividends

ELF vs. BABA - Dividend Comparison

ELF has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.77%.


TTM20242023
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.77%0.78%1.29%

Drawdowns

ELF vs. BABA - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.00%, roughly equal to the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for ELF and BABA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-42.48%
-72.44%
ELF
BABA

Volatility

ELF vs. BABA - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 16.19% compared to Alibaba Group Holding Limited (BABA) at 10.40%. This indicates that ELF's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
16.19%
10.40%
ELF
BABA

Financials

ELF vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between e.l.f. Beauty, Inc. and Alibaba Group Holding Limited. 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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