PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BEKE vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BEKE and BABA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

BEKE vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KE Holdings Inc. (BEKE) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
35.89%
63.88%
BEKE
BABA

Key characteristics

Sharpe Ratio

BEKE:

0.80

BABA:

2.19

Sortino Ratio

BEKE:

1.61

BABA:

3.03

Omega Ratio

BEKE:

1.19

BABA:

1.36

Calmar Ratio

BEKE:

0.56

BABA:

1.10

Martin Ratio

BEKE:

2.22

BABA:

5.76

Ulcer Index

BEKE:

21.11%

BABA:

14.86%

Daily Std Dev

BEKE:

58.43%

BABA:

39.07%

Max Drawdown

BEKE:

-88.26%

BABA:

-80.09%

Current Drawdown

BEKE:

-72.68%

BABA:

-56.18%

Fundamentals

Market Cap

BEKE:

$24.92B

BABA:

$303.41B

EPS

BEKE:

$0.49

BABA:

$4.86

PE Ratio

BEKE:

40.86

BABA:

25.88

PEG Ratio

BEKE:

1.64

BABA:

0.84

Total Revenue (TTM)

BEKE:

$57.18B

BABA:

$722.98B

Gross Profit (TTM)

BEKE:

$10.62B

BABA:

$283.15B

EBITDA (TTM)

BEKE:

$2.79B

BABA:

$134.49B

Returns By Period

In the year-to-date period, BEKE achieves a 9.77% return, which is significantly lower than BABA's 60.36% return.


BEKE

YTD

9.77%

1M

19.64%

6M

35.89%

1Y

46.49%

5Y*

N/A

10Y*

N/A

BABA

YTD

60.36%

1M

59.25%

6M

63.90%

1Y

81.44%

5Y*

-8.18%

10Y*

4.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BEKE vs. BABA — Risk-Adjusted Performance Rank

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

BEKE
The Risk-Adjusted Performance Rank of BEKE is 7070
Overall Rank
The Sharpe Ratio Rank of BEKE is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of BEKE is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BEKE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BEKE is 6969
Calmar Ratio Rank
The Martin Ratio Rank of BEKE is 6767
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8787
Overall Rank
The Sharpe Ratio Rank of BABA is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BEKE vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KE Holdings Inc. (BEKE) and Alibaba Group Holding Limited (BABA). 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.


Sharpe ratio
The chart of Sharpe ratio for BEKE, currently valued at 0.80, compared to the broader market-2.000.002.000.802.19
The chart of Sortino ratio for BEKE, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.613.03
The chart of Omega ratio for BEKE, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.36
The chart of Calmar ratio for BEKE, currently valued at 0.56, compared to the broader market0.002.004.006.000.561.10
The chart of Martin ratio for BEKE, currently valued at 2.22, compared to the broader market-10.000.0010.0020.0030.002.225.76
BEKE
BABA

The current BEKE Sharpe Ratio is 0.80, which is lower than the BABA Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of BEKE and BABA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.80
2.19
BEKE
BABA

Dividends

BEKE vs. BABA - Dividend Comparison

BEKE's dividend yield for the trailing twelve months is around 1.74%, more than BABA's 0.49% yield.


TTM20242023
BEKE
KE Holdings Inc.
1.74%1.91%1.05%
BABA
Alibaba Group Holding Limited
0.49%0.78%1.29%

Drawdowns

BEKE vs. BABA - Drawdown Comparison

The maximum BEKE drawdown since its inception was -88.26%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for BEKE and BABA. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%SeptemberOctoberNovemberDecember2025February
-72.68%
-56.18%
BEKE
BABA

Volatility

BEKE vs. BABA - Volatility Comparison

KE Holdings Inc. (BEKE) has a higher volatility of 15.52% compared to Alibaba Group Holding Limited (BABA) at 14.51%. This indicates that BEKE's price experiences larger fluctuations and is considered to be riskier than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
15.52%
14.51%
BEKE
BABA

Financials

BEKE vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between KE Holdings Inc. and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab