BABA vs. QTOP
BABA (Alibaba Group Holding Limited) is a stock, while QTOP (iShares Nasdaq Top 30 Stocks ETF) is Nasdaq-100 fund tracking the Nasdaq-100 Top 30 Index. Over the past year, BABA returned 0.87% vs 41.42% for QTOP. At a 0.31 correlation, their price movements are largely independent.
Performance
BABA vs. QTOP - 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 QTOP's 18.39% 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%
QTOP
- 1D
- 0.53%
- 1M
- 0.35%
- YTD
- 18.39%
- 6M
- 19.40%
- 1Y
- 41.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BABA vs. QTOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | -13.48% |
QTOP iShares Nasdaq Top 30 Stocks ETF | 18.39% | 22.19% | 6.25% |
Correlation
The correlation between BABA and QTOP is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2024 | 0.31 |
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Return for Risk
BABA vs. QTOP — Risk / Return Rank
BABA
QTOP
BABA vs. QTOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and iShares Nasdaq Top 30 Stocks ETF (QTOP). 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 | QTOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 3.09 | -3.15 |
| Martin ratioReturn relative to average drawdown | -0.12 | 11.09 | -11.21 |
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Drawdowns
BABA vs. QTOP - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than QTOP's maximum drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for BABA and QTOP.
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Drawdown Indicators
| BABA | QTOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -23.28% | -56.81% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -12.88% | -27.06% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -3.73% | -58.47% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -3.82% | -33.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 3.59% | +15.99% |
Volatility
BABA vs. QTOP - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.07% compared to iShares Nasdaq Top 30 Stocks ETF (QTOP) at 7.92%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | QTOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 7.92% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 15.13% | +14.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 18.65% | +25.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 23.12% | +28.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 23.12% | +20.28% |
Dividends
BABA vs. QTOP - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, more than QTOP's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
QTOP iShares Nasdaq Top 30 Stocks ETF | 0.33% | 0.38% | 0.11% | 0.00% |
Frequently Asked Questions
BABA and QTOP have a correlation of 0.36, 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 QTOP (7.92%). In terms of maximum drawdown, BABA dropped -80.09% vs QTOP's -23.28%.
QTOP currently has the higher Sharpe Ratio (2.14 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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