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

Performance

GME vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameStop Corp. (GME) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
2.08%
GME
BABA

Returns By Period

In the year-to-date period, GME achieves a 50.83% return, which is significantly higher than BABA's 16.26% return. Over the past 10 years, GME has outperformed BABA with an annualized return of 14.18%, while BABA has yielded a comparatively lower -1.91% annualized return.


GME

YTD

50.83%

1M

24.60%

6M

14.26%

1Y

102.92%

5Y (annualized)

81.24%

10Y (annualized)

14.18%

BABA

YTD

16.26%

1M

-12.77%

6M

2.08%

1Y

17.67%

5Y (annualized)

-12.96%

10Y (annualized)

-1.91%

Fundamentals


GMEBABA
Market Cap$11.87B$214.42B
EPS$0.14$3.86
PE Ratio189.9322.95
PEG Ratio0.860.65
Total Revenue (TTM)$3.47B$708.35B
Gross Profit (TTM)$912.50M$262.37B
EBITDA (TTM)$33.80M$100.28B

Key characteristics


GMEBABA
Sharpe Ratio0.730.42
Sortino Ratio2.310.89
Omega Ratio1.341.10
Calmar Ratio1.250.20
Martin Ratio2.711.60
Ulcer Index40.99%9.61%
Daily Std Dev152.23%36.62%
Max Drawdown-93.43%-80.09%
Current Drawdown-69.57%-71.21%

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Correlation

-0.50.00.51.00.2

The correlation between GME and BABA is 0.21, 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.

Risk-Adjusted Performance

GME vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) 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 GME, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.000.730.42
The chart of Sortino ratio for GME, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.310.89
The chart of Omega ratio for GME, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.10
The chart of Calmar ratio for GME, currently valued at 1.25, compared to the broader market0.002.004.006.001.250.20
The chart of Martin ratio for GME, currently valued at 2.71, compared to the broader market-10.000.0010.0020.0030.002.711.60
GME
BABA

The current GME Sharpe Ratio is 0.73, which is higher than the BABA Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of GME 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.73
0.42
GME
BABA

Dividends

GME vs. BABA - Dividend Comparison

GME has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.86%.


TTM20232022202120202019201820172016201520142013
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%
BABA
Alibaba Group Holding Limited
1.86%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GME vs. BABA - Drawdown Comparison

The maximum GME drawdown since its inception was -93.43%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for GME and BABA. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JuneJulyAugustSeptemberOctoberNovember
-69.57%
-71.21%
GME
BABA

Volatility

GME vs. BABA - Volatility Comparison

GameStop Corp. (GME) has a higher volatility of 16.94% compared to Alibaba Group Holding Limited (BABA) at 9.96%. This indicates that GME'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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
16.94%
9.96%
GME
BABA

Financials

GME vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between GameStop Corp. 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