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

Correlation

The correlation between BABA and ADBE is 0.37, 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.


-0.50.00.51.00.4

Performance

BABA vs. ADBE - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
14.44%
-18.00%
BABA
ADBE

Key characteristics

Sharpe Ratio

BABA:

0.38

ADBE:

-0.76

Sortino Ratio

BABA:

0.85

ADBE:

-0.90

Omega Ratio

BABA:

1.10

ADBE:

0.87

Calmar Ratio

BABA:

0.18

ADBE:

-0.76

Martin Ratio

BABA:

1.17

ADBE:

-1.53

Ulcer Index

BABA:

12.20%

ADBE:

18.07%

Daily Std Dev

BABA:

37.65%

ADBE:

36.58%

Max Drawdown

BABA:

-80.09%

ADBE:

-79.89%

Current Drawdown

BABA:

-72.83%

ADBE:

-36.46%

Fundamentals

Market Cap

BABA:

$207.71B

ADBE:

$200.39B

EPS

BABA:

$4.83

ADBE:

$12.38

PE Ratio

BABA:

18.04

ADBE:

36.77

PEG Ratio

BABA:

0.57

ADBE:

1.51

Total Revenue (TTM)

BABA:

$944.85B

ADBE:

$21.51B

Gross Profit (TTM)

BABA:

$354.85B

ADBE:

$19.06B

EBITDA (TTM)

BABA:

$154.30B

ADBE:

$8.52B

Returns By Period

In the year-to-date period, BABA achieves a 9.70% return, which is significantly higher than ADBE's -26.69% return. Over the past 10 years, BABA has underperformed ADBE with an annualized return of -2.31%, while ADBE has yielded a comparatively higher 19.41% annualized return.


BABA

YTD

9.70%

1M

-3.21%

6M

13.40%

1Y

15.92%

5Y*

-16.53%

10Y*

-2.31%

ADBE

YTD

-26.69%

1M

-12.45%

6M

-16.36%

1Y

-26.62%

5Y*

5.96%

10Y*

19.41%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BABA vs. ADBE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Adobe Inc (ADBE). 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 BABA, currently valued at 0.38, compared to the broader market-4.00-2.000.002.000.38-0.76
The chart of Sortino ratio for BABA, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.85-0.90
The chart of Omega ratio for BABA, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.87
The chart of Calmar ratio for BABA, currently valued at 0.18, compared to the broader market0.002.004.006.000.18-0.76
The chart of Martin ratio for BABA, currently valued at 1.17, compared to the broader market0.0010.0020.001.17-1.53
BABA
ADBE

The current BABA Sharpe Ratio is 0.38, which is higher than the ADBE Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of BABA and ADBE, 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.38
-0.76
BABA
ADBE

Dividends

BABA vs. ADBE - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.78%, while ADBE has not paid dividends to shareholders.


TTM2023
BABA
Alibaba Group Holding Limited
0.78%1.29%
ADBE
Adobe Inc
0.00%0.00%

Drawdowns

BABA vs. ADBE - Drawdown Comparison

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


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-72.83%
-36.46%
BABA
ADBE

Volatility

BABA vs. ADBE - Volatility Comparison

The current volatility for Alibaba Group Holding Limited (BABA) is 10.55%, while Adobe Inc (ADBE) has a volatility of 16.53%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than ADBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.55%
16.53%
BABA
ADBE

Financials

BABA vs. ADBE - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited and Adobe Inc. 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
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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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