PortfoliosLab logo
BEKE vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BEKE and BABA is 0.24, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

BEKE:

0.31

BABA:

1.45

Sortino Ratio

BEKE:

1.03

BABA:

2.15

Omega Ratio

BEKE:

1.12

BABA:

1.27

Calmar Ratio

BEKE:

0.28

BABA:

0.92

Martin Ratio

BEKE:

1.01

BABA:

4.29

Ulcer Index

BEKE:

22.76%

BABA:

16.39%

Daily Std Dev

BEKE:

60.27%

BABA:

46.55%

Max Drawdown

BEKE:

-88.26%

BABA:

-80.09%

Current Drawdown

BEKE:

-72.63%

BABA:

-57.29%

Fundamentals

Market Cap

BEKE:

$23.11B

BABA:

$303.72B

EPS

BEKE:

$0.48

BABA:

$6.85

PE Ratio

BEKE:

40.21

BABA:

18.30

PEG Ratio

BEKE:

0.87

BABA:

4.32

PS Ratio

BEKE:

0.25

BABA:

0.31

PB Ratio

BEKE:

2.35

BABA:

2.16

Total Revenue (TTM)

BEKE:

$108.21B

BABA:

$759.89B

Gross Profit (TTM)

BEKE:

$25.99B

BABA:

$307.23B

EBITDA (TTM)

BEKE:

$5.58B

BABA:

$149.59B

Returns By Period

In the year-to-date period, BEKE achieves a 9.97% return, which is significantly lower than BABA's 56.33% return.


BEKE

YTD

9.97%

1M

7.59%

6M

-4.54%

1Y

18.46%

5Y*

N/A

10Y*

N/A

BABA

YTD

56.33%

1M

23.04%

6M

38.91%

1Y

67.02%

5Y*

-7.48%

10Y*

4.37%

*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 6363
Overall Rank
The Sharpe Ratio Rank of BEKE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BEKE is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BEKE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BEKE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BEKE is 6363
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8787
Overall Rank
The Sharpe Ratio Rank of BABA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8484
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.


The current BEKE Sharpe Ratio is 0.31, which is lower than the BABA Sharpe Ratio of 1.45. 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.


Loading data...

Dividends

BEKE vs. BABA - Dividend Comparison

Neither BEKE nor BABA has paid dividends to shareholders.


TTM20242023
BEKE
KE Holdings Inc.
0.00%1.91%1.05%
BABA
Alibaba Group Holding Limited
0.00%0.00%0.00%

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.


Loading data...

Volatility

BEKE vs. BABA - Volatility Comparison

KE Holdings Inc. (BEKE) and Alibaba Group Holding Limited (BABA) have volatilities of 12.04% and 12.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

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


0.0050.00B100.00B150.00B200.00B250.00B300.00B20212022202320242025
31.13B
280.15B
(BEKE) Total Revenue
(BABA) Total Revenue
Values in USD except per share items

BEKE vs. BABA - Profitability Comparison

The chart below illustrates the profitability comparison between KE Holdings Inc. and Alibaba Group Holding Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-10.0%0.0%10.0%20.0%30.0%40.0%50.0%20212022202320242025
23.0%
42.0%
(BEKE) Gross Margin
(BABA) Gross Margin
BEKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, KE Holdings Inc. reported a gross profit of 7.17B and revenue of 31.13B. Therefore, the gross margin over that period was 23.0%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a gross profit of 117.63B and revenue of 280.15B. Therefore, the gross margin over that period was 42.0%.

BEKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, KE Holdings Inc. reported an operating income of 1.01B and revenue of 31.13B, resulting in an operating margin of 3.3%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported an operating income of 41.21B and revenue of 280.15B, resulting in an operating margin of 14.7%.

BEKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, KE Holdings Inc. reported a net income of 569.99M and revenue of 31.13B, resulting in a net margin of 1.8%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alibaba Group Holding Limited reported a net income of 49.13B and revenue of 280.15B, resulting in a net margin of 17.5%.