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

Correlation

The correlation between BABA and JNJ is 0.42, 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.


Performance

BABA vs. JNJ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BABA:

1.54

JNJ:

-0.01

Sortino Ratio

BABA:

2.12

JNJ:

0.18

Omega Ratio

BABA:

1.27

JNJ:

1.02

Calmar Ratio

BABA:

0.90

JNJ:

0.04

Martin Ratio

BABA:

4.20

JNJ:

0.12

Ulcer Index

BABA:

16.41%

JNJ:

6.48%

Daily Std Dev

BABA:

46.17%

JNJ:

19.05%

Max Drawdown

BABA:

-80.09%

JNJ:

-52.60%

Current Drawdown

BABA:

-56.80%

JNJ:

-14.03%

Fundamentals

Market Cap

BABA:

$314.04B

JNJ:

$357.16B

EPS

BABA:

$6.89

JNJ:

$8.99

PE Ratio

BABA:

19.11

JNJ:

16.51

PEG Ratio

BABA:

4.56

JNJ:

1.01

PS Ratio

BABA:

0.32

JNJ:

4.00

PB Ratio

BABA:

2.29

JNJ:

4.57

Total Revenue (TTM)

BABA:

$759.89B

JNJ:

$89.33B

Gross Profit (TTM)

BABA:

$307.23B

JNJ:

$61.01B

EBITDA (TTM)

BABA:

$149.59B

JNJ:

$34.70B

Returns By Period

In the year-to-date period, BABA achieves a 58.10% return, which is significantly higher than JNJ's 2.01% return. Over the past 10 years, BABA has underperformed JNJ with an annualized return of 4.48%, while JNJ has yielded a comparatively higher 6.57% annualized return.


BABA

YTD

58.10%

1M

17.62%

6M

45.71%

1Y

70.03%

5Y*

-7.65%

10Y*

4.48%

JNJ

YTD

2.01%

1M

-5.18%

6M

-2.95%

1Y

-0.21%

5Y*

2.29%

10Y*

6.57%

*Annualized

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Risk-Adjusted Performance

BABA vs. JNJ — 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 8686
Overall Rank
The Sharpe Ratio Rank of BABA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8484
Martin Ratio Rank

JNJ
The Risk-Adjusted Performance Rank of JNJ is 4747
Overall Rank
The Sharpe Ratio Rank of JNJ is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 4141
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 5252
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. JNJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Johnson & Johnson (JNJ). 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.


The current BABA Sharpe Ratio is 1.54, which is higher than the JNJ Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BABA and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BABA vs. JNJ - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.49%, less than JNJ's 3.39% yield.


TTM20242023202220212020201920182017201620152014
BABA
Alibaba Group Holding Limited
0.49%0.78%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson
3.39%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%

Drawdowns

BABA vs. JNJ - Drawdown Comparison

The maximum BABA drawdown since its inception was -80.09%, which is greater than JNJ's maximum drawdown of -52.60%. Use the drawdown chart below to compare losses from any high point for BABA and JNJ. For additional features, visit the drawdowns tool.


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Volatility

BABA vs. JNJ - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 11.63% compared to Johnson & Johnson (JNJ) at 5.80%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

BABA vs. JNJ - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited and Johnson & Johnson. 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


0.0050.00B100.00B150.00B200.00B250.00B300.00B20212022202320242025
280.15B
21.89B
(BABA) Total Revenue
(JNJ) Total Revenue
Values in USD except per share items

BABA vs. JNJ - Profitability Comparison

The chart below illustrates the profitability comparison between Alibaba Group Holding Limited and Johnson & Johnson over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%20212022202320242025
42.0%
66.4%
(BABA) Gross Margin
(JNJ) Gross Margin
BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a gross profit of 117.63B and revenue of 280.15B. Therefore, the gross margin over that period was 42.0%.

JNJ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a gross profit of 14.54B and revenue of 21.89B. Therefore, the gross margin over that period was 66.4%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported an operating income of 41.21B and revenue of 280.15B, resulting in an operating margin of 14.7%.

JNJ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported an operating income of 6.30B and revenue of 21.89B, resulting in an operating margin of 28.8%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a net income of 49.13B and revenue of 280.15B, resulting in a net margin of 17.5%.

JNJ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Johnson & Johnson reported a net income of 11.00B and revenue of 21.89B, resulting in a net margin of 50.2%.