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Alibaba Group Holding Limited (BABA)

Equity · Currency in USD · Last updated Mar 24, 2023

Alibaba Group Holding Limited is a Chinese multinational technology company specializing in e-commerce, retail, internet, and technology services. It operates various services and products, including Taobao, Tmall, AliExpress, and Alibaba Cloud. Founded in 1999, it is one of the world's largest companies and is listed on the Hong Kong Stock Exchange.

Share Price Chart

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The chart shows the growth of $10,000 invested in Alibaba Group Holding Limited in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,215 for a total return of roughly -7.85%. All prices are adjusted for splits and dividends.

BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

S&P 500

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Alibaba Group Holding Limited had a return of -1.78% year-to-date (YTD) and -24.76% in the last 12 months. Over the past 10 years, Alibaba Group Holding Limited had an annualized return of -0.96%, while the S&P 500 had an annualized return of 8.27%, indicating that Alibaba Group Holding Limited did not perform as well as the benchmark.

1 month-13.49%-3.20%
6 months6.03%4.19%
1 year-24.76%-12.48%
5 years (annualized)-13.76%8.83%
10 years (annualized)-0.96%8.27%

Monthly Returns Heatmap


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 Limited Sharpe ratio is -0.41. 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.

BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

Dividend History

Alibaba Group Holding Limited doesn't pay dividends

Drawdowns Chart

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

BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Alibaba Group Holding Limited. 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 Limited is 80.09%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.



To Bottom


To Recover



-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
-11.63%Nov 27, 20177Dec 5, 201732Jan 23, 201839
-10.22%Sep 2, 20206Sep 10, 202020Oct 8, 202026
-9.52%Sep 22, 201417Oct 14, 20147Oct 23, 201424
-7.83%Oct 12, 201710Oct 25, 20174Oct 31, 201714
-7.29%Jul 10, 20205Jul 16, 202013Aug 4, 202018

Volatility Chart

Current Alibaba Group Holding Limited volatility is 31.43%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

BABA (Alibaba Group Holding Limited)
Benchmark (^GSPC)

Portfolios with Alibaba Group Holding Limited

Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownSharpe RatioExpense Ratio
FANG Plus Portfolio30.92%24.47%0.08%28.65%-44.19%-0.120.00%