VIPS vs. STNE

Last updated Apr 1, 2026

Compare and contrast key facts about Vipshop Holdings Limited (VIPS) and StoneCo Ltd. (STNE).

Performance

VIPS vs. STNE - Performance Comparison

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

VIPS vs. STNE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VIPS Vipshop Holdings Limited	-11.14%	36.31%	-22.25%	30.21%	62.38%	-70.12%	98.38%	159.52%	13.51%
STNE StoneCo Ltd.	-4.53%	85.57%	-55.80%	91.00%	-44.01%	-79.91%	110.38%	116.32%	-41.18%

Fundamentals

Market Cap VIPS : $7.94B STNE : $3.67B
EPS VIPS : $14.28 STNE : $8.50
PE Ratio VIPS : 1.10 STNE : 1.66
PEG Ratio VIPS : 0.05 STNE : 0.02
PS Ratio VIPS : 0.08 STNE : 0.35
PB Ratio VIPS : 0.19 STNE : 0.33
Total Revenue (TTM) VIPS : $105.81B STNE : $10.82B
Gross Profit (TTM) VIPS : $24.49B STNE : $7.41B
EBITDA (TTM) VIPS : $9.24B STNE : $5.09B

Returns By Period

In the year-to-date period, VIPS achieves a -11.14% return, which is significantly lower than STNE's -4.53% 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%

STNE

• 1D: 3.90%
• 1M: -15.95%
• YTD: -4.53%
• 6M: -25.33%
• 1Y: 34.73%
• 3Y*: 13.96%
• 5Y*: -26.14%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VIPS vs. STNE — Risk / Return Rank

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

VIPS

VIPS Risk / Return Rank: 43
VIPS Sharpe Ratio Rank: 46
VIPS Sortino Ratio Rank: 41
VIPS Omega Ratio Rank: 40
VIPS Calmar Ratio Rank: 43
VIPS Martin Ratio Rank: 43

STNE

STNE Risk / Return Rank: 63
STNE Sharpe Ratio Rank: 66
STNE Sortino Ratio Rank: 61
STNE Omega Ratio Rank: 61
STNE Calmar Ratio Rank: 63
STNE Martin Ratio Rank: 61

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. STNE - Risk-Adjusted Trends 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.

	VIPS	STNE	Difference
Sharpe ratio Return per unit of total volatility	0.12	0.68	-0.56
Sortino ratio Return per unit of downside risk	0.40	1.18	-0.77
Omega ratio Gain probability vs. loss probability	1.05	1.16	-0.11
Calmar ratio Return relative to maximum drawdown	0.05	0.91	-0.86
Martin ratio Return relative to average drawdown	0.10	1.91	-1.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIPS vs. STNE - Sharpe Ratio Comparison

The current VIPS Sharpe Ratio is 0.12, which is lower than the STNE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of VIPS and STNE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VIPS	STNE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	0.68	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	-0.41	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	-0.15	+0.62

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.

Dividends

VIPS vs. STNE - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.05%, while STNE has not paid dividends to shareholders.

	TTM	2025	2024
VIPS Vipshop Holdings Limited	3.05%	2.71%	3.19%
STNE StoneCo Ltd.	0.00%	0.00%	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.

Drawdown Indicators

	VIPS	STNE	Difference
Max Drawdown Largest peak-to-trough decline	-86.75%	-92.31%	+5.56%
Max Drawdown (1Y) Largest decline over 1 year	-25.58%	-31.40%	+5.82%
Max Drawdown (5Y) Largest decline over 5 years	-81.75%	-89.72%	+7.97%
Max Drawdown (10Y) Largest decline over 10 years	-86.75%	—	—
Current Drawdown Current decline from peak	-63.30%	-84.99%	+21.69%
Average Drawdown Average peak-to-trough decline	-48.13%	-60.53%	+12.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.08%	14.92%	-3.84%

Volatility

VIPS vs. STNE - Volatility Comparison

The current volatility for Vipshop Holdings Limited (VIPS) is 10.40%, while StoneCo Ltd. (STNE) has a volatility of 25.16%. This indicates that VIPS experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VIPS	STNE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.40%	25.16%	-14.76%
Volatility (6M) Calculated over the trailing 6-month period	25.99%	40.93%	-14.94%
Volatility (1Y) Calculated over the trailing 1-year period	35.30%	51.64%	-16.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.05%	64.72%	-10.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.61%	67.88%	-12.27%

Financials