BABA vs. VXX
BABA (Alibaba Group Holding Limited) is a stock, while VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Over the past 10 years, BABA returned 4.42%/yr vs -47.94%/yr for VXX. At a correlation of -0.39, they often move in opposite directions.
Performance
BABA vs. VXX - 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 VXX's -8.58% return. Over the past 10 years, BABA has outperformed VXX with an annualized return of 4.42%, while VXX has yielded a comparatively lower -47.94% annualized 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%
VXX
- 1D
- -4.42%
- 1M
- -14.70%
- YTD
- -8.58%
- 6M
- -18.05%
- 1Y
- -52.70%
- 3Y*
- -40.29%
- 5Y*
- -45.28%
- 10Y*
- -47.94%
BABA vs. VXX - 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% | 96.37% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -8.58% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
Correlation
The correlation between BABA and VXX is -0.29, 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 | -0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | -0.39 |
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Return for Risk
BABA vs. VXX — Risk / Return Rank
BABA
VXX
BABA vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.75 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.83 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | -0.92 | +0.86 |
| Martin ratioReturn relative to average drawdown | -0.12 | -1.29 | +1.17 |
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Drawdowns
BABA vs. VXX - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BABA and VXX.
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Drawdown Indicators
| BABA | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -100.00% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -57.39% | +17.45% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -79.24% | +39.30% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -95.79% | +23.31% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -99.86% | +19.77% |
Current DrawdownCurrent decline from peak | -62.20% | -100.00% | +37.80% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -95.07% | +57.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 40.90% | -21.32% |
Volatility
BABA vs. VXX - Volatility Comparison
The current volatility for Alibaba Group Holding Limited (BABA) is 10.07%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 14.13%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 14.13% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 42.36% | -13.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 56.64% | -12.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 68.04% | -16.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 70.83% | -27.43% |
Dividends
BABA vs. VXX - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, while VXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BABA and VXX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXX has higher volatility (14.13%) compared to BABA (10.07%). In terms of maximum drawdown, BABA dropped -80.09% vs VXX's -100.00%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.93), 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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