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 4.42%/yr vs 9.55%/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 -22.32% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, BABA has underperformed KO with an annualized return of 4.42%, while KO has yielded a comparatively higher 9.55% annualized return.
BABA
- 1D
- 0.12%
- 1M
- -14.13%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
KO
- 1D
- 0.11%
- 1M
- 2.23%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
BABA vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
KO The Coca-Cola Company | 18.99% | 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 -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
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 -0.07 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BABA:
$272.45B
KO:
$356.42B
BABA:
CN¥33.90
KO:
$3.18
BABA:
22.55
KO:
26.01
BABA:
1.01
KO:
3.14
BABA:
2.26
KO:
7.23
BABA:
1.75
KO:
10.60
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 | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.26 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.12 | 4.51 | -4.63 |
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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 | -39.94% | -7.87% | -32.07% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -16.26% | -23.68% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -17.27% | -55.21% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -36.99% | -43.10% |
Current DrawdownCurrent decline from peak | -62.20% | -1.16% | -61.04% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -16.09% | -21.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 3.98% | +15.60% |
Volatility
BABA vs. KO - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.07% compared to The Coca-Cola Company (KO) at 6.70%. 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 | 10.07% | 6.70% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 12.87% | +16.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 16.73% | +27.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 16.18% | +35.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 18.24% | +25.16% |
Dividends
BABA vs. KO - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, less than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 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 | 1.88% | 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 Jun 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 Jun 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 Jun 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 Jun 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 Jun 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 Jun 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (10.07%) compared to KO (6.70%). In terms of maximum drawdown, BABA dropped -80.09% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.06 vs -0.05), 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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