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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.


-0.50.00.51.0
Correlation: 0.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
29.84%
91.82%
BABA
JNJ

Key characteristics

Sharpe Ratio

BABA:

1.51

JNJ:

0.38

Sortino Ratio

BABA:

2.15

JNJ:

0.64

Omega Ratio

BABA:

1.27

JNJ:

1.09

Calmar Ratio

BABA:

0.91

JNJ:

0.41

Martin Ratio

BABA:

4.39

JNJ:

1.17

Ulcer Index

BABA:

16.00%

JNJ:

6.19%

Daily Std Dev

BABA:

46.40%

JNJ:

19.12%

Max Drawdown

BABA:

-80.09%

JNJ:

-52.60%

Current Drawdown

BABA:

-61.56%

JNJ:

-9.00%

Fundamentals

Market Cap

BABA:

$284.02B

JNJ:

$380.15B

EPS

BABA:

$6.92

JNJ:

$8.99

PE Ratio

BABA:

17.19

JNJ:

17.55

PEG Ratio

BABA:

0.67

JNJ:

1.06

PS Ratio

BABA:

0.29

JNJ:

4.26

PB Ratio

BABA:

2.04

JNJ:

5.24

Total Revenue (TTM)

BABA:

$759.89B

JNJ:

$67.44B

Gross Profit (TTM)

BABA:

$307.23B

JNJ:

$46.48B

EBITDA (TTM)

BABA:

$149.59B

JNJ:

$19.10B

Returns By Period

In the year-to-date period, BABA achieves a 40.69% return, which is significantly higher than JNJ's 7.99% return. Over the past 10 years, BABA has underperformed JNJ with an annualized return of 3.69%, while JNJ has yielded a comparatively higher 7.37% annualized return.


BABA

YTD

40.69%

1M

-10.14%

6M

23.80%

1Y

61.21%

5Y*

-9.85%

10Y*

3.69%

JNJ

YTD

7.99%

1M

-3.78%

6M

-3.82%

1Y

7.66%

5Y*

2.86%

10Y*

7.37%

*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 8787
Overall Rank
The Sharpe Ratio Rank of BABA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8686
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

JNJ
The Risk-Adjusted Performance Rank of JNJ is 6464
Overall Rank
The Sharpe Ratio Rank of JNJ is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of JNJ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of JNJ is 5757
Omega Ratio Rank
The Calmar Ratio Rank of JNJ is 7070
Calmar Ratio Rank
The Martin Ratio Rank of JNJ is 6767
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 chart of Sharpe ratio for BABA, currently valued at 1.51, compared to the broader market-2.00-1.000.001.002.003.00
BABA: 1.51
JNJ: 0.38
The chart of Sortino ratio for BABA, currently valued at 2.15, compared to the broader market-6.00-4.00-2.000.002.004.00
BABA: 2.15
JNJ: 0.64
The chart of Omega ratio for BABA, currently valued at 1.27, compared to the broader market0.501.001.502.00
BABA: 1.27
JNJ: 1.09
The chart of Calmar ratio for BABA, currently valued at 0.91, compared to the broader market0.001.002.003.004.005.00
BABA: 0.91
JNJ: 0.41
The chart of Martin ratio for BABA, currently valued at 4.39, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BABA: 4.39
JNJ: 1.17

The current BABA Sharpe Ratio is 1.51, which is higher than the JNJ Sharpe Ratio of 0.38. 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.51
0.38
BABA
JNJ

Dividends

BABA vs. JNJ - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.55%, less than JNJ's 3.20% yield.


TTM20242023202220212020201920182017201620152014
BABA
Alibaba Group Holding Limited
0.55%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
3.20%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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-61.56%
-9.00%
BABA
JNJ

Volatility

BABA vs. JNJ - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 20.22% compared to Johnson & Johnson (JNJ) at 10.90%. 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%NovemberDecember2025FebruaryMarchApril
20.22%
10.90%
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