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ADBE vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ADBE vs. BABA - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
3.69%
2.00%
ADBE
BABA

Returns By Period

In the year-to-date period, ADBE achieves a -16.26% return, which is significantly lower than BABA's 13.34% return. Over the past 10 years, ADBE has outperformed BABA with an annualized return of 21.55%, while BABA has yielded a comparatively lower -2.16% annualized return.


ADBE

YTD

-16.26%

1M

0.95%

6M

3.69%

1Y

-18.46%

5Y (annualized)

10.86%

10Y (annualized)

21.55%

BABA

YTD

13.34%

1M

-14.96%

6M

2.00%

1Y

13.46%

5Y (annualized)

-13.64%

10Y (annualized)

-2.16%

Fundamentals


ADBEBABA
Market Cap$221.58B$214.42B
EPS$11.74$3.86
PE Ratio42.5522.95
PEG Ratio1.630.65
Total Revenue (TTM)$20.95B$708.35B
Gross Profit (TTM)$18.49B$262.37B
EBITDA (TTM)$8.64B$100.28B

Key characteristics


ADBEBABA
Sharpe Ratio-0.500.40
Sortino Ratio-0.500.86
Omega Ratio0.931.10
Calmar Ratio-0.470.19
Martin Ratio-1.001.51
Ulcer Index17.16%9.75%
Daily Std Dev34.24%36.64%
Max Drawdown-79.89%-80.09%
Current Drawdown-27.42%-71.93%

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Correlation

-0.50.00.51.00.4

The correlation between ADBE and BABA is 0.38, 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.

Risk-Adjusted Performance

ADBE vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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 ADBE, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.40
The chart of Sortino ratio for ADBE, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.86
The chart of Omega ratio for ADBE, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.10
The chart of Calmar ratio for ADBE, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.470.19
The chart of Martin ratio for ADBE, currently valued at -1.00, compared to the broader market-10.000.0010.0020.0030.00-1.001.51
ADBE
BABA

The current ADBE Sharpe Ratio is -0.50, which is lower than the BABA Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ADBE 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.50
0.40
ADBE
BABA

Dividends

ADBE vs. BABA - Dividend Comparison

ADBE has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.91%.


TTM2023
ADBE
Adobe Inc
0.00%0.00%
BABA
Alibaba Group Holding Limited
1.91%1.29%

Drawdowns

ADBE vs. BABA - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, roughly equal to the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for ADBE and BABA. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-27.42%
-71.93%
ADBE
BABA

Volatility

ADBE vs. BABA - Volatility Comparison

The current volatility for Adobe Inc (ADBE) is 8.98%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.11%. This indicates that ADBE 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%JuneJulyAugustSeptemberOctoberNovember
8.98%
10.11%
ADBE
BABA

Financials

ADBE vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Adobe 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