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BABX vs. ARM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABX vs. ARM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and Arm Holdings plc American Depositary Shares (ARM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BABX achieves a -32.66% return, which is significantly lower than ARM's 276.75% return.


BABX

1D
-5.49%
1M
-11.33%
YTD
-32.66%
6M
-42.73%
1Y
-3.46%
3Y*
6.70%
5Y*
10Y*

ARM

1D
2.26%
1M
102.61%
YTD
276.75%
6M
195.88%
1Y
219.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABX vs. ARM - Yearly Performance Comparison


2026 (YTD)202520242023
BABX
GraniteShares 2x Long BABA Daily ETF
-32.66%123.85%1.23%-22.72%
ARM
Arm Holdings plc American Depositary Shares
276.75%-11.39%64.16%18.17%

Correlation

The correlation between BABX and ARM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.26

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Return for Risk

BABX vs. ARM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BABX
BABX Risk / Return Rank: 1010
Overall Rank
BABX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BABX Sortino Ratio Rank: 1414
Sortino Ratio Rank
BABX Omega Ratio Rank: 1313
Omega Ratio Rank
BABX Calmar Ratio Rank: 88
Calmar Ratio Rank
BABX Martin Ratio Rank: 88
Martin Ratio Rank

ARM
ARM Risk / Return Rank: 9292
Overall Rank
ARM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ARM Sortino Ratio Rank: 9393
Sortino Ratio Rank
ARM Omega Ratio Rank: 9292
Omega Ratio Rank
ARM Calmar Ratio Rank: 9292
Calmar Ratio Rank
ARM Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BABX vs. ARM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) and Arm Holdings plc American Depositary Shares (ARM). 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.


BABXARMDifference
Sharpe ratioReturn per unit of total volatility

-3.43

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

1.07

1.48

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.05

5.34

-5.39

Martin ratioReturn relative to average drawdown

-0.10

10.57

-10.67

BABX vs. ARM - Sharpe Ratio Comparison

The current BABX Sharpe Ratio is -0.04, which is lower than the ARM Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of BABX and ARM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BABXARMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

3.39

-3.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

1.32

-1.35

Drawdowns

BABX vs. ARM - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, which is greater than ARM's maximum drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for BABX and ARM.


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Drawdown Indicators


BABXARMDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-53.97%

-16.65%

Max Drawdown (1Y)

Largest decline over 1 year

-64.86%

-41.47%

-23.39%

Max Drawdown (3Y)

Largest decline over 3 years

-64.86%

Current Drawdown

Current decline from peak

-61.99%

0.00%

-61.99%

Average Drawdown

Average peak-to-trough decline

-45.24%

-21.42%

-23.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.29%

20.88%

+15.41%

Volatility

BABX vs. ARM - Volatility Comparison

The current volatility for GraniteShares 2x Long BABA Daily ETF (BABX) is 29.31%, while Arm Holdings plc American Depositary Shares (ARM) has a volatility of 33.02%. This indicates that BABX experiences smaller price fluctuations and is considered to be less risky than ARM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BABXARMDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.31%

33.02%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

57.74%

53.31%

+4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

87.52%

65.24%

+22.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.12%

75.37%

+7.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.12%

75.37%

+7.75%

Dividends

BABX vs. ARM - Dividend Comparison

Neither BABX nor ARM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BABX and ARM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARM has higher volatility (33.02%) compared to BABX (29.31%). In terms of maximum drawdown, BABX dropped -70.62% vs ARM's -53.97%.

ARM currently has the higher Sharpe Ratio (3.39 vs -0.04), 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.

Portfolio Optimizer

Find the right allocation for BABX and ARM

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