BABA vs. URNM
BABA (Alibaba Group Holding Limited) is a stock, while URNM (Sprott Uranium Miners ETF) is Commodity Producers Equities fund tracking the VettaFi Global Uranium Miners Index. Over the past 5 years, BABA returned -10.74%/yr vs 12.61%/yr for URNM. At a 0.30 correlation, their price movements are largely independent.
Performance
BABA vs. URNM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BABA achieves a -22.32% return, which is significantly lower than URNM's -0.56% 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%
URNM
- 1D
- 0.53%
- 1M
- -14.56%
- YTD
- -0.56%
- 6M
- -0.53%
- 1Y
- 31.54%
- 3Y*
- 20.14%
- 5Y*
- 12.61%
- 10Y*
- —
BABA vs. URNM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 8.83% |
URNM Sprott Uranium Miners ETF | -0.56% | 40.78% | -14.13% | 57.80% | -11.86% | 78.32% | 68.36% | 4.05% |
Correlation
The correlation between BABA and URNM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.30 |
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. URNM — Risk / Return Rank
BABA
URNM
BABA vs. URNM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Sprott Uranium Miners ETF (URNM). 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 | URNM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.14 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.82 | -0.88 |
| Martin ratioReturn relative to average drawdown | -0.12 | 2.00 | -2.12 |
Loading charts...
Drawdowns
BABA vs. URNM - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than URNM's maximum drawdown of -50.78%. Use the drawdown chart below to compare losses from any high point for BABA and URNM.
Loading charts...
Drawdown Indicators
| BABA | URNM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -50.78% | -29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -38.72% | -1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -50.78% | +10.84% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -50.78% | -21.70% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -35.02% | -27.18% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -18.09% | -19.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 15.78% | +3.80% |
Volatility
BABA vs. URNM - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while Sprott Uranium Miners ETF (URNM) has a volatility of 17.40%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BABA | URNM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 17.40% | -7.33% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 41.84% | -12.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 52.48% | -8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 48.58% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 47.04% | -3.64% |
Dividends
BABA vs. URNM - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, less than URNM's 3.19% 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% |
URNM Sprott Uranium Miners ETF | 3.19% | 3.18% | 3.18% | 3.63% | 0.00% | 6.70% | 2.57% |
Frequently Asked Questions
BABA and URNM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URNM has higher volatility (17.40%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs URNM's -50.78%.
URNM 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.
Find the right allocation for BABA and URNM
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