STNE vs. VIPS
Compare and contrast key facts about StoneCo Ltd. (STNE) and Vipshop Holdings Limited (VIPS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STNE or VIPS.
Key characteristics
| STNE | VIPS | |
|---|---|---|
| YTD Return | -35.88% | -19.36% |
| 1Y Return | 7.84% | 0.22% |
| 3Y Return (Ann) | -27.52% | 3.54% |
| 5Y Return (Ann) | -20.38% | 4.68% |
| Sharpe Ratio | 0.30 | 0.03 |
| Sortino Ratio | 0.72 | 0.39 |
| Omega Ratio | 1.08 | 1.05 |
| Calmar Ratio | 0.14 | 0.02 |
| Martin Ratio | 0.51 | 0.06 |
| Ulcer Index | 24.15% | 19.45% |
| Daily Std Dev | 40.76% | 47.53% |
| Max Drawdown | -92.31% | -86.75% |
| Current Drawdown | -87.71% | -68.58% |
Fundamentals
| STNE | VIPS | |
|---|---|---|
| Market Cap | $3.54B | $7.45B |
| EPS | $1.03 | $2.12 |
| PE Ratio | 11.22 | 6.59 |
| Total Revenue (TTM) | $9.12B | $81.40B |
| Gross Profit (TTM) | $6.63B | $19.23B |
| EBITDA (TTM) | $2.02B | $5.40B |
Correlation
The correlation between STNE and VIPS is 0.31, 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.
Performance
STNE vs. VIPS - Performance Comparison
In the year-to-date period, STNE achieves a -35.88% return, which is significantly lower than VIPS's -19.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
STNE vs. VIPS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for StoneCo Ltd. (STNE) and Vipshop Holdings Limited (VIPS). 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.
Dividends
STNE vs. VIPS - Dividend Comparison
STNE has not paid dividends to shareholders, while VIPS's dividend yield for the trailing twelve months is around 3.08%.
| TTM | |
|---|---|
STNE StoneCo Ltd. | 0.00% |
VIPS Vipshop Holdings Limited | 3.08% |
Drawdowns
STNE vs. VIPS - Drawdown Comparison
The maximum STNE drawdown since its inception was -92.31%, which is greater than VIPS's maximum drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for STNE and VIPS. For additional features, visit the drawdowns tool.
Volatility
STNE vs. VIPS - Volatility Comparison
The current volatility for StoneCo Ltd. (STNE) is 8.13%, while Vipshop Holdings Limited (VIPS) has a volatility of 12.10%. This indicates that STNE experiences smaller price fluctuations and is considered to be less risky than VIPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
STNE vs. VIPS - Financials Comparison
This section allows you to compare key financial metrics between StoneCo Ltd. and Vipshop 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.
Total Revenue: Total amount of money received from sales and other business activities