BABA vs. RYCEY
BABA (Alibaba Group Holding Limited) and RYCEY (Rolls-Royce Holdings plc) are both stocks. BABA operates in Internet Retail (Consumer Cyclical), while RYCEY operates in Aerospace & Defense (Industrials). Over the past 10 years, BABA returned 4.42%/yr vs 8.49%/yr for RYCEY. At a 0.23 correlation, their price movements are largely independent.
Performance
BABA vs. RYCEY - 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 RYCEY's 12.43% return. Over the past 10 years, BABA has underperformed RYCEY with an annualized return of 4.42%, while RYCEY has yielded a comparatively higher 8.49% annualized return.
BABA
- 1D
- 0.12%
- 1M
- -21.91%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- -2.37%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
RYCEY
- 1D
- 1.79%
- 1M
- 7.56%
- YTD
- 12.43%
- 6M
- 19.66%
- 1Y
- 46.06%
- 3Y*
- 113.04%
- 5Y*
- 61.46%
- 10Y*
- 8.49%
BABA vs. RYCEY - 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% |
RYCEY Rolls-Royce Holdings plc | 12.43% | 123.64% | 88.21% | 253.27% | -33.95% | 2.53% | -82.05% | -12.69% | -7.35% | 40.70% |
Correlation
The correlation between BABA and RYCEY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.23 |
Fundamentals
BABA:
$272.45B
RYCEY:
$147.86B
BABA:
CN¥33.90
RYCEY:
£0.99
BABA:
22.55
RYCEY:
13.26
BABA:
1.01
RYCEY:
0.03
BABA:
2.26
RYCEY:
2.77
BABA:
1.75
RYCEY:
40.55
BABA:
CN¥811.51B
RYCEY:
£40.04B
BABA:
CN¥332.88B
RYCEY:
£10.10B
BABA:
CN¥112.44B
RYCEY:
£8.04B
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Return for Risk
BABA vs. RYCEY — Risk / Return Rank
BABA
RYCEY
BABA vs. RYCEY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Rolls-Royce Holdings plc (RYCEY). 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 | RYCEY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.13 | -2.19 |
| Martin ratioReturn relative to average drawdown | -0.12 | 5.98 | -6.10 |
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Drawdowns
BABA vs. RYCEY - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for BABA and RYCEY.
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Drawdown Indicators
| BABA | RYCEY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -99.07% | +18.98% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -21.75% | -18.19% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -23.37% | -16.57% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -62.01% | -10.47% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -94.64% | +14.55% |
Current DrawdownCurrent decline from peak | -62.20% | -77.68% | +15.48% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -84.15% | +46.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 7.73% | +11.85% |
Volatility
BABA vs. RYCEY - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 12.00%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | RYCEY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 12.00% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 32.70% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 37.88% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 43.48% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 49.35% | -5.95% |
Dividends
BABA vs. RYCEY - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, more than RYCEY's 0.72% 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% |
RYCEY Rolls-Royce Holdings plc | 0.72% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 5.51% | 1.56% | 1.32% | 1.55% | 4.19% | 14.44% |
Financials
BABA vs. RYCEY - Financials Comparison
This section allows you to compare key financial metrics between Alibaba Group Holding Limited and Rolls-Royce Holdings plc. 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. RYCEY - 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%.
RYCEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a gross profit of 3.19B and revenue of 11.64B. Therefore, the gross margin over that period was 27.4%.
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%.
RYCEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported an operating income of 3.23B and revenue of 11.64B, resulting in an operating margin of 27.7%.
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%.
RYCEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rolls-Royce Holdings plc reported a net income of 1.42B and revenue of 11.64B, resulting in a net margin of 12.2%.
Frequently Asked Questions
BABA and RYCEY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCEY has higher volatility (12.00%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs RYCEY's -99.07%.
RYCEY currently has the higher Sharpe Ratio (1.22 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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