BABA vs. ZTO
BABA (Alibaba Group Holding Limited) and ZTO (ZTO Express (Cayman) Inc.) are both stocks. BABA operates in Internet Retail (Consumer Cyclical), while ZTO operates in Integrated Freight & Logistics (Industrials). Over the past 5 years, BABA returned -10.74%/yr vs -4.01%/yr for ZTO. At a 0.46 correlation, their price movements are largely independent.
Performance
BABA vs. ZTO - 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 ZTO's 11.03% return.
BABA
- 1D
- 0.12%
- 1M
- -14.13%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
ZTO
- 1D
- 1.42%
- 1M
- -3.83%
- YTD
- 11.03%
- 6M
- 8.18%
- 1Y
- 34.99%
- 3Y*
- -2.67%
- 5Y*
- -4.01%
- 10Y*
- —
BABA vs. ZTO - 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% |
ZTO ZTO Express (Cayman) Inc. | 11.03% | 10.69% | -3.76% | -19.77% | -3.84% | -2.40% | 26.25% | 49.50% | 1.20% | 31.32% |
Correlation
The correlation between BABA and ZTO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2016 | 0.46 |
The correlation between BABA and ZTO shifts across timeframes, from 0.31 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BABA:
$272.45B
ZTO:
$18.23B
BABA:
CN¥33.90
ZTO:
CN¥11.28
BABA:
22.55
ZTO:
13.71
BABA:
1.01
ZTO:
0.72
BABA:
2.26
ZTO:
2.45
BABA:
1.75
ZTO:
1.99
BABA:
CN¥811.51B
ZTO:
CN¥51.23B
BABA:
CN¥332.88B
ZTO:
CN¥12.75B
BABA:
CN¥112.44B
ZTO:
CN¥11.93B
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Return for Risk
BABA vs. ZTO — Risk / Return Rank
BABA
ZTO
BABA vs. ZTO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and ZTO Express (Cayman) Inc. (ZTO). 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 | ZTO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.14 | -2.20 |
| Martin ratioReturn relative to average drawdown | -0.12 | 5.41 | -5.53 |
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Drawdowns
BABA vs. ZTO - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, which is greater than ZTO's maximum drawdown of -57.06%. Use the drawdown chart below to compare losses from any high point for BABA and ZTO.
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Drawdown Indicators
| BABA | ZTO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -57.06% | -23.03% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -15.22% | -24.72% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -42.55% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -49.55% | -22.93% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | — | — |
Current DrawdownCurrent decline from peak | -62.20% | -32.79% | -29.41% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -26.02% | -11.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 6.03% | +13.55% |
Volatility
BABA vs. ZTO - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.07% compared to ZTO Express (Cayman) Inc. (ZTO) at 5.65%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than ZTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BABA | ZTO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 5.65% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 17.24% | +12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 25.87% | +17.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 38.52% | +12.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 38.22% | +5.18% |
Dividends
BABA vs. ZTO - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, less than ZTO's 3.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ZTO ZTO Express (Cayman) Inc. | 3.02% | 3.11% | 4.96% | 1.74% | 0.93% | 0.89% | 1.03% | 1.03% | 1.26% |
Financials
BABA vs. ZTO - Financials Comparison
This section allows you to compare key financial metrics between Alibaba Group Holding Limited and ZTO Express (Cayman) Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BABA vs. ZTO - Profitability Comparison
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
ZTO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ZTO Express (Cayman) Inc. reported a gross profit of 3.24B and revenue of 13.28B. Therefore, the gross margin over that period was 24.4%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
ZTO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ZTO Express (Cayman) Inc. reported an operating income of 2.49B and revenue of 13.28B, resulting in an operating margin of 18.8%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
ZTO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ZTO Express (Cayman) Inc. reported a net income of 2.12B and revenue of 13.28B, resulting in a net margin of 16.0%.
Frequently Asked Questions
BABA and ZTO have a correlation of 0.31, 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 ZTO (5.65%). In terms of maximum drawdown, BABA dropped -80.09% vs ZTO's -57.06%.
ZTO currently has the higher Sharpe Ratio (1.26 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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