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^GSPC vs. BABA
Performance
Return for Risk
Drawdowns
Volatility

Performance

^GSPC vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Index (^GSPC) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^GSPC achieves a 8.56% return, which is significantly higher than BABA's -22.32% return. Over the past 10 years, ^GSPC has outperformed BABA with an annualized return of 13.61%, while BABA has yielded a comparatively lower 4.42% annualized return.


^GSPC

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%

BABA

1D
0.12%
1M
-21.91%
YTD
-22.32%
6M
-26.87%
1Y
-2.37%
3Y*
11.06%
5Y*
-10.74%
10Y*
4.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^GSPC vs. BABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^GSPC
S&P 500 Index
8.56%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%
BABA
Alibaba Group Holding Limited
-22.32%75.80%11.77%-10.83%-25.84%-48.96%9.73%54.74%-20.51%96.37%

Correlation

The correlation between ^GSPC and BABA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2014

0.43

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Return for Risk

^GSPC vs. BABA — Risk / Return Rank

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

^GSPC
^GSPC Risk / Return Rank: 7373
Overall Rank
^GSPC Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6969
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7777
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6666
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8282
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 4040
Overall Rank
BABA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3838
Sortino Ratio Rank
BABA Omega Ratio Rank: 3737
Omega Ratio Rank
BABA Calmar Ratio Rank: 4141
Calmar Ratio Rank
BABA Martin Ratio Rank: 4141
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.

^GSPC vs. BABA - Risk-Adjusted Trends Comparison

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

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.


^GSPCBABADifference
Sharpe ratioReturn per unit of total volatility

+1.92

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.34

1.03

+0.31

Calmar ratioReturn relative to maximum drawdown

2.53

-0.06

+2.59

Martin ratioReturn relative to average drawdown

11.37

-0.12

+11.49

^GSPC vs. BABA - Sharpe Ratio Comparison

The current ^GSPC Sharpe Ratio is 1.86, which is higher than the BABA Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ^GSPC and BABA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^GSPC vs. BABA - Drawdown Comparison

The maximum ^GSPC drawdown since its inception was -56.78%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for ^GSPC and BABA.


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Drawdown Indicators


^GSPCBABADifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-80.09%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-39.94%

+30.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

-39.94%

+21.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-72.48%

+47.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

-80.09%

+46.17%

Current Drawdown

Current decline from peak

-2.34%

-62.20%

+59.86%

Average Drawdown

Average peak-to-trough decline

-10.72%

-37.56%

+26.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

19.58%

-17.56%

Volatility

^GSPC vs. BABA - Volatility Comparison

The current volatility for S&P 500 Index (^GSPC) is 4.43%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.07%. This indicates that ^GSPC experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^GSPCBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

10.07%

-5.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

29.24%

-19.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

43.83%

-31.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

51.40%

-34.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

43.40%

-25.31%

Frequently Asked Questions


^GSPC and BABA have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BABA has higher volatility (10.07%) compared to ^GSPC (4.43%). In terms of maximum drawdown, ^GSPC dropped -56.78% vs BABA's -80.09%.

^GSPC currently has the higher Sharpe Ratio (1.86 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^GSPC and BABA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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