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Alibaba Group Holding Ltd (9988.HK)

Equity · Currency in HKD · Last updated Jun 2, 2023

Company Info

SectorConsumer Cyclical
IndustryInternet Retail


Market CapHK$1.59T
PE Ratio20.51
PEG Ratio1.19
Revenue (TTM)HK$868.69B
Gross Profit (TTM)HK$314.36B
Year RangeHK$60.25 - HK$122.00
Target PriceHK$136.09

Share Price Chart

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The chart shows the growth of an initial investment of HK$10,000 in Alibaba Group Holding Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

S&P 500

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Alibaba Group Holding Ltd


Alibaba Group Holding Ltd had a return of -10.38% year-to-date (YTD) and -18.29% in the last 12 months. Over the past 10 years, Alibaba Group Holding Ltd had an annualized return of -22.79%, while the S&P 500 had an annualized return of 8.43%, indicating that Alibaba Group Holding Ltd did not perform as well as the benchmark.

1 month-6.08%0.91%
6 months-6.64%2.41%
1 year-18.29%-2.53%
5 years (annualized)-22.79%8.43%
10 years (annualized)-22.79%8.43%

Monthly Returns Heatmap


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Ltd (9988.HK) and S&P 500 (^GSPC). 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.

Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
Alibaba Group Holding Ltd
S&P 500

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Alibaba Group Holding Ltd Sharpe ratio is -0.13. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

Dividend History

Alibaba Group Holding Ltd doesn't pay dividends

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Alibaba Group Holding Ltd. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Alibaba Group Holding Ltd is 80.01%, recorded on Oct 31, 2022. The portfolio has not recovered from it yet.



To Bottom


To Recover



-80.01%Oct 29, 2020496Oct 31, 2022
-23.97%Jan 15, 202047Mar 23, 202069Jul 6, 2020116
-11.4%Sep 3, 202017Sep 25, 20209Oct 12, 202026
-10.86%Jul 10, 20205Jul 16, 202027Aug 24, 202032
-7.35%Nov 29, 20194Dec 4, 201911Dec 19, 201915

Volatility Chart

The current Alibaba Group Holding Ltd volatility is 10.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

9988.HK (Alibaba Group Holding Ltd)
Benchmark (^GSPC)