BABA vs. FCX
BABA (Alibaba Group Holding Limited) and FCX (Freeport-McMoRan Inc.) are both stocks. BABA operates in Internet Retail (Consumer Cyclical), while FCX operates in Copper (Basic Materials). Over the past 10 years, BABA returned 4.42%/yr vs 22.12%/yr for FCX. At a 0.36 correlation, their price movements are largely independent.
Performance
BABA vs. FCX - Performance Comparison
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Returns By Period
In the year-to-date period, BABA achieves a -22.32% return, which is significantly lower than FCX's 35.32% return. Over the past 10 years, BABA has underperformed FCX with an annualized return of 4.42%, while FCX has yielded a comparatively higher 22.12% annualized return.
BABA
- 1D
- 0.12%
- 1M
- -21.91%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- -2.37%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
FCX
- 1D
- 3.12%
- 1M
- 1.86%
- YTD
- 35.32%
- 6M
- 45.06%
- 1Y
- 68.06%
- 3Y*
- 21.38%
- 5Y*
- 12.26%
- 10Y*
- 22.12%
BABA vs. FCX - 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% | 96.37% |
FCX Freeport-McMoRan Inc. | 35.32% | 35.41% | -9.41% | 13.69% | -7.91% | 61.41% | 99.06% | 29.59% | -45.11% | 43.75% |
Correlation
The correlation between BABA and FCX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.36 |
Fundamentals
BABA:
$272.45B
FCX:
$98.78B
BABA:
CN¥33.90
FCX:
$1.89
BABA:
22.55
FCX:
36.13
BABA:
2.26
FCX:
3.74
BABA:
1.75
FCX:
5.06
BABA:
CN¥811.51B
FCX:
$26.42B
BABA:
CN¥332.88B
FCX:
$7.35B
BABA:
CN¥112.44B
FCX:
$9.59B
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Return for Risk
BABA vs. FCX — Risk / Return Rank
BABA
FCX
BABA vs. FCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Freeport-McMoRan Inc. (FCX). 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 | FCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.25 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.75 | -2.81 |
| Martin ratioReturn relative to average drawdown | -0.12 | 6.85 | -6.97 |
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Drawdowns
BABA vs. FCX - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum FCX drawdown of -92.52%. Use the drawdown chart below to compare losses from any high point for BABA and FCX.
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Drawdown Indicators
| BABA | FCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -92.52% | +12.43% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -24.90% | -15.04% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -46.34% | +6.40% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -51.47% | -21.01% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -72.59% | -7.50% |
Current DrawdownCurrent decline from peak | -62.20% | -4.62% | -57.58% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -39.62% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 9.97% | +9.61% |
Volatility
BABA vs. FCX - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Freeport-McMoRan Inc. (FCX) has a volatility of 17.98%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than FCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | FCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 17.98% | -7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 37.53% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 48.88% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 45.14% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 48.65% | -5.25% |
Dividends
BABA vs. FCX - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, more than FCX's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCX Freeport-McMoRan Inc. | 0.88% | 1.18% | 1.58% | 1.41% | 0.99% | 0.54% | 0.19% | 1.52% | 1.45% | 0.00% | 0.00% | 8.46% |
Financials
BABA vs. FCX - Financials Comparison
This section allows you to compare key financial metrics between Alibaba Group Holding Limited and Freeport-McMoRan 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.
Total Revenue: Total amount of money received from sales and other business activities
BABA vs. FCX - Profitability Comparison
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
FCX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a gross profit of 1.66B and revenue of 6.23B. Therefore, the gross margin over that period was 26.6%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
FCX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported an operating income of 2.14B and revenue of 6.23B, resulting in an operating margin of 34.3%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
FCX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Freeport-McMoRan Inc. reported a net income of 881.00M and revenue of 6.23B, resulting in a net margin of 14.1%.
Frequently Asked Questions
BABA and FCX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCX has higher volatility (17.98%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs FCX's -92.52%.
FCX currently has the higher Sharpe Ratio (1.40 vs -0.05), 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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