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

Key characteristics


BABANIO
YTD Return-2.06%-50.83%
1Y Return-16.30%-56.78%
3Y Return (Ann)-28.58%-53.53%
5Y Return (Ann)-14.98%5.77%
Sharpe Ratio-0.48-0.86
Daily Std Dev34.37%67.17%
Max Drawdown-80.09%-93.95%
Current Drawdown-75.74%-92.90%

Fundamentals


BABANIO
Market Cap$186.23B$9.76B
EPS$4.31-$1.56
PE Ratio18.1922.67
Total Revenue (TTM)$707.01B$38.88B
Gross Profit (TTM)$260.96B$2.50B
EBITDA (TTM)$112.27B-$9.63B

Correlation

-0.50.00.51.00.5

The correlation between BABA and NIO is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

BABA vs. NIO - Performance Comparison

In the year-to-date period, BABA achieves a -2.06% return, which is significantly higher than NIO's -50.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%FebruaryMarchAprilMayJuneJuly
-52.36%
-32.42%
BABA
NIO

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Alibaba Group Holding Limited

NIO Inc.

Risk-Adjusted Performance

BABA vs. NIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and NIO Inc. (NIO). 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.


BABA
Sharpe ratio
The chart of Sharpe ratio for BABA, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.003.00-0.48
Sortino ratio
The chart of Sortino ratio for BABA, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.50
Omega ratio
The chart of Omega ratio for BABA, currently valued at 0.94, compared to the broader market0.501.001.502.000.94
Calmar ratio
The chart of Calmar ratio for BABA, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21
Martin ratio
The chart of Martin ratio for BABA, currently valued at -0.73, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.73
NIO
Sharpe ratio
The chart of Sharpe ratio for NIO, currently valued at -0.86, compared to the broader market-2.00-1.000.001.002.003.00-0.86
Sortino ratio
The chart of Sortino ratio for NIO, currently valued at -1.34, compared to the broader market-4.00-2.000.002.004.00-1.34
Omega ratio
The chart of Omega ratio for NIO, currently valued at 0.85, compared to the broader market0.501.001.502.000.85
Calmar ratio
The chart of Calmar ratio for NIO, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.62
Martin ratio
The chart of Martin ratio for NIO, currently valued at -1.03, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.03

BABA vs. NIO - Sharpe Ratio Comparison

The current BABA Sharpe Ratio is -0.48, which is higher than the NIO Sharpe Ratio of -0.86. The chart below compares the 12-month rolling Sharpe Ratio of BABA and NIO.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20FebruaryMarchAprilMayJuneJuly
-0.48
-0.86
BABA
NIO

Dividends

BABA vs. NIO - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 2.19%, while NIO has not paid dividends to shareholders.


TTM2023
BABA
Alibaba Group Holding Limited
2.19%1.28%
NIO
NIO Inc.
0.00%0.00%

Drawdowns

BABA vs. NIO - Drawdown Comparison

The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum NIO drawdown of -93.95%. Use the drawdown chart below to compare losses from any high point for BABA and NIO. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%FebruaryMarchAprilMayJuneJuly
-75.74%
-92.90%
BABA
NIO

Volatility

BABA vs. NIO - Volatility Comparison

The current volatility for Alibaba Group Holding Limited (BABA) is 7.82%, while NIO Inc. (NIO) has a volatility of 20.05%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than NIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
7.82%
20.05%
BABA
NIO

Financials

BABA vs. NIO - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited and NIO Inc.. 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