BABA vs. ADA-USD
BABA (Alibaba Group Holding Limited) is a stock, while ADA-USD (Cardano) is a cryptocurrency. Over the past 5 years, BABA returned -10.74%/yr vs -35.83%/yr for ADA-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
BABA vs. ADA-USD - Performance Comparison
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Returns By Period
In the year-to-date period, BABA achieves a -22.32% return, which is significantly higher than ADA-USD's -48.46% return.
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
ADA-USD
- 1D
- 0.57%
- 1M
- -36.57%
- YTD
- -48.46%
- 6M
- -58.23%
- 1Y
- -73.29%
- 3Y*
- -13.30%
- 5Y*
- -35.83%
- 10Y*
- —
BABA vs. ADA-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | -7.25% |
ADA-USD Cardano | -48.46% | -60.53% | 42.06% | 141.64% | -81.22% | 621.17% | 452.29% | -20.01% | -94.29% | 2,760.49% |
Correlation
The correlation between BABA and ADA-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.14 |
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Return for Risk
BABA vs. ADA-USD — Risk / Return Rank
BABA
ADA-USD
BABA vs. ADA-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Cardano (ADA-USD). 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.
| BABA | ADA-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.83 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.88 | +0.82 |
| Martin ratioReturn relative to average drawdown | -0.12 | -1.36 | +1.24 |
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Drawdowns
BABA vs. ADA-USD - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum ADA-USD drawdown of -97.85%. Use the drawdown chart below to compare losses from any high point for BABA and ADA-USD.
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Drawdown Indicators
| BABA | ADA-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -97.85% | +17.76% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -83.69% | +43.75% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -87.24% | +47.30% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -94.72% | +22.24% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -94.22% | +32.02% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -77.55% | +39.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 61.12% | -41.54% |
Volatility
BABA vs. ADA-USD - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Cardano (ADA-USD) has a volatility of 22.15%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than ADA-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | ADA-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 22.15% | -12.08% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 52.67% | -23.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 64.06% | -20.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 74.90% | -23.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 103.19% | -59.79% |
Frequently Asked Questions
BABA and ADA-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADA-USD has higher volatility (22.15%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs ADA-USD's -97.85%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.95), 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.
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