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STNE vs. VIPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.0
Correlation: 0.3

Performance

STNE vs. VIPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneCo Ltd. (STNE) and Vipshop Holdings Limited (VIPS). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%NovemberDecember2025FebruaryMarchApril
-66.25%
200.52%
STNE
VIPS

Key characteristics

Sharpe Ratio

STNE:

-0.75

VIPS:

-0.41

Sortino Ratio

STNE:

-0.97

VIPS:

-0.33

Omega Ratio

STNE:

0.89

VIPS:

0.96

Calmar Ratio

STNE:

-0.38

VIPS:

-0.26

Martin Ratio

STNE:

-0.97

VIPS:

-1.09

Ulcer Index

STNE:

36.34%

VIPS:

17.66%

Daily Std Dev

STNE:

47.20%

VIPS:

46.70%

Max Drawdown

STNE:

-92.31%

VIPS:

-86.75%

Current Drawdown

STNE:

-88.76%

VIPS:

-68.29%

Fundamentals

Market Cap

STNE:

$2.90B

VIPS:

$7.27B

EPS

STNE:

-$0.89

VIPS:

$1.97

Total Revenue (TTM)

STNE:

$9.79B

VIPS:

$80.77B

Gross Profit (TTM)

STNE:

$7.19B

VIPS:

$18.92B

EBITDA (TTM)

STNE:

$4.23B

VIPS:

$6.97B

Returns By Period

In the year-to-date period, STNE achieves a 32.75% return, which is significantly higher than VIPS's 4.68% return.


STNE

YTD

32.75%

1M

14.01%

6M

-6.62%

1Y

-37.21%

5Y*

-9.92%

10Y*

N/A

VIPS

YTD

4.68%

1M

-16.52%

6M

-19.15%

1Y

-17.78%

5Y*

0.49%

10Y*

-6.58%

*Annualized

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Risk-Adjusted Performance

STNE vs. VIPS — Risk-Adjusted Performance Rank

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

STNE
The Risk-Adjusted Performance Rank of STNE is 2323
Overall Rank
The Sharpe Ratio Rank of STNE is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of STNE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of STNE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of STNE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of STNE is 3434
Martin Ratio Rank

VIPS
The Risk-Adjusted Performance Rank of VIPS is 3333
Overall Rank
The Sharpe Ratio Rank of VIPS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPS is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VIPS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VIPS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VIPS is 3030
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.

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.


The chart of Sharpe ratio for STNE, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.00
STNE: -0.75
VIPS: -0.41
The chart of Sortino ratio for STNE, currently valued at -0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
STNE: -0.97
VIPS: -0.33
The chart of Omega ratio for STNE, currently valued at 0.89, compared to the broader market0.501.001.502.00
STNE: 0.89
VIPS: 0.96
The chart of Calmar ratio for STNE, currently valued at -0.38, compared to the broader market0.001.002.003.004.00
STNE: -0.38
VIPS: -0.26
The chart of Martin ratio for STNE, currently valued at -0.97, compared to the broader market-10.000.0010.0020.00
STNE: -0.97
VIPS: -1.09

The current STNE Sharpe Ratio is -0.75, which is lower than the VIPS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of STNE and VIPS, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.75
-0.41
STNE
VIPS

Dividends

STNE vs. VIPS - Dividend Comparison

Neither STNE nor VIPS has paid dividends to shareholders.


TTM2024
STNE
StoneCo Ltd.
0.00%0.00%
VIPS
Vipshop Holdings Limited
0.00%3.19%

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.


-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2025FebruaryMarchApril
-88.76%
-68.29%
STNE
VIPS

Volatility

STNE vs. VIPS - Volatility Comparison

StoneCo Ltd. (STNE) has a higher volatility of 21.38% compared to Vipshop Holdings Limited (VIPS) at 10.72%. This indicates that STNE's price experiences larger fluctuations and is considered to be riskier than VIPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.38%
10.72%
STNE
VIPS

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items