BABA vs. STIP
BABA (Alibaba Group Holding Limited) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, BABA returned 5.74%/yr vs 3.18%/yr for STIP. At a 0.00 correlation, their price movements are largely independent.
Performance
BABA vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, BABA achieves a -13.21% return, which is significantly lower than STIP's 2.04% return. Over the past 10 years, BABA has outperformed STIP with an annualized return of 5.74%, while STIP has yielded a comparatively lower 3.18% annualized return.
BABA
- 1D
- -2.76%
- 1M
- -4.55%
- YTD
- -13.21%
- 6M
- -19.53%
- 1Y
- 12.52%
- 3Y*
- 16.70%
- 5Y*
- -9.37%
- 10Y*
- 5.74%
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
BABA vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -13.21% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between BABA and STIP is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2014 | 0.00 |
The correlation between BABA and STIP shifts across timeframes, from -0.11 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BABA vs. STIP — Risk / Return Rank
BABA
STIP
BABA vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -4.78 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.69 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 6.76 | -6.42 |
| Martin ratioReturn relative to average drawdown | 0.67 | 26.37 | -25.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BABA | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 3.23 | -2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 1.23 | -1.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 1.30 | -1.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 1.07 | -1.00 |
Drawdowns
BABA vs. STIP - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for BABA and STIP.
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Drawdown Indicators
| BABA | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -5.50% | -74.59% |
Max Drawdown (1Y)Largest decline over 1 year | -36.77% | -0.69% | -36.08% |
Max Drawdown (3Y)Largest decline over 3 years | -36.77% | -0.95% | -35.82% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -5.50% | -66.98% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -5.50% | -74.59% |
Current DrawdownCurrent decline from peak | -57.76% | -0.03% | -57.73% |
Average DrawdownAverage peak-to-trough decline | -37.51% | -0.99% | -36.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.62% | 0.18% | +18.44% |
Volatility
BABA vs. STIP - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 14.74% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.74% | 0.40% | +14.34% |
Volatility (6M)Calculated over the trailing 6-month period | 28.96% | 0.99% | +27.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.68% | 1.46% | +42.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.36% | 2.75% | +48.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.38% | 2.45% | +40.93% |
Dividends
BABA vs. STIP - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 1.57%, less than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.57% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Frequently Asked Questions
BABA and STIP have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (14.74%) compared to STIP (0.40%). In terms of maximum drawdown, BABA dropped -80.09% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (3.23 vs 0.29), 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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