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ISIN
US01609W1027
CUSIP
01609W102
IPO Date
Sep 19, 2014

Highlights

Market Cap
$272.45B
Enterprise Value
$289.31B
EPS (TTM)
CN¥33.90
PE Ratio
22.55
PEG Ratio
1.01
Total Revenue (TTM)
CN¥811.51B
Gross Profit (TTM)
CN¥332.88B
EBITDA (TTM)
CN¥112.44B
Year Range
$103.71 - $192.67
Target Price
$193.20
ROA (TTM)
4.28%
ROE (TTM)
7.71%

Share Price Chart


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Performance

BABA Performance Chart

Alibaba Group Holding Limited (BABA) is down 22.3% since the beginning of the year. At $113 per share, BABA is trading 41.4% below its 52-week high of $193. Investors who bought $1,000 worth of BABA shares 5 years ago would now be looking at an investment worth $567.


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S&P 500 Index

Returns By Period

Alibaba Group Holding Limited (BABA) has returned -22.32% so far this year and 0.87% over the past 12 months. Over the last ten years, BABA has returned 4.42% per year, falling short of the S&P 500 Index benchmark, which averaged 13.61% annually.


Alibaba Group Holding Limited

1D
0.12%
1M
-14.13%
YTD
-22.32%
6M
-26.87%
1Y
0.87%
3Y*
11.06%
5Y*
-10.74%
10Y*
4.42%

Benchmark (S&P 500 Index)

1D
0.50%
1M
0.31%
YTD
8.56%
6M
8.85%
1Y
24.33%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABA Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2014, BABA's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 50% of months were positive and 50% were negative. The best month was Oct 2015 with a return of +42.2%, while the worst month was Nov 2021 at -22.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BABA closed higher 49% of trading days. The best single day was Mar 16, 2022 with a return of +36.8%, while the worst single day was Dec 24, 2020 at -13.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202615.68%-15.01%-12.94%5.12%-5.81%-8.34%-22.32%
202516.57%34.07%-0.21%-9.68%-4.68%1.31%6.37%11.91%32.39%-4.64%-7.70%-6.82%75.80%
2024-6.89%2.58%-2.26%3.44%4.66%-6.10%9.51%5.69%27.33%-7.67%-10.83%-2.95%11.77%
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%18.36%-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%

Benchmark Metrics

Alibaba Group Holding Limited has an annualized alpha of -1.32%, beta of 0.96, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since September 19, 2014.

  • This stock participated in 129.05% of S&P 500 Index downside but only 86.97% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.16 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.32%
Beta
0.96
0.16
Upside Capture
86.97%
Downside Capture
129.05%

Return for Risk

Risk / Return Rank

BABA ranks 39 for risk / return — below 39% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BABA Risk / Return Rank: 3939
Overall Rank
BABA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3838
Sortino Ratio Rank
BABA Omega Ratio Rank: 3636
Omega Ratio Rank
BABA Calmar Ratio Rank: 4040
Calmar Ratio Rank
BABA Martin Ratio Rank: 4040
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BABABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.92

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

1.03

1.34

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.06

2.53

-2.59

Martin ratioReturn relative to average drawdown

-0.12

11.37

-11.49

Dividends

Dividend History

Alibaba Group Holding Limited provided a 0.93% dividend yield over the last twelve months, with an annual payout of $1.05 per share. The company has been increasing its dividends for 2 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$1.05$2.00$1.66$1.00

Dividend yield

0.93%1.36%1.96%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
2026$0.00$0.00$0.00$0.00$0.00$1.05$1.05
2025$0.00$0.00$0.00$0.00$0.00$2.00$0.00$0.00$0.00$0.00$0.00$0.00$2.00
2024$0.00$0.00$0.00$0.00$0.00$1.66$0.00$0.00$0.00$0.00$0.00$0.00$1.66
2023$1.00$1.00

Dividend Yield & Payout


Dividend Yield

Alibaba Group Holding Limited has a dividend yield of 0.93%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.

Payout Ratio

Alibaba Group Holding Limited has a payout ratio of 40.87%, which is quite average when compared to the overall market. This suggests that Alibaba Group Holding Limited strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 62.20%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-80.09%Oct 2022
1y 12mo
5y 7moOct 2020 - now
2015 bear market2015
-51.83%Sep 2015
10mo 21d1y 7mo
2y 6moNov 2014 - May 2017
2019 bear market2019
-38.06%Jan 2019
6mo 22d11mo 21d
1y 6moJun 2018 - Dec 2019
COVID crash2020
-23.49%Mar 2020
2mo 9d3mo 15d
5mo 24dJan 2020 - Jul 2020
2018 correction2018
-18.37%Apr 2018
2mo 7d1mo 29d
4mo 6dJan 2018 - Jun 2018

Drawdown Indicators


BABABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-80.09%

-56.78%

-23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-39.94%

-9.10%

-30.84%

Max Drawdown (3Y)

Largest decline over 3 years

-39.94%

-18.90%

-21.04%

Max Drawdown (5Y)

Largest decline over 5 years

-72.48%

-25.43%

-47.05%

Max Drawdown (10Y)

Largest decline over 10 years

-80.09%

-33.92%

-46.17%

Current Drawdown

Current decline from peak

-62.20%

-2.34%

-59.86%

Average Drawdown

Average peak-to-trough decline

-37.56%

-10.72%

-26.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.58%

2.02%

+17.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

Valuation

The Valuation section provides an overview of how Alibaba Group Holding Limited is priced in the market compared to other companies in the Internet Retail industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for BABA, comparing it with other companies in the Internet Retail industry. Currently, BABA has a P/E ratio of 22.5. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for BABA compared to other companies in the Internet Retail industry. BABA currently has a PEG ratio of 1.0. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for BABA relative to other companies in the Internet Retail industry. Currently, BABA has a P/S ratio of 2.3. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for BABA in comparison with other companies in the Internet Retail industry. Currently, BABA has a P/B value of 1.7. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



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
Portfolio Analyzer

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