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

Correlation

The correlation between ELF and BABA 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

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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Key characteristics

Sharpe Ratio

ELF:

-0.76

BABA:

1.18

Sortino Ratio

ELF:

-0.92

BABA:

1.62

Omega Ratio

ELF:

0.89

BABA:

1.21

Calmar Ratio

ELF:

-0.67

BABA:

0.62

Martin Ratio

ELF:

-1.07

BABA:

2.90

Ulcer Index

ELF:

48.19%

BABA:

16.44%

Daily Std Dev

ELF:

70.51%

BABA:

46.41%

Max Drawdown

ELF:

-77.09%

BABA:

-80.09%

Current Drawdown

ELF:

-64.14%

BABA:

-60.07%

Fundamentals

Market Cap

ELF:

$4.35B

BABA:

$319.76B

EPS

ELF:

$1.67

BABA:

$6.92

PE Ratio

ELF:

46.20

BABA:

19.37

PEG Ratio

ELF:

2.03

BABA:

4.61

PS Ratio

ELF:

3.34

BABA:

0.33

PB Ratio

ELF:

5.67

BABA:

2.30

Total Revenue (TTM)

ELF:

$980.87M

BABA:

$759.89B

Gross Profit (TTM)

ELF:

$698.65M

BABA:

$307.23B

EBITDA (TTM)

ELF:

$137.51M

BABA:

$149.59B

Returns By Period

In the year-to-date period, ELF achieves a -37.73% return, which is significantly lower than BABA's 46.13% return.


ELF

YTD

-37.73%

1M

49.86%

6M

-36.50%

1Y

-53.55%

5Y*

41.66%

10Y*

N/A

BABA

YTD

46.13%

1M

10.35%

6M

36.79%

1Y

54.29%

5Y*

-9.10%

10Y*

3.82%

*Annualized

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Risk-Adjusted Performance

ELF vs. BABA — Risk-Adjusted Performance Rank

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

ELF
The Risk-Adjusted Performance Rank of ELF is 1414
Overall Rank
The Sharpe Ratio Rank of ELF is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ELF is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ELF is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ELF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ELF is 2222
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8080
Overall Rank
The Sharpe Ratio Rank of BABA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 7676
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 7979
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.

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.


The current ELF Sharpe Ratio is -0.76, which is lower than the BABA Sharpe Ratio of 1.18. 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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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 0.53%.


TTM20242023
ELF
e.l.f. Beauty, Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.53%0.78%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. For additional features, visit the drawdowns tool.


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Volatility

ELF vs. BABA - Volatility Comparison

e.l.f. Beauty, Inc. (ELF) has a higher volatility of 16.62% compared to Alibaba Group Holding Limited (BABA) at 14.36%. 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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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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
355.32M
280.15B
(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%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
71.3%
42.0%
(ELF) Gross Margin
(BABA) Gross Margin
ELF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported a gross profit of 253.31M and revenue of 355.32M. Therefore, the gross margin over that period was 71.3%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a gross profit of 117.63B and revenue of 280.15B. Therefore, the gross margin over that period was 42.0%.

ELF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported an operating income of 35.09M and revenue of 355.32M, resulting in an operating margin of 9.9%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported an operating income of 41.21B and revenue of 280.15B, resulting in an operating margin of 14.7%.

ELF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, e.l.f. Beauty, Inc. reported a net income of 35.30M and revenue of 355.32M, resulting in a net margin of 9.9%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a net income of 49.13B and revenue of 280.15B, resulting in a net margin of 17.5%.