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AAPL vs. BABA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AAPL vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) 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, AAPL achieves a 13.84% return, which is significantly higher than BABA's -15.83% return. Over the past 10 years, AAPL has outperformed BABA with an annualized return of 29.23%, while BABA has yielded a comparatively lower 4.48% annualized return.


AAPL

1D
-7.35%
1M
0.09%
6M
19.27%
YTD
13.84%
1Y
53.24%
3Y*
16.99%
5Y*
16.79%
10Y*
29.23%
ALL TIME*
19.30%

BABA

1D
5.10%
1M
27.16%
6M
-27.24%
YTD
-15.83%
1Y
5.38%
3Y*
9.08%
5Y*
-7.82%
10Y*
4.48%
ALL TIME*
2.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.18B$17.68B$17.20B
$1.13B$1.37B$1.51B

AAPL vs. BABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAPL
Apple Inc
13.84%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%
BABA
Alibaba Group Holding Limited
-15.83%75.80%11.77%-10.83%-25.84%-48.96%9.73%54.74%-20.51%96.37%

Correlation

The correlation between AAPL and BABA is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.25

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.36

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

0.36

The correlation between AAPL and BABA shifts across timeframes, from 0.25 (3 years) to 0.36 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AAPL:

$4.54T

BABA:

$293.02B

EPS

AAPL:

$8.69

BABA:

CN¥33.85

PE Ratio

AAPL:

35.54

BABA:

24.38

PEG Ratio

AAPL:

4.68

BABA:

1.09

PS Ratio

AAPL:

9.82

BABA:

2.45

PB Ratio

AAPL:

42.38

BABA:

1.89

Total Revenue (TTM)

AAPL:

$466.82B

BABA:

CN¥811.51B

Gross Profit (TTM)

AAPL:

$227.12B

BABA:

CN¥332.88B

EBITDA (TTM)

AAPL:

$168.49B

BABA:

CN¥112.44B

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Return for Risk

AAPL vs. BABA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAPL
AAPL Risk / Return Rank: 8989
Overall Rank
AAPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8888
Sortino Ratio Rank
AAPL Omega Ratio Rank: 9090
Omega Ratio Rank
AAPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8888
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 4545
Overall Rank
BABA Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 4545
Sortino Ratio Rank
BABA Omega Ratio Rank: 4343
Omega Ratio Rank
BABA Calmar Ratio Rank: 4646
Calmar Ratio Rank
BABA Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAPL vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) 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.


AAPLBABADifference
Sharpe ratioReturn per unit of total volatility

+1.87

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.35

1.05

+0.31

Calmar ratioReturn relative to maximum drawdown

3.60

0.05

+3.55

Martin ratioReturn relative to average drawdown

8.56

0.09

+8.47

AAPL vs. BABA - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 1.92, which is higher than the BABA Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of AAPL 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

AAPL vs. BABA - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, roughly equal to the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for AAPL and BABA.


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Drawdown Indicators


AAPLBABADifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-80.09%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-49.47%

+35.67%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

-49.47%

+16.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-68.54%

+35.18%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

-80.09%

+41.57%

Current Drawdown

Current decline from peak

-9.17%

-59.04%

+49.87%

Average Drawdown

Average peak-to-trough decline

-29.52%

-37.84%

+8.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

24.79%

-19.00%

Volatility

AAPL vs. BABA - Volatility Comparison

The current volatility for Apple Inc (AAPL) is 11.52%, while Alibaba Group Holding Limited (BABA) has a volatility of 14.17%. This indicates that AAPL 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


AAPLBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.52%

14.17%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

29.11%

-8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

25.91%

45.09%

-19.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.02%

51.60%

-23.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.12%

43.64%

-14.52%

Dividends

AAPL vs. BABA - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.34%, less than BABA's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.34%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
BABA
Alibaba Group Holding Limited
0.86%1.36%1.96%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AAPL vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Apple Inc and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

AAPL vs. BABA - Profitability Comparison

The chart below illustrates the profitability comparison between Apple Inc and Alibaba Group Holding Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

AAPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Apple Inc reported a gross profit of 54.77B and revenue of 109.42B. Therefore, the gross margin over that period was 50.1%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.

AAPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Apple Inc reported an operating income of 35.70B and revenue of 109.42B, resulting in an operating margin of 32.6%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.

AAPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Apple Inc reported a net income of 29.79B and revenue of 109.42B, resulting in a net margin of 27.2%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.


Frequently Asked Questions


AAPL and BABA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BABA has higher volatility (14.17%) compared to AAPL (11.52%). In terms of maximum drawdown, AAPL dropped -81.80% vs BABA's -80.09%.

AAPL currently has the higher Sharpe Ratio (1.92 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

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