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BABA vs. KAP.IL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BABA vs. KAP.IL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alibaba Group Holding Limited (BABA) and JSC National Atomic Company Kazatomprom (KAP.IL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BABA achieves a -22.32% return, which is significantly lower than KAP.IL's 24.37% return.


BABA

1D
0.12%
1M
-19.32%
YTD
-22.32%
6M
-26.87%
1Y
0.87%
3Y*
11.06%
5Y*
-10.74%
10Y*
4.42%

KAP.IL

1D
-0.14%
1M
-0.00%
YTD
24.37%
6M
19.24%
1Y
78.29%
3Y*
43.43%
5Y*
24.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABA vs. KAP.IL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BABA
Alibaba Group Holding Limited
-22.32%75.80%11.77%-10.83%-25.84%-48.96%9.73%54.74%-4.03%
KAP.IL
JSC National Atomic Company Kazatomprom
24.37%56.07%-1.79%55.12%-17.26%115.04%48.04%1.25%13.42%

Correlation

The correlation between BABA and KAP.IL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2018

0.12

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Return for Risk

BABA vs. KAP.IL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BABA
BABA Risk / Return Rank: 4040
Overall Rank
BABA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3838
Sortino Ratio Rank
BABA Omega Ratio Rank: 3737
Omega Ratio Rank
BABA Calmar Ratio Rank: 4141
Calmar Ratio Rank
BABA Martin Ratio Rank: 4141
Martin Ratio Rank

KAP.IL
KAP.IL Risk / Return Rank: 8383
Overall Rank
KAP.IL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KAP.IL Sortino Ratio Rank: 8181
Sortino Ratio Rank
KAP.IL Omega Ratio Rank: 8080
Omega Ratio Rank
KAP.IL Calmar Ratio Rank: 8484
Calmar Ratio Rank
KAP.IL Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BABA vs. KAP.IL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and JSC National Atomic Company Kazatomprom (KAP.IL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BABAKAP.ILDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.03

1.29

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.06

2.96

-3.02

Martin ratioReturn relative to average drawdown

-0.12

8.64

-8.76

BABA vs. KAP.IL - Sharpe Ratio Comparison

The current BABA Sharpe Ratio is -0.05, which is lower than the KAP.IL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of BABA and KAP.IL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BABA vs. KAP.IL - Drawdown Comparison

The maximum BABA drawdown since its inception was -80.09%, which is greater than KAP.IL's maximum drawdown of -49.67%. Use the drawdown chart below to compare losses from any high point for BABA and KAP.IL.


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Drawdown Indicators


BABAKAP.ILDifference

Max Drawdown

Largest peak-to-trough decline

-80.09%

-49.67%

-30.42%

Max Drawdown (1Y)

Largest decline over 1 year

-39.94%

-25.44%

-14.50%

Max Drawdown (3Y)

Largest decline over 3 years

-39.94%

-33.25%

-6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-72.48%

-49.67%

-22.81%

Max Drawdown (10Y)

Largest decline over 10 years

-80.09%

Current Drawdown

Current decline from peak

-62.20%

-23.90%

-38.30%

Average Drawdown

Average peak-to-trough decline

-37.56%

-14.97%

-22.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.58%

8.73%

+10.85%

Volatility

BABA vs. KAP.IL - Volatility Comparison

Alibaba Group Holding Limited (BABA) and JSC National Atomic Company Kazatomprom (KAP.IL) have volatilities of 10.07% and 10.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BABAKAP.ILDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

10.50%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

29.24%

37.79%

-8.55%

Volatility (1Y)

Calculated over the trailing 1-year period

43.83%

46.83%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.40%

47.34%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.40%

42.88%

+0.52%

Dividends

BABA vs. KAP.IL - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 0.93%, less than KAP.IL's 3.38% yield.


PositionTTM2025202420232022202120202019
BABA
Alibaba Group Holding Limited
0.93%1.36%1.96%1.29%0.00%0.00%0.00%0.00%
KAP.IL
JSC National Atomic Company Kazatomprom
3.38%4.20%6.85%4.26%6.94%3.69%5.15%6.23%

Financials

BABA vs. KAP.IL - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited and JSC National Atomic Company Kazatomprom. 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


Please note, different currencies. BABA values in CNY, KAP.IL values in USD

Frequently Asked Questions


BABA and KAP.IL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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