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AHLA.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AHLA.DE and VOO is 0.31, 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.


Performance

AHLA.DE vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AHLA.DE:

1.15

VOO:

0.52

Sortino Ratio

AHLA.DE:

1.77

VOO:

0.89

Omega Ratio

AHLA.DE:

1.22

VOO:

1.13

Calmar Ratio

AHLA.DE:

0.70

VOO:

0.57

Martin Ratio

AHLA.DE:

3.41

VOO:

2.18

Ulcer Index

AHLA.DE:

15.14%

VOO:

4.85%

Daily Std Dev

AHLA.DE:

45.00%

VOO:

19.11%

Max Drawdown

AHLA.DE:

-76.63%

VOO:

-33.99%

Current Drawdown

AHLA.DE:

-57.19%

VOO:

-7.67%

Returns By Period

In the year-to-date period, AHLA.DE achieves a 37.95% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, AHLA.DE has underperformed VOO with an annualized return of 3.90%, while VOO has yielded a comparatively higher 12.42% annualized return.


AHLA.DE

YTD

37.95%

1M

18.98%

6M

27.11%

1Y

51.59%

5Y*

-9.58%

10Y*

3.90%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

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Risk-Adjusted Performance

AHLA.DE vs. VOO — Risk-Adjusted Performance Rank

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

AHLA.DE
The Risk-Adjusted Performance Rank of AHLA.DE is 8282
Overall Rank
The Sharpe Ratio Rank of AHLA.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AHLA.DE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of AHLA.DE is 8080
Omega Ratio Rank
The Calmar Ratio Rank of AHLA.DE is 7878
Calmar Ratio Rank
The Martin Ratio Rank of AHLA.DE is 8181
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AHLA.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (AHLA.DE) and Vanguard S&P 500 ETF (VOO). 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.


The current AHLA.DE Sharpe Ratio is 1.15, which is higher than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AHLA.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AHLA.DE vs. VOO - Dividend Comparison

AHLA.DE's dividend yield for the trailing twelve months is around 0.74%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
AHLA.DE
Alibaba Group Holding Limited
0.74%1.02%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

AHLA.DE vs. VOO - Drawdown Comparison

The maximum AHLA.DE drawdown since its inception was -76.63%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AHLA.DE and VOO. For additional features, visit the drawdowns tool.


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Volatility

AHLA.DE vs. VOO - Volatility Comparison

Alibaba Group Holding Limited (AHLA.DE) has a higher volatility of 18.17% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that AHLA.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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