VIPS vs. BABA
Compare and contrast key facts about Vipshop Holdings Limited (VIPS) and Alibaba Group Holding Limited (BABA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPS or BABA.
Key characteristics
| VIPS | BABA | |
|---|---|---|
| YTD Return | -20.00% | 19.42% |
| 1Y Return | -0.64% | 14.02% |
| 3Y Return (Ann) | 3.26% | -17.52% |
| 5Y Return (Ann) | 3.36% | -12.53% |
| 10Y Return (Ann) | -5.30% | -2.03% |
| Sharpe Ratio | -0.01 | 0.35 |
| Sortino Ratio | 0.33 | 0.78 |
| Omega Ratio | 1.04 | 1.09 |
| Calmar Ratio | -0.01 | 0.17 |
| Martin Ratio | -0.03 | 1.04 |
| Ulcer Index | 19.53% | 12.81% |
| Daily Std Dev | 47.45% | 37.87% |
| Max Drawdown | -86.75% | -80.09% |
| Current Drawdown | -68.83% | -70.42% |
Fundamentals
| VIPS | BABA | |
|---|---|---|
| Market Cap | $7.39B | $222.85B |
| EPS | $2.11 | $3.87 |
| PE Ratio | 6.57 | 23.72 |
| PEG Ratio | 32.44 | 0.68 |
| Total Revenue (TTM) | $81.40B | $708.35B |
| Gross Profit (TTM) | $19.23B | $264.16B |
| EBITDA (TTM) | $5.40B | $67.59B |
Correlation
The correlation between VIPS and BABA is 0.52, 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.
Performance
VIPS vs. BABA - Performance Comparison
In the year-to-date period, VIPS achieves a -20.00% return, which is significantly lower than BABA's 19.42% return. Over the past 10 years, VIPS has underperformed BABA with an annualized return of -5.30%, while BABA has yielded a comparatively higher -2.03% annualized 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
VIPS vs. BABA - Risk-Adjusted Performance 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.
Dividends
VIPS vs. BABA - Dividend Comparison
VIPS's dividend yield for the trailing twelve months is around 3.10%, more than BABA's 1.81% yield.
| TTM | 2023 | |
|---|---|---|
VIPS Vipshop Holdings Limited | 3.10% | 0.00% |
BABA Alibaba Group Holding Limited | 1.81% | 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. For additional features, visit the drawdowns tool.
Volatility
VIPS vs. BABA - Volatility Comparison
Vipshop Holdings Limited (VIPS) has a higher volatility of 12.09% compared to Alibaba Group Holding Limited (BABA) at 11.47%. This indicates that VIPS'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.
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.
Total Revenue: Total amount of money received from sales and other business activities