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ABEA.DE vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ABEA.DE and BABA is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ABEA.DE vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc Class A (ABEA.DE) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember
5.50%
17.84%
ABEA.DE
BABA

Key characteristics

Sharpe Ratio

ABEA.DE:

1.67

BABA:

0.34

Sortino Ratio

ABEA.DE:

2.31

BABA:

0.79

Omega Ratio

ABEA.DE:

1.32

BABA:

1.09

Calmar Ratio

ABEA.DE:

2.04

BABA:

0.16

Martin Ratio

ABEA.DE:

5.07

BABA:

0.99

Ulcer Index

ABEA.DE:

9.35%

BABA:

12.81%

Daily Std Dev

ABEA.DE:

28.32%

BABA:

37.65%

Max Drawdown

ABEA.DE:

-60.31%

BABA:

-80.09%

Current Drawdown

ABEA.DE:

-2.12%

BABA:

-72.59%

Fundamentals

Market Cap

ABEA.DE:

€2.30T

BABA:

$202.56B

EPS

ABEA.DE:

€7.24

BABA:

$4.82

PE Ratio

ABEA.DE:

25.44

BABA:

17.65

PEG Ratio

ABEA.DE:

1.25

BABA:

0.56

Total Revenue (TTM)

ABEA.DE:

€339.86B

BABA:

$944.85B

Gross Profit (TTM)

ABEA.DE:

€196.59B

BABA:

$354.85B

EBITDA (TTM)

ABEA.DE:

€124.94B

BABA:

$154.30B

Returns By Period

In the year-to-date period, ABEA.DE achieves a 45.81% return, which is significantly higher than BABA's 10.68% return. Over the past 10 years, ABEA.DE has outperformed BABA with an annualized return of 23.56%, while BABA has yielded a comparatively lower -1.94% annualized return.


ABEA.DE

YTD

45.81%

1M

15.20%

6M

7.41%

1Y

45.69%

5Y*

24.52%

10Y*

23.56%

BABA

YTD

10.68%

1M

-1.77%

6M

18.14%

1Y

11.06%

5Y*

-16.63%

10Y*

-1.94%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ABEA.DE vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for ABEA.DE, currently valued at 1.44, compared to the broader market-4.00-2.000.002.001.440.48
The chart of Sortino ratio for ABEA.DE, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.050.98
The chart of Omega ratio for ABEA.DE, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.11
The chart of Calmar ratio for ABEA.DE, currently valued at 1.85, compared to the broader market0.002.004.006.001.850.23
The chart of Martin ratio for ABEA.DE, currently valued at 4.53, compared to the broader market0.005.0010.0015.0020.0025.004.531.38
ABEA.DE
BABA

The current ABEA.DE Sharpe Ratio is 1.67, which is higher than the BABA Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ABEA.DE and BABA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
1.44
0.48
ABEA.DE
BABA

Dividends

ABEA.DE vs. BABA - Dividend Comparison

ABEA.DE's dividend yield for the trailing twelve months is around 0.30%, less than BABA's 0.78% yield.


TTM2023
ABEA.DE
Alphabet Inc Class A
0.30%0.00%
BABA
Alibaba Group Holding Limited
0.78%1.29%

Drawdowns

ABEA.DE vs. BABA - Drawdown Comparison

The maximum ABEA.DE drawdown since its inception was -60.31%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and BABA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-2.73%
-72.59%
ABEA.DE
BABA

Volatility

ABEA.DE vs. BABA - Volatility Comparison

The current volatility for Alphabet Inc Class A (ABEA.DE) is 7.67%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.46%. This indicates that ABEA.DE 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
7.67%
10.46%
ABEA.DE
BABA

Financials

ABEA.DE vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Alphabet Inc Class A 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


Please note, different currencies. ABEA.DE values in EUR, BABA values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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