VIPS vs. STNE
Compare and contrast key facts about Vipshop Holdings Limited (VIPS) and StoneCo Ltd. (STNE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIPS or STNE.
Key characteristics
| VIPS | STNE | |
|---|---|---|
| YTD Return | -20.00% | -35.72% |
| 1Y Return | -0.64% | -4.21% |
| 3Y Return (Ann) | 3.26% | -27.43% |
| 5Y Return (Ann) | 3.36% | -20.75% |
| Sharpe Ratio | -0.01 | 0.20 |
| Sortino Ratio | 0.33 | 0.58 |
| Omega Ratio | 1.04 | 1.07 |
| Calmar Ratio | -0.01 | 0.09 |
| Martin Ratio | -0.03 | 0.33 |
| Ulcer Index | 19.53% | 24.27% |
| Daily Std Dev | 47.45% | 40.68% |
| Max Drawdown | -86.75% | -92.31% |
| Current Drawdown | -68.83% | -87.68% |
Fundamentals
| VIPS | STNE | |
|---|---|---|
| Market Cap | $7.39B | $3.54B |
| EPS | $2.11 | $1.03 |
| PE Ratio | 6.57 | 11.22 |
| Total Revenue (TTM) | $81.40B | $9.12B |
| Gross Profit (TTM) | $19.23B | $6.63B |
| EBITDA (TTM) | $5.40B | $2.02B |
Correlation
The correlation between VIPS and STNE 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
VIPS vs. STNE - Performance Comparison
In the year-to-date period, VIPS achieves a -20.00% return, which is significantly higher than STNE's -35.72% 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. STNE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) and StoneCo Ltd. (STNE). 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. STNE - Dividend Comparison
VIPS's dividend yield for the trailing twelve months is around 3.10%, while STNE has not paid dividends to shareholders.
| TTM | |
|---|---|
VIPS Vipshop Holdings Limited | 3.10% |
STNE StoneCo Ltd. | 0.00% |
Drawdowns
VIPS vs. STNE - Drawdown Comparison
The maximum VIPS drawdown since its inception was -86.75%, smaller than the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for VIPS and STNE. For additional features, visit the drawdowns tool.
Volatility
VIPS vs. STNE - Volatility Comparison
Vipshop Holdings Limited (VIPS) has a higher volatility of 12.09% compared to StoneCo Ltd. (STNE) at 7.78%. This indicates that VIPS's price experiences larger fluctuations and is considered to be riskier than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VIPS vs. STNE - Financials Comparison
This section allows you to compare key financial metrics between Vipshop Holdings Limited and StoneCo Ltd.. 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