BABA vs. FMCC
BABA (Alibaba Group Holding Limited) and FMCC (Freddie Mac) are both stocks. BABA operates in Internet Retail (Consumer Cyclical), while FMCC operates in Mortgage Finance (Financial Services). Over the past 10 years, BABA returned 4.42%/yr vs 11.72%/yr for FMCC. At a 0.13 correlation, their price movements are largely independent.
Performance
BABA vs. FMCC - 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 FMCC's -42.66% return. Over the past 10 years, BABA has underperformed FMCC with an annualized return of 4.42%, while FMCC has yielded a comparatively higher 11.72% 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%
FMCC
- 1D
- 2.76%
- 1M
- -17.41%
- YTD
- -42.66%
- 6M
- -43.55%
- 1Y
- -26.78%
- 3Y*
- 136.25%
- 5Y*
- 19.46%
- 10Y*
- 11.72%
BABA vs. FMCC - 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% |
FMCC Freddie Mac | -42.66% | 210.52% | 284.18% | 140.59% | -57.43% | -64.38% | -22.33% | 183.02% | -57.94% | -32.62% |
Correlation
The correlation between BABA and FMCC is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.13 |
Fundamentals
BABA:
CN¥33.90
FMCC:
$4.74
BABA:
22.55
FMCC:
1.23
BABA:
1.01
FMCC:
0.00
BABA:
2.26
FMCC:
0.14
BABA:
CN¥811.51B
FMCC:
$100.04B
BABA:
CN¥332.88B
FMCC:
$100.04B
BABA:
CN¥112.44B
FMCC:
$92.03B
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Return for Risk
BABA vs. FMCC — Risk / Return Rank
BABA
FMCC
BABA vs. FMCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Freddie Mac (FMCC). 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 | FMCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.02 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.38 | +0.32 |
| Martin ratioReturn relative to average drawdown | -0.12 | -0.70 | +0.58 |
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Drawdowns
BABA vs. FMCC - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum FMCC drawdown of -99.81%. Use the drawdown chart below to compare losses from any high point for BABA and FMCC.
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Drawdown Indicators
| BABA | FMCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -99.81% | +19.72% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -71.31% | +31.37% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -71.31% | +31.37% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -84.97% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -91.97% | +11.88% |
Current DrawdownCurrent decline from peak | -62.20% | -94.17% | +31.97% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -68.88% | +31.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 38.50% | -18.92% |
Volatility
BABA vs. FMCC - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Freddie Mac (FMCC) has a volatility of 16.83%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than FMCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | FMCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 16.83% | -6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 65.64% | -36.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 92.69% | -48.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 86.65% | -35.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 78.76% | -35.36% |
Dividends
BABA vs. FMCC - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, while FMCC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
FMCC Freddie Mac | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BABA vs. FMCC - Financials Comparison
This section allows you to compare key financial metrics between Alibaba Group Holding Limited and Freddie Mac. 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
Frequently Asked Questions
BABA and FMCC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FMCC has higher volatility (16.83%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs FMCC's -99.81%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.29), 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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