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Alibaba Group Holding Limited (BABA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS01609W1027
CUSIP01609W102
SectorConsumer Cyclical
IndustryInternet Retail

Highlights

Market Cap$191.76B
EPS (TTM)$4.40
PE Ratio18.02
PEG Ratio0.55
Total Revenue (TTM)$941.17B
Gross Profit (TTM)$352.76B
EBITDA (TTM)$141.81B
Year Range$66.63 - $101.14
Target Price$109.72
Short %3.67%
Short Ratio2.77

Share Price Chart


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Alibaba Group Holding Limited

Popular comparisons: BABA vs. JD, BABA vs. BIDU, BABA vs. SPY, BABA vs. ADBE, BABA vs. AMZN, BABA vs. NIO, BABA vs. QQQ, BABA vs. AAPL, BABA vs. JNJ, BABA vs. SCHD

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%25.00%2024FebruaryMarchAprilMayJune
10.47%
14.20%
BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Alibaba Group Holding Limited had a return of 0.50% year-to-date (YTD) and -8.05% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.50%12.69%
1 month-2.67%2.92%
6 months10.59%15.76%
1 year-8.05%23.89%
5 years (annualized)-13.24%13.23%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of BABA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.89%2.58%-2.26%3.44%4.66%0.50%
202325.10%-20.34%16.39%-17.12%-6.07%4.78%22.57%-9.06%-6.63%-4.84%-9.28%4.90%-10.83%
20225.89%-16.38%3.43%-10.76%-1.07%18.35%-21.38%6.76%-16.16%-20.52%37.72%0.61%-25.84%
20219.07%-6.33%-4.64%1.86%-7.36%5.99%-13.93%-14.45%-11.34%11.41%-22.68%-6.85%-48.96%
2020-2.60%0.68%-6.50%4.21%2.33%4.01%16.37%14.35%2.42%3.64%-13.56%-11.63%9.73%
201922.92%8.63%-0.32%1.71%-19.57%13.53%2.16%1.11%-4.46%5.64%13.21%6.05%54.74%
201818.48%-8.88%-1.40%-2.72%10.91%-6.30%0.92%-6.53%-5.86%-13.64%13.06%-14.79%-20.51%
201715.37%1.57%4.79%7.11%6.03%15.06%9.97%10.84%0.56%7.05%-4.22%-2.63%96.37%
2016-17.52%2.66%14.85%-2.64%6.58%-3.01%3.71%17.83%8.85%-3.88%-7.54%-6.60%8.05%
2015-14.30%-4.45%-2.21%-2.34%9.88%-7.89%-4.78%-15.60%-10.81%42.16%0.30%-3.34%-21.81%
2014-5.37%10.97%13.23%-6.90%10.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BABA is 37, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BABA is 3737
BABA (Alibaba Group Holding Limited)
The Sharpe Ratio Rank of BABA is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 3333Sortino Ratio Rank
The Omega Ratio Rank of BABA is 3333Omega Ratio Rank
The Calmar Ratio Rank of BABA is 4141Calmar Ratio Rank
The Martin Ratio Rank of BABA is 4040Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BABA
Sharpe ratio
The chart of Sharpe ratio for BABA, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.00-0.22
Sortino ratio
The chart of Sortino ratio for BABA, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.006.00-0.07
Omega ratio
The chart of Omega ratio for BABA, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for BABA, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10
Martin ratio
The chart of Martin ratio for BABA, currently valued at -0.36, compared to the broader market0.0010.0020.0030.00-0.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-2.00-1.000.001.002.003.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.008.30

Sharpe Ratio

The current Alibaba Group Holding Limited Sharpe ratio is -0.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Alibaba Group Holding Limited with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
-0.22
2.21
BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Alibaba Group Holding Limited granted a 1.28% dividend yield in the last twelve months. The annual payout for that period amounted to $1.00 per share.


PeriodTTM2023
Dividend$1.00$1.00

Dividend yield

1.28%1.29%

Monthly Dividends

The table displays the monthly dividend distributions for Alibaba Group Holding Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$1.00$1.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.3%
Alibaba Group Holding Limited has a dividend yield of 1.28%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%4.3%
Alibaba Group Holding Limited has a payout ratio of 4.28%, which is below the market average. This means Alibaba Group Holding Limited returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%2024FebruaryMarchAprilMayJune
-75.11%
0
BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Alibaba Group Holding Limited. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Alibaba Group Holding Limited was 80.09%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Alibaba Group Holding Limited drawdown is 75.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.09%Oct 28, 2020501Oct 24, 2022
-51.83%Nov 11, 2014221Sep 28, 2015406May 9, 2017627
-38.06%Jun 15, 2018139Jan 3, 2019244Dec 20, 2019383
-23.49%Jan 14, 202048Mar 23, 202072Jul 6, 2020120
-18.37%Jan 29, 201848Apr 6, 201840Jun 4, 201888

Volatility

Volatility Chart

The current Alibaba Group Holding Limited volatility is 13.42%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%2024FebruaryMarchAprilMayJune
13.42%
2.41%
BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Alibaba Group Holding Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items