BABA vs. IBIT
BABA (Alibaba Group Holding Limited) is a stock, while IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant. Over the past year, BABA returned -2.37% vs -40.63% for IBIT. At a 0.25 correlation, their price movements are largely independent.
Performance
BABA vs. IBIT - 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 IBIT's -27.41% 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%
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BABA vs. IBIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 21.32% |
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
Correlation
The correlation between BABA and IBIT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.25 |
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Return for Risk
BABA vs. IBIT — Risk / Return Rank
BABA
IBIT
BABA vs. IBIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and iShares Bitcoin Trust ETF (IBIT). 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 | IBIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.85 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.78 | +0.72 |
| Martin ratioReturn relative to average drawdown | -0.12 | -1.37 | +1.25 |
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Drawdowns
BABA vs. IBIT - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for BABA and IBIT.
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Drawdown Indicators
| BABA | IBIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -52.11% | -27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -52.11% | +12.17% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -49.45% | -12.75% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -16.53% | -21.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 29.64% | -10.06% |
Volatility
BABA vs. IBIT - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | IBIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 12.07% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 34.45% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 44.10% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 50.26% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 50.26% | -6.86% |
Dividends
BABA vs. IBIT - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, while IBIT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BABA and IBIT have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs IBIT's -52.11%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.92), 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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