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VIPS vs. BABA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

VIPS vs. BABA - Performance Comparison

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

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VIPS vs. BABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIPS
Vipshop Holdings Limited
-11.14%36.31%-22.25%30.21%62.38%-70.12%98.38%159.52%-53.41%6.45%
BABA
Alibaba Group Holding Limited
-14.41%75.80%11.77%-10.83%-25.84%-48.96%9.73%54.74%-20.51%96.37%

Fundamentals

Market Cap

VIPS:

$7.94B

BABA:

$302.83B

EPS

VIPS:

$14.28

BABA:

$37.64

PE Ratio

VIPS:

1.10

BABA:

3.33

PEG Ratio

VIPS:

0.05

BABA:

0.26

PS Ratio

VIPS:

0.08

BABA:

0.30

PB Ratio

VIPS:

0.19

BABA:

0.29

Total Revenue (TTM)

VIPS:

$105.81B

BABA:

$1.01T

Gross Profit (TTM)

VIPS:

$24.49B

BABA:

$411.95B

EBITDA (TTM)

VIPS:

$9.24B

BABA:

$132.37B

Returns By Period

In the year-to-date period, VIPS achieves a -11.14% return, which is significantly higher than BABA's -14.41% return. Over the past 10 years, VIPS has underperformed BABA with an annualized return of 2.49%, while BABA has yielded a comparatively higher 5.31% annualized return.


VIPS

1D
-1.75%
1M
-9.76%
YTD
-11.14%
6M
-19.96%
1Y
4.06%
3Y*
3.29%
5Y*
-11.11%
10Y*
2.49%

BABA

1D
2.85%
1M
-12.94%
YTD
-14.41%
6M
-29.80%
1Y
-3.52%
3Y*
8.94%
5Y*
-10.05%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VIPS vs. BABA — Risk / Return Rank

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

VIPS
VIPS Risk / Return Rank: 4343
Overall Rank
VIPS Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
VIPS Sortino Ratio Rank: 4141
Sortino Ratio Rank
VIPS Omega Ratio Rank: 4040
Omega Ratio Rank
VIPS Calmar Ratio Rank: 4343
Calmar Ratio Rank
VIPS Martin Ratio Rank: 4343
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 3838
Overall Rank
BABA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3636
Sortino Ratio Rank
BABA Omega Ratio Rank: 3636
Omega Ratio Rank
BABA Calmar Ratio Rank: 3939
Calmar Ratio Rank
BABA Martin Ratio Rank: 3838
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.

VIPS vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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.


VIPSBABADifference

Sharpe ratio

Return per unit of total volatility

0.12

-0.08

+0.19

Sortino ratio

Return per unit of downside risk

0.40

0.23

+0.17

Omega ratio

Gain probability vs. loss probability

1.05

1.03

+0.03

Calmar ratio

Return relative to maximum drawdown

0.05

-0.10

+0.15

Martin ratio

Return relative to average drawdown

0.10

-0.24

+0.34

VIPS vs. BABA - Sharpe Ratio Comparison

The current VIPS Sharpe Ratio is 0.12, which is higher than the BABA Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of VIPS 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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Sharpe Ratios by Period


VIPSBABADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-0.08

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.20

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.12

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.07

+0.40

Correlation

The correlation between VIPS and BABA is 0.51, 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.


Dividends

VIPS vs. BABA - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.05%, more than BABA's 1.59% yield.


TTM202520242023
VIPS
Vipshop Holdings Limited
3.05%2.71%3.19%0.00%
BABA
Alibaba Group Holding Limited
1.59%1.36%1.96%1.29%

Drawdowns

VIPS vs. BABA - Drawdown Comparison

The maximum VIPS drawdown since its inception was -86.75%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for VIPS and BABA.


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Drawdown Indicators


VIPSBABADifference

Max Drawdown

Largest peak-to-trough decline

-86.75%

-80.09%

-6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-25.58%

-35.58%

+10.00%

Max Drawdown (5Y)

Largest decline over 5 years

-81.75%

-74.12%

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-80.09%

-6.66%

Current Drawdown

Current decline from peak

-63.30%

-58.34%

-4.96%

Average Drawdown

Average peak-to-trough decline

-48.13%

-37.23%

-10.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

15.43%

-4.35%

Volatility

VIPS vs. BABA - Volatility Comparison

The current volatility for Vipshop Holdings Limited (VIPS) is 10.40%, while Alibaba Group Holding Limited (BABA) has a volatility of 12.47%. This indicates that VIPS experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIPSBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

12.47%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

25.99%

29.36%

-3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

35.30%

45.97%

-10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.05%

51.12%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.61%

43.22%

+12.39%

Financials

VIPS vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Vipshop Holdings Limited 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


50.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
32.47B
280.91B
(VIPS) Total Revenue
(BABA) Total Revenue
Values in USD except per share items

VIPS vs. BABA - Profitability Comparison

The chart below illustrates the profitability comparison between Vipshop Holdings Limited 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

20.0%25.0%30.0%35.0%40.0%45.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
22.9%
40.2%
Portfolio components
VIPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Vipshop Holdings Limited reported a gross profit of 7.44B and revenue of 32.47B. Therefore, the gross margin over that period was 22.9%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported a gross profit of 112.89B and revenue of 280.91B. Therefore, the gross margin over that period was 40.2%.

VIPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Vipshop Holdings Limited reported an operating income of 2.90B and revenue of 32.47B, resulting in an operating margin of 8.9%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported an operating income of 18.44B and revenue of 280.91B, resulting in an operating margin of 6.6%.

VIPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Vipshop Holdings Limited reported a net income of 2.59B and revenue of 32.47B, resulting in a net margin of 8.0%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported a net income of 16.16B and revenue of 280.91B, resulting in a net margin of 5.8%.