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

Correlation

The correlation between BABA and JD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

BABA vs. JD - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
68.30%
58.11%
BABA
JD

Key characteristics

Sharpe Ratio

BABA:

2.49

JD:

1.62

Sortino Ratio

BABA:

3.33

JD:

2.51

Omega Ratio

BABA:

1.40

JD:

1.30

Calmar Ratio

BABA:

1.26

JD:

1.11

Martin Ratio

BABA:

6.61

JD:

4.92

Ulcer Index

BABA:

14.86%

JD:

17.81%

Daily Std Dev

BABA:

39.33%

JD:

54.37%

Max Drawdown

BABA:

-80.09%

JD:

-79.14%

Current Drawdown

BABA:

-53.68%

JD:

-57.58%

Fundamentals

Market Cap

BABA:

$341.54B

JD:

$66.96B

EPS

BABA:

$6.84

JD:

$3.09

PE Ratio

BABA:

21.02

JD:

13.73

PEG Ratio

BABA:

0.90

JD:

1.27

Total Revenue (TTM)

BABA:

$1.00T

JD:

$843.18B

Gross Profit (TTM)

BABA:

$400.78B

JD:

$119.78B

EBITDA (TTM)

BABA:

$183.93B

JD:

$41.43B

Returns By Period

In the year-to-date period, BABA achieves a 69.54% return, which is significantly higher than JD's 22.35% return. Over the past 10 years, BABA has outperformed JD with an annualized return of 5.68%, while JD has yielded a comparatively lower 5.14% annualized return.


BABA

YTD

69.54%

1M

66.38%

6M

68.31%

1Y

90.46%

5Y*

-7.14%

10Y*

5.68%

JD

YTD

22.35%

1M

8.44%

6M

58.11%

1Y

81.98%

5Y*

2.33%

10Y*

5.14%

*Annualized

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Risk-Adjusted Performance

BABA vs. JD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BABA
The Risk-Adjusted Performance Rank of BABA is 9090
Overall Rank
The Sharpe Ratio Rank of BABA is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 9191
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8585
Martin Ratio Rank

JD
The Risk-Adjusted Performance Rank of JD is 8484
Overall Rank
The Sharpe Ratio Rank of JD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of JD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JD is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BABA vs. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and JD.com, Inc. (JD). 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 2.49, compared to the broader market-2.000.002.002.491.62
The chart of Sortino ratio for BABA, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.332.51
The chart of Omega ratio for BABA, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.30
The chart of Calmar ratio for BABA, currently valued at 1.26, compared to the broader market0.002.004.006.001.261.11
The chart of Martin ratio for BABA, currently valued at 6.61, compared to the broader market-10.000.0010.0020.0030.006.614.92
BABA
JD

The current BABA Sharpe Ratio is 2.49, which is higher than the JD Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of BABA and JD, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
2.49
1.62
BABA
JD

Dividends

BABA vs. JD - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.46%, less than JD's 1.74% yield.


TTM202420232022
BABA
Alibaba Group Holding Limited
0.46%0.78%1.29%0.00%
JD
JD.com, Inc.
1.74%2.13%2.08%2.21%

Drawdowns

BABA vs. JD - Drawdown Comparison

The maximum BABA drawdown since its inception was -80.09%, roughly equal to the maximum JD drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for BABA and JD. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025February
-53.68%
-57.58%
BABA
JD

Volatility

BABA vs. JD - Volatility Comparison

The current volatility for Alibaba Group Holding Limited (BABA) is 14.84%, while JD.com, Inc. (JD) has a volatility of 15.67%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
14.84%
15.67%
BABA
JD

Financials

BABA vs. JD - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited and JD.com, 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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