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BABI.L vs. MSTI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BABI.L vs. MSTI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Alibaba (BABA) Options ETP (BABI.L) and IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). The values are adjusted to include any dividend payments, if applicable.

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BABI.L vs. MSTI.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BABI.L achieves a -26.81% return, which is significantly higher than MSTI.L's -40.12% return.


BABI.L

1D
-0.36%
1M
-17.47%
YTD
-26.81%
6M
-43.86%
1Y
3Y*
5Y*
10Y*

MSTI.L

1D
-7.11%
1M
-16.01%
YTD
-40.12%
6M
-72.66%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BABI.L vs. MSTI.L - Expense Ratio Comparison

Both BABI.L and MSTI.L have an expense ratio of 0.55%.


Return for Risk

BABI.L vs. MSTI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Alibaba (BABA) Options ETP (BABI.L) and IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BABI.L vs. MSTI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BABI.LMSTI.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.93

-1.40

+0.47

Correlation

The correlation between BABI.L and MSTI.L is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BABI.L vs. MSTI.L - Dividend Comparison

BABI.L's dividend yield for the trailing twelve months is around 0.36%, less than MSTI.L's 0.74% yield.


Drawdowns

BABI.L vs. MSTI.L - Drawdown Comparison

The maximum BABI.L drawdown since its inception was -44.35%, smaller than the maximum MSTI.L drawdown of -80.37%. Use the drawdown chart below to compare losses from any high point for BABI.L and MSTI.L.


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Drawdown Indicators


BABI.LMSTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.35%

-80.37%

+36.02%

Current Drawdown

Current decline from peak

-43.98%

-80.37%

+36.39%

Average Drawdown

Average peak-to-trough decline

-14.90%

-46.87%

+31.97%

Volatility

BABI.L vs. MSTI.L - Volatility Comparison


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Volatility by Period


BABI.LMSTI.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

35.69%

61.31%

-25.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.69%

61.31%

-25.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.69%

61.31%

-25.62%