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NOAH vs. CPRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NOAH vs. CPRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Noah Holdings Limited (NOAH) and Capri Holdings Limited (CPRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NOAH achieves a 2.59% return, which is significantly higher than CPRI's -20.25% return. Over the past 10 years, NOAH has outperformed CPRI with an annualized return of -4.34%, while CPRI has yielded a comparatively lower -8.56% annualized return.


NOAH

1D
1.08%
1M
2.90%
YTD
2.59%
6M
6.96%
1Y
-4.76%
3Y*
0.54%
5Y*
-21.34%
10Y*
-4.34%

CPRI

1D
-4.23%
1M
5.30%
YTD
-20.25%
6M
-22.96%
1Y
15.70%
3Y*
-18.40%
5Y*
-18.63%
10Y*
-8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NOAH vs. CPRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NOAH
Noah Holdings Limited
2.59%-5.58%6.83%-8.37%-49.49%-35.81%35.17%-18.35%-6.40%111.04%
CPRI
Capri Holdings Limited
-20.25%15.86%-58.08%-12.35%-11.69%54.55%10.09%0.61%-39.76%46.46%

Correlation

The correlation between NOAH and CPRI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2011

0.27

Fundamentals

Market Cap

NOAH:

$143.83M

CPRI:

$2.31B

EPS

NOAH:

CN¥38.08

CPRI:

$1.19

PE Ratio

NOAH:

1.83

CPRI:

16.37

PS Ratio

NOAH:

0.37

CPRI:

0.67

PB Ratio

NOAH:

0.10

CPRI:

28.90

Total Revenue (TTM)

NOAH:

CN¥2.61B

CPRI:

$3.47B

Gross Profit (TTM)

NOAH:

CN¥2.07B

CPRI:

$2.16B

EBITDA (TTM)

NOAH:

CN¥683.80M

CPRI:

$137.00M

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Return for Risk

NOAH vs. CPRI — Risk / Return Rank

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

NOAH
NOAH Risk / Return Rank: 3434
Overall Rank
NOAH Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NOAH Sortino Ratio Rank: 3232
Sortino Ratio Rank
NOAH Omega Ratio Rank: 3232
Omega Ratio Rank
NOAH Calmar Ratio Rank: 3636
Calmar Ratio Rank
NOAH Martin Ratio Rank: 3535
Martin Ratio Rank

CPRI
CPRI Risk / Return Rank: 5252
Overall Rank
CPRI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CPRI Sortino Ratio Rank: 5151
Sortino Ratio Rank
CPRI Omega Ratio Rank: 5050
Omega Ratio Rank
CPRI Calmar Ratio Rank: 5252
Calmar Ratio Rank
CPRI Martin Ratio Rank: 5151
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.

NOAH vs. CPRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Noah Holdings Limited (NOAH) and Capri Holdings Limited (CPRI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NOAHCPRIDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.00

1.10

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.20

0.40

-0.61

Martin ratioReturn relative to average drawdown

-0.39

0.80

-1.18

NOAH vs. CPRI - Sharpe Ratio Comparison

The current NOAH Sharpe Ratio is -0.15, which is lower than the CPRI Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of NOAH and CPRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NOAH vs. CPRI - Drawdown Comparison

The maximum NOAH drawdown since its inception was -86.16%, smaller than the maximum CPRI drawdown of -92.47%. Use the drawdown chart below to compare losses from any high point for NOAH and CPRI.


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Drawdown Indicators


NOAHCPRIDifference

Max Drawdown

Largest peak-to-trough decline

-86.16%

-92.47%

+6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-23.43%

-39.30%

+15.87%

Max Drawdown (3Y)

Largest decline over 3 years

-44.80%

-76.85%

+32.05%

Max Drawdown (5Y)

Largest decline over 5 years

-81.13%

-82.36%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.16%

-90.03%

+3.87%

Current Drawdown

Current decline from peak

-78.26%

-80.51%

+2.25%

Average Drawdown

Average peak-to-trough decline

-48.97%

-47.59%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.39%

19.69%

-7.30%

Volatility

NOAH vs. CPRI - Volatility Comparison

The current volatility for Noah Holdings Limited (NOAH) is 8.19%, while Capri Holdings Limited (CPRI) has a volatility of 15.96%. This indicates that NOAH experiences smaller price fluctuations and is considered to be less risky than CPRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NOAHCPRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

15.96%

-7.77%

Volatility (6M)

Calculated over the trailing 6-month period

24.26%

33.14%

-8.88%

Volatility (1Y)

Calculated over the trailing 1-year period

32.27%

49.22%

-16.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.18%

59.55%

-4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.57%

58.61%

-8.04%

Dividends

NOAH vs. CPRI - Dividend Comparison

NOAH's dividend yield for the trailing twelve months is around 11.23%, while CPRI has not paid dividends to shareholders.


PositionTTM202520242023
CPRI
Capri Holdings Limited
0.00%0.00%0.00%0.00%
NOAH
Noah Holdings Limited
11.23%11.53%18.15%2.90%

Financials

NOAH vs. CPRI - Financials Comparison

This section allows you to compare key financial metrics between Noah Holdings Limited and Capri Holdings 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


600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
625.75M
796.00M
(NOAH) Total Revenue
(CPRI) Total Revenue
Please note, different currencies. NOAH values in CNY, CPRI values in USD

NOAH vs. CPRI - Profitability Comparison

The chart below illustrates the profitability comparison between Noah Holdings Limited and Capri Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20222023202420252026
83.6%
64.8%
Portfolio components
NOAH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Noah Holdings Limited reported a gross profit of 523.29M and revenue of 625.75M. Therefore, the gross margin over that period was 83.6%.

CPRI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported a gross profit of 516.00M and revenue of 796.00M. Therefore, the gross margin over that period was 64.8%.

NOAH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Noah Holdings Limited reported an operating income of 236.44M and revenue of 625.75M, resulting in an operating margin of 37.8%.

CPRI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported an operating income of -27.00M and revenue of 796.00M, resulting in an operating margin of -3.4%.

NOAH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Noah Holdings Limited reported a net income of 124.72M and revenue of 625.75M, resulting in a net margin of 19.9%.

CPRI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capri Holdings Limited reported a net income of 1.00M and revenue of 796.00M, resulting in a net margin of 0.1%.


Frequently Asked Questions


NOAH and CPRI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPRI has higher volatility (15.96%) compared to NOAH (8.19%). In terms of maximum drawdown, NOAH dropped -86.16% vs CPRI's -92.47%.

CPRI currently has the higher Sharpe Ratio (0.32 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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