BABA vs. JNJ
Compare and contrast key facts about Alibaba Group Holding Limited (BABA) and Johnson & Johnson (JNJ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BABA or JNJ.
Performance
BABA vs. JNJ - Performance Comparison
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
12.90%
-14.01%
5.84%
12.33%
-13.88%
-2.20%
JNJ
-0.03%
-5.97%
0.50%
3.69%
4.95%
6.39%
Fundamentals
BABA | JNJ | |
---|---|---|
Market Cap | $209.47B | $368.63B |
EPS | $4.86 | $6.05 |
PE Ratio | 17.92 | 25.31 |
PEG Ratio | 0.64 | 0.91 |
Total Revenue (TTM) | $708.35B | $87.70B |
Gross Profit (TTM) | $262.37B | $60.56B |
EBITDA (TTM) | $100.28B | $31.38B |
Key characteristics
BABA | JNJ | |
---|---|---|
Sharpe Ratio | 0.36 | 0.30 |
Sortino Ratio | 0.80 | 0.55 |
Omega Ratio | 1.09 | 1.07 |
Calmar Ratio | 0.17 | 0.25 |
Martin Ratio | 1.32 | 0.86 |
Ulcer Index | 9.89% | 5.30% |
Daily Std Dev | 36.63% | 15.10% |
Max Drawdown | -80.09% | -38.78% |
Current Drawdown | -72.04% | -11.49% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities