BABA vs. BNB-USD
BABA (Alibaba Group Holding Limited) is a stock, while BNB-USD (BNB) is a cryptocurrency. Over the past 5 years, BABA returned -10.74%/yr vs 10.55%/yr for BNB-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
BABA vs. BNB-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 BNB-USD's -29.49% 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%
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
BABA vs. BNB-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% |
BNB-USD BNB | -29.49% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
Correlation
The correlation between BABA and BNB-USD is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.13 |
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Return for Risk
BABA vs. BNB-USD — Risk / Return Rank
BABA
BNB-USD
BABA vs. BNB-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and BNB (BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.02 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.13 | +0.07 |
| Martin ratioReturn relative to average drawdown | -0.12 | -0.20 | +0.08 |
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Drawdowns
BABA vs. BNB-USD - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, roughly equal to the maximum BNB-USD drawdown of -79.74%. Use the drawdown chart below to compare losses from any high point for BABA and BNB-USD.
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Drawdown Indicators
| BABA | BNB-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -79.74% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -56.24% | +16.30% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -56.24% | +16.30% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -69.89% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -53.42% | -8.78% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -38.71% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 42.27% | -22.69% |
Volatility
BABA vs. BNB-USD - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while BNB (BNB-USD) has a volatility of 17.28%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than BNB-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 | BNB-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 17.28% | -7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 34.73% | -5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 44.38% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 50.42% | +0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 80.06% | -36.66% |
Frequently Asked Questions
BABA and BNB-USD have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs BNB-USD's -79.74%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.13), 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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