BABA vs. VBIL
BABA (Alibaba Group Holding Limited) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, BABA returned -8.44% vs 3.91% for VBIL. At a correlation of -0.05, they often move in opposite directions.
Performance
BABA vs. VBIL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BABA achieves a -29.36% return, which is significantly lower than VBIL's 1.71% return.
BABA
- 1D
- -2.26%
- 1M
- -20.35%
- YTD
- -29.36%
- 6M
- -31.53%
- 1Y
- -8.44%
- 3Y*
- 8.69%
- 5Y*
- -12.97%
- 10Y*
- 3.64%
VBIL
- 1D
- 0.01%
- 1M
- 0.30%
- YTD
- 1.71%
- 6M
- 1.81%
- 1Y
- 3.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BABA vs. VBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BABA Alibaba Group Holding Limited | -29.36% | 33.90% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 1.71% | 3.73% |
Correlation
The correlation between BABA and VBIL 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 (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.05 |
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. VBIL — Risk / Return Rank
BABA
VBIL
BABA vs. VBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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 | VBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.27 | ||
| Sortino ratioReturn per unit of downside risk | -111.79 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 39.66 | -38.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 296.41 | -296.60 |
| Martin ratioReturn relative to average drawdown | -0.41 | 1,960.46 | -1,960.87 |
Loading charts...
Drawdowns
BABA vs. VBIL - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for BABA and VBIL.
Loading charts...
Drawdown Indicators
| BABA | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -0.09% | -80.00% |
Max Drawdown (1Y)Largest decline over 1 year | -45.31% | -0.01% | -45.30% |
Max Drawdown (3Y)Largest decline over 3 years | -45.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -65.62% | 0.00% | -65.62% |
Average DrawdownAverage peak-to-trough decline | -37.61% | -0.00% | -37.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.66% | 0.00% | +20.66% |
Volatility
BABA vs. VBIL - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 8.04% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BABA | VBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 0.05% | +7.99% |
Volatility (6M)Calculated over the trailing 6-month period | 29.29% | 0.16% | +29.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.82% | 0.22% | +43.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.46% | 0.30% | +51.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.41% | 0.30% | +43.11% |
Dividends
BABA vs. VBIL - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 1.02%, less than VBIL's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.02% | 1.36% | 1.96% | 1.29% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 3.65% | 3.12% | 0.00% | 0.00% |
Frequently Asked Questions
BABA and VBIL 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 (8.04%) compared to VBIL (0.05%). In terms of maximum drawdown, BABA dropped -80.09% vs VBIL's -0.09%.
VBIL currently has the higher Sharpe Ratio (18.07 vs -0.19), 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 VBIL
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