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ELF vs. BABA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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ELF vs. BABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELF
e.l.f. Beauty, Inc.
-20.29%-39.43%-13.02%161.01%66.52%31.84%56.17%86.26%-61.18%-22.91%
BABA
Alibaba Group Holding Limited
-14.41%75.80%11.77%-10.83%-25.84%-48.96%9.73%54.74%-20.51%96.37%

Fundamentals

Market Cap

ELF:

$3.65B

BABA:

$302.83B

EPS

ELF:

$1.76

BABA:

$37.64

PE Ratio

ELF:

34.37

BABA:

3.33

PEG Ratio

ELF:

0.28

BABA:

0.26

PS Ratio

ELF:

2.35

BABA:

0.30

PB Ratio

ELF:

3.14

BABA:

0.29

Total Revenue (TTM)

ELF:

$1.52B

BABA:

$1.01T

Gross Profit (TTM)

ELF:

$1.07B

BABA:

$411.95B

EBITDA (TTM)

ELF:

$220.91M

BABA:

$132.37B

Returns By Period

In the year-to-date period, ELF achieves a -20.29% return, which is significantly lower than BABA's -14.41% return.


ELF

1D
2.12%
1M
-34.16%
YTD
-20.29%
6M
-54.25%
1Y
-3.47%
3Y*
-9.71%
5Y*
17.61%
10Y*

BABA

1D
2.85%
1M
-12.94%
YTD
-14.41%
6M
-29.80%
1Y
-3.52%
3Y*
8.94%
5Y*
-10.05%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ELF vs. BABA — Risk / Return Rank

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

ELF
ELF Risk / Return Rank: 4141
Overall Rank
ELF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
ELF Sortino Ratio Rank: 4242
Sortino Ratio Rank
ELF Omega Ratio Rank: 4444
Omega Ratio Rank
ELF Calmar Ratio Rank: 3939
Calmar Ratio Rank
ELF Martin Ratio Rank: 3939
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 3838
Overall Rank
BABA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3636
Sortino Ratio Rank
BABA Omega Ratio Rank: 3636
Omega Ratio Rank
BABA Calmar Ratio Rank: 3939
Calmar Ratio Rank
BABA Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELF vs. BABA - Risk-Adjusted Trends 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.


ELFBABADifference

Sharpe ratio

Return per unit of total volatility

-0.05

-0.08

+0.03

Sortino ratio

Return per unit of downside risk

0.46

0.23

+0.23

Omega ratio

Gain probability vs. loss probability

1.07

1.03

+0.04

Calmar ratio

Return relative to maximum drawdown

-0.11

-0.10

-0.01

Martin ratio

Return relative to average drawdown

-0.22

-0.24

+0.02

ELF vs. BABA - Sharpe Ratio Comparison

The current ELF Sharpe Ratio is -0.05, which is higher than the BABA Sharpe Ratio of -0.08. 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.


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Sharpe Ratios by Period


ELFBABADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

-0.08

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.20

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.07

+0.09

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.


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 1.59%.


TTM202520242023
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
1.59%1.36%1.96%1.29%

Drawdowns

ELF vs. BABA - Drawdown Comparison

The maximum ELF drawdown since its inception was -77.09%, 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.


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Drawdown Indicators


ELFBABADifference

Max Drawdown

Largest peak-to-trough decline

-77.09%

-80.09%

+3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-59.54%

-35.58%

-23.96%

Max Drawdown (5Y)

Largest decline over 5 years

-77.09%

-74.12%

-2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-80.09%

Current Drawdown

Current decline from peak

-72.20%

-58.34%

-13.86%

Average Drawdown

Average peak-to-trough decline

-31.58%

-37.23%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.06%

15.43%

+14.63%

Volatility

ELF vs. BABA - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 18.98% compared to Alibaba Group Holding Limited (BABA) at 12.47%. 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.


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Volatility by Period


ELFBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

18.98%

12.47%

+6.51%

Volatility (6M)

Calculated over the trailing 6-month period

59.83%

29.36%

+30.47%

Volatility (1Y)

Calculated over the trailing 1-year period

73.99%

45.97%

+28.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.55%

51.12%

+5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.20%

43.22%

+11.98%

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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
489.51M
280.91B
(ELF) Total Revenue
(BABA) Total Revenue
Values in USD except per share items

ELF vs. BABA - Profitability Comparison

The chart below illustrates the profitability comparison between e.l.f. Beauty, Inc. and Alibaba Group Holding Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
71.0%
40.2%
Portfolio components
ELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, e.l.f. Beauty, Inc. reported a gross profit of 347.50M and revenue of 489.51M. Therefore, the gross margin over that period was 71.0%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported a gross profit of 112.89B and revenue of 280.91B. Therefore, the gross margin over that period was 40.2%.

ELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, e.l.f. Beauty, Inc. reported an operating income of 67.54M and revenue of 489.51M, resulting in an operating margin of 13.8%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported an operating income of 18.44B and revenue of 280.91B, resulting in an operating margin of 6.6%.

ELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, e.l.f. Beauty, Inc. reported a net income of 39.38M and revenue of 489.51M, resulting in a net margin of 8.0%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported a net income of 16.16B and revenue of 280.91B, resulting in a net margin of 5.8%.