BABA vs. KO
BABA (Alibaba Group Holding Limited) and KO (The Coca-Cola Company) are both stocks. BABA operates in Internet Retail (Consumer Cyclical), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, BABA returned 4.02%/yr vs 9.35%/yr for KO. At a 0.12 correlation, their price movements are largely independent.
Performance
BABA vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, BABA achieves a -18.78% return, which is significantly lower than KO's 18.82% return. Over the past 10 years, BABA has underperformed KO with an annualized return of 4.02%, while KO has yielded a comparatively higher 9.35% annualized return.
BABA
- 1D
- -1.97%
- 1M
- 10.15%
- 6M
- -26.69%
- YTD
- -18.78%
- 1Y
- -1.01%
- 3Y*
- 10.80%
- 5Y*
- -10.15%
- 10Y*
- 4.02%
- ALL TIME*
- 2.58%
KO
- 1D
- -0.18%
- 1M
- 3.25%
- 6M
- 15.77%
- YTD
- 18.82%
- 1Y
- 20.30%
- 3Y*
- 12.77%
- 5Y*
- 10.97%
- 10Y*
- 9.35%
- ALL TIME*
- 12.16%
BABA vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -18.78% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
KO The Coca-Cola Company | 18.82% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between BABA and KO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.12 |
The correlation between BABA and KO shifts across timeframes, from -0.12 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BABA:
$282.71B
KO:
$352.67B
BABA:
CN¥33.85
KO:
$3.18
BABA:
23.55
KO:
25.81
BABA:
1.06
KO:
3.11
BABA:
2.37
KO:
7.17
BABA:
1.82
KO:
10.51
BABA:
CN¥811.51B
KO:
$49.28B
BABA:
CN¥332.88B
KO:
$30.43B
BABA:
CN¥112.44B
KO:
$18.35B
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Return for Risk
BABA vs. KO — Risk / Return Rank
BABA
KO
BABA vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and The Coca-Cola Company (KO). 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.
| BABA | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.21 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.59 | -2.61 |
| Martin ratioReturn relative to average drawdown | -0.04 | 5.67 | -5.71 |
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Drawdowns
BABA vs. KO - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than KO's maximum drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for BABA and KO.
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Drawdown Indicators
| BABA | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -68.23% | -11.86% |
Max Drawdown (1Y)Largest decline over 1 year | -49.47% | -7.87% | -41.60% |
Max Drawdown (3Y)Largest decline over 3 years | -49.47% | -16.26% | -33.21% |
Max Drawdown (5Y)Largest decline over 5 years | -69.42% | -17.27% | -52.15% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -36.99% | -43.10% |
Current DrawdownCurrent decline from peak | -60.47% | -3.47% | -57.00% |
Average DrawdownAverage peak-to-trough decline | -37.78% | -16.06% | -21.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.84% | 3.60% | +20.24% |
Volatility
BABA vs. KO - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 15.00% compared to The Coca-Cola Company (KO) at 7.79%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.00% | 7.79% | +7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 29.31% | 14.19% | +15.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.80% | 17.94% | +26.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.74% | 16.45% | +35.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.62% | 18.37% | +25.25% |
Dividends
BABA vs. KO - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.89%, less than KO's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.89% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.54% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
BABA vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Alibaba Group Holding Limited and The Coca-Cola Company. 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
BABA vs. KO - Profitability Comparison
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
KO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Coca-Cola Company reported a gross profit of 7.85B and revenue of 12.47B. Therefore, the gross margin over that period was 63.0%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
KO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Coca-Cola Company reported an operating income of 4.36B and revenue of 12.47B, resulting in an operating margin of 35.0%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
KO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Coca-Cola Company reported a net income of 3.92B and revenue of 12.47B, resulting in a net margin of 31.5%.
Frequently Asked Questions
BABA and KO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (15.00%) compared to KO (7.79%). In terms of maximum drawdown, BABA dropped -80.09% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.14 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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