BABA vs. SGOV
BABA (Alibaba Group Holding Limited) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, BABA returned -10.74%/yr vs 3.56%/yr for SGOV. At a 0.03 correlation, their price movements are largely independent.
Performance
BABA vs. SGOV - 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 SGOV's 1.61% 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%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 1.61%
- 6M
- 1.78%
- 1Y
- 3.95%
- 3Y*
- 4.71%
- 5Y*
- 3.56%
- 10Y*
- —
BABA vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 15.68% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.61% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between BABA and SGOV is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | 0.03 |
The correlation between BABA and SGOV shifts across timeframes, from -0.10 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BABA vs. SGOV — Risk / Return Rank
BABA
SGOV
BABA vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.33 | ||
| Sortino ratioReturn per unit of downside risk | -275.42 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 195.55 | -194.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 398.20 | -398.26 |
| Martin ratioReturn relative to average drawdown | -0.12 | 4,461.98 | -4,462.10 |
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Drawdowns
BABA vs. SGOV - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for BABA and SGOV.
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Drawdown Indicators
| BABA | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -0.03% | -80.06% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -0.01% | -39.93% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -0.01% | -39.93% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -0.03% | -72.45% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | 0.00% | -62.20% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -0.00% | -37.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 0.00% | +19.58% |
Volatility
BABA vs. SGOV - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.07% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 0.05% | +10.02% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 0.13% | +29.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 0.20% | +43.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 0.24% | +51.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 0.24% | +43.16% |
Dividends
BABA vs. SGOV - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, less than SGOV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.85% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Frequently Asked Questions
BABA and SGOV have a correlation of -0.10, 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 SGOV (0.05%). In terms of maximum drawdown, BABA dropped -80.09% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.28 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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