ABEA.DE vs. BABA
ABEA.DE (Alphabet Inc Class A) and BABA (Alibaba Group Holding Limited) are both stocks. ABEA.DE operates in Internet Content & Information (Communication Services), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 10 years, ABEA.DE returned 25.83%/yr vs 4.91%/yr for BABA. At a 0.27 correlation, their price movements are largely independent.
Performance
ABEA.DE vs. BABA - Performance Comparison
Loading charts...
Different Trading Currencies
ABEA.DE is traded in EUR, while BABA is traded in USD. To make them comparable, the BABA values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABEA.DE achieves a 19.53% return, which is significantly higher than BABA's -15.79% return. Over the past 10 years, ABEA.DE has outperformed BABA with an annualized return of 25.83%, while BABA has yielded a comparatively lower 4.91% annualized return.
ABEA.DE
- 1D
- 2.83%
- 1M
- -5.52%
- YTD
- 19.53%
- 6M
- 15.76%
- 1Y
- 115.20%
- 3Y*
- 39.22%
- 5Y*
- 26.69%
- 10Y*
- 25.83%
BABA
- 1D
- -3.11%
- 1M
- -12.72%
- YTD
- -15.79%
- 6M
- -22.73%
- 1Y
- 1.94%
- 3Y*
- 10.92%
- 5Y*
- -9.28%
- 10Y*
- 4.91%
ABEA.DE vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 19.53% | 46.65% | 44.40% | 54.77% | -36.92% | 80.66% | 18.64% | 31.56% | 4.53% | 16.33% |
BABA Alibaba Group Holding Limited | -15.79% | 54.93% | 19.15% | -13.50% | -21.25% | -45.14% | 0.68% | 58.23% | -16.78% | 72.23% |
Correlation
The correlation between ABEA.DE and BABA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2014 | 0.27 |
The correlation between ABEA.DE and BABA shifts across timeframes, from 0.14 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ABEA.DE vs. BABA — Risk / Return Rank
ABEA.DE
BABA
ABEA.DE vs. BABA - Risk-Adjusted Trends 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.
| ABEA.DE | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.21 | ||
| Sortino ratioReturn per unit of downside risk | +5.02 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.05 | +0.61 |
| Calmar ratioReturn relative to maximum drawdown | 6.78 | 0.05 | +6.72 |
| Martin ratioReturn relative to average drawdown | 22.68 | 0.10 | +22.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ABEA.DE | BABA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.26 | 0.04 | +4.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | -0.19 | +1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.11 | +0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.09 | +0.76 |
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 -76.43%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and BABA.
Loading charts...
Drawdown Indicators
| ABEA.DE | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -76.43% | +16.12% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -36.11% | +18.72% |
Max Drawdown (3Y)Largest decline over 3 years | -33.71% | -36.11% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -38.63% | -67.12% | +28.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -76.43% | +37.80% |
Current DrawdownCurrent decline from peak | -8.18% | -58.87% | +50.69% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -34.74% | +22.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | 18.69% | -13.48% |
Volatility
ABEA.DE vs. BABA - Volatility Comparison
The current volatility for Alphabet Inc Class A (ABEA.DE) is 7.65%, while Alibaba Group Holding Limited (BABA) has a volatility of 13.04%. 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.
Loading charts...
Volatility by Period
| ABEA.DE | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 13.04% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 28.74% | -10.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.70% | 43.55% | -15.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.64% | 50.21% | -20.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 42.84% | -15.11% |
Dividends
ABEA.DE vs. BABA - Dividend Comparison
ABEA.DE's dividend yield for the trailing twelve months is around 0.23%, less than BABA's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 0.23% | 0.27% | 0.30% | 0.00% |
BABA Alibaba Group Holding Limited | 1.65% | 1.36% | 1.96% | 1.29% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ABEA.DE and BABA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ABEA.DE 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.
Open Portfolio Optimizer