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

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.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
5.85%
0.51%
BABA
JNJ

Returns By Period

In the year-to-date period, BABA achieves a 12.90% return, which is significantly higher than JNJ's -0.03% return. Over the past 10 years, BABA has underperformed JNJ with an annualized return of -2.20%, while JNJ has yielded a comparatively higher 6.39% annualized return.


BABA

YTD

12.90%

1M

-14.01%

6M

5.84%

1Y

12.33%

5Y (annualized)

-13.88%

10Y (annualized)

-2.20%

JNJ

YTD

-0.03%

1M

-5.97%

6M

0.50%

1Y

3.69%

5Y (annualized)

4.95%

10Y (annualized)

6.39%

Fundamentals


BABAJNJ
Market Cap$209.47B$368.63B
EPS$4.86$6.05
PE Ratio17.9225.31
PEG Ratio0.640.91
Total Revenue (TTM)$708.35B$87.70B
Gross Profit (TTM)$262.37B$60.56B
EBITDA (TTM)$100.28B$31.38B

Key characteristics


BABAJNJ
Sharpe Ratio0.360.30
Sortino Ratio0.800.55
Omega Ratio1.091.07
Calmar Ratio0.170.25
Martin Ratio1.320.86
Ulcer Index9.89%5.30%
Daily Std Dev36.63%15.10%
Max Drawdown-80.09%-38.78%
Current Drawdown-72.04%-11.49%

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Correlation

-0.50.00.51.00.2

The correlation between BABA and JNJ is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BABA, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.360.30
The chart of Sortino ratio for BABA, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.800.55
The chart of Omega ratio for BABA, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.07
The chart of Calmar ratio for BABA, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.25
The chart of Martin ratio for BABA, currently valued at 1.32, compared to the broader market-10.000.0010.0020.0030.001.320.86
BABA
JNJ

The current BABA Sharpe Ratio is 0.36, which is comparable to the JNJ Sharpe Ratio of 0.30. 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.36
0.30
BABA
JNJ

Dividends

BABA vs. JNJ - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 1.91%, less than JNJ's 2.40% yield.


TTM20232022202120202019201820172016201520142013
BABA
Alibaba Group Holding Limited
1.91%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JNJ
Johnson & Johnson
2.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%

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 -38.78%. Use the drawdown chart below to compare losses from any high point for BABA and JNJ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-72.04%
-11.49%
BABA
JNJ

Volatility

BABA vs. JNJ - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 10.11% compared to Johnson & Johnson (JNJ) at 4.09%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.11%
4.09%
BABA
JNJ

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


Values in USD except per share items