BABA vs. SOL-USD
BABA (Alibaba Group Holding Limited) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, BABA returned -10.74%/yr vs 12.17%/yr for SOL-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
BABA vs. SOL-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BABA achieves a -22.32% return, which is significantly higher than SOL-USD's -44.76% return.
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
BABA vs. SOL-USD - 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% | 18.52% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between BABA and SOL-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.16 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BABA vs. SOL-USD — Risk / Return Rank
BABA
SOL-USD
BABA vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.91 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.72 | +0.66 |
| Martin ratioReturn relative to average drawdown | -0.12 | -1.16 | +1.03 |
Loading charts...
Drawdowns
BABA vs. SOL-USD - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for BABA and SOL-USD.
Loading charts...
Drawdown Indicators
| BABA | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -96.27% | +16.18% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -74.89% | +34.95% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -76.28% | +36.34% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -96.27% | +23.79% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -73.76% | +11.56% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -51.42% | +13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 53.06% | -33.48% |
Volatility
BABA vs. SOL-USD - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BABA | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 17.62% | -7.55% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 46.90% | -17.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 60.08% | -16.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 82.35% | -30.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 99.82% | -56.42% |
Frequently Asked Questions
BABA and SOL-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs SOL-USD's -96.27%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.74), 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.
Find the right allocation for BABA and SOL-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer