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

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.


-0.50.00.51.00.2

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%JulyAugustSeptemberOctoberNovemberDecember
-10.44%
77.45%
BABA
JNJ

Key characteristics

Sharpe Ratio

BABA:

0.35

JNJ:

-0.18

Sortino Ratio

BABA:

0.80

JNJ:

-0.16

Omega Ratio

BABA:

1.09

JNJ:

0.98

Calmar Ratio

BABA:

0.17

JNJ:

-0.16

Martin Ratio

BABA:

1.06

JNJ:

-0.46

Ulcer Index

BABA:

12.34%

JNJ:

6.02%

Daily Std Dev

BABA:

37.71%

JNJ:

15.08%

Max Drawdown

BABA:

-80.09%

JNJ:

-52.60%

Current Drawdown

BABA:

-73.49%

JNJ:

-15.81%

Fundamentals

Market Cap

BABA:

$207.71B

JNJ:

$352.50B

EPS

BABA:

$4.83

JNJ:

$6.06

PE Ratio

BABA:

18.04

JNJ:

24.16

PEG Ratio

BABA:

0.57

JNJ:

0.88

Total Revenue (TTM)

BABA:

$944.85B

JNJ:

$87.70B

Gross Profit (TTM)

BABA:

$354.85B

JNJ:

$60.56B

EBITDA (TTM)

BABA:

$154.30B

JNJ:

$29.51B

Returns By Period

In the year-to-date period, BABA achieves a 7.06% return, which is significantly higher than JNJ's -4.91% return. Over the past 10 years, BABA has underperformed JNJ with an annualized return of -2.25%, while JNJ has yielded a comparatively higher 6.22% annualized return.


BABA

YTD

7.06%

1M

-5.17%

6M

11.69%

1Y

8.81%

5Y*

-16.93%

10Y*

-2.25%

JNJ

YTD

-4.91%

1M

-4.89%

6M

-1.35%

1Y

-3.74%

5Y*

2.59%

10Y*

6.22%

Compare stocks, funds, or ETFs

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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 0.35, compared to the broader market-4.00-2.000.002.000.35-0.18
The chart of Sortino ratio for BABA, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.80-0.16
The chart of Omega ratio for BABA, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.98
The chart of Calmar ratio for BABA, currently valued at 0.17, compared to the broader market0.002.004.006.000.17-0.16
The chart of Martin ratio for BABA, currently valued at 1.06, compared to the broader market-5.000.005.0010.0015.0020.0025.001.06-0.46
BABA
JNJ

The current BABA Sharpe Ratio is 0.35, which is higher than the JNJ Sharpe Ratio of -0.18. 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-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.35
-0.18
BABA
JNJ

Dividends

BABA vs. JNJ - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.80%, less than JNJ's 3.40% yield.


TTM20232022202120202019201820172016201520142013
BABA
Alibaba Group Holding Limited
0.80%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
3.40%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 -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%JulyAugustSeptemberOctoberNovemberDecember
-73.49%
-15.81%
BABA
JNJ

Volatility

BABA vs. JNJ - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 10.79% compared to Johnson & Johnson (JNJ) at 4.43%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.79%
4.43%
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
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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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