BABA vs. TRX-USD
BABA (Alibaba Group Holding Limited) is a stock, while TRX-USD (Tronix) is a cryptocurrency. Over the past 5 years, BABA returned -10.74%/yr vs 34.40%/yr for TRX-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
BABA vs. TRX-USD - 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 TRX-USD's 11.24% 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%
TRX-USD
- 1D
- 0.23%
- 1M
- -10.66%
- YTD
- 11.24%
- 6M
- 16.57%
- 1Y
- 17.12%
- 3Y*
- 64.55%
- 5Y*
- 34.40%
- 10Y*
- —
BABA vs. TRX-USD - 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% | -0.94% |
TRX-USD Tronix | 11.24% | 11.86% | 135.87% | 97.75% | -27.86% | 180.88% | 102.08% | -29.71% | -57.23% | 2,056.30% |
Correlation
The correlation between BABA and TRX-USD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2017 | 0.07 |
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Return for Risk
BABA vs. TRX-USD — Risk / Return Rank
BABA
TRX-USD
BABA vs. TRX-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Tronix (TRX-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 | TRX-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.11 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.64 | -0.70 |
| Martin ratioReturn relative to average drawdown | -0.12 | 1.14 | -1.26 |
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Drawdowns
BABA vs. TRX-USD - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum TRX-USD drawdown of -95.89%. Use the drawdown chart below to compare losses from any high point for BABA and TRX-USD.
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Drawdown Indicators
| BABA | TRX-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -95.89% | +15.80% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -26.58% | -13.36% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -50.98% | +11.04% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -59.60% | -12.88% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -27.00% | -35.20% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -62.47% | +24.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 13.82% | +5.76% |
Volatility
BABA vs. TRX-USD - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.07% compared to Tronix (TRX-USD) at 8.57%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than TRX-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | TRX-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 8.57% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 17.91% | +11.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 23.82% | +20.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 58.42% | -7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 110.20% | -66.80% |
Frequently Asked Questions
BABA and TRX-USD have a correlation of 0.09, 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 TRX-USD (8.57%). In terms of maximum drawdown, BABA dropped -80.09% vs TRX-USD's -95.89%.
TRX-USD currently has the higher Sharpe Ratio (0.60 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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