BZUN vs. BABA
BZUN (Baozun Inc.) and BABA (Alibaba Group Holding Limited) are both stocks. Both operate in the Internet Retail industry within the Consumer Cyclical sector. Over the past 10 years, BZUN returned -8.12%/yr vs 5.74%/yr for BABA. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
BZUN vs. BABA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BZUN achieves a -0.75% return, which is significantly higher than BABA's -13.21% return. Over the past 10 years, BZUN has underperformed BABA with an annualized return of -8.12%, while BABA has yielded a comparatively higher 5.74% annualized return.
BZUN
- 1D
- -1.49%
- 1M
- -4.00%
- YTD
- -0.75%
- 6M
- -7.37%
- 1Y
- -6.38%
- 3Y*
- -14.88%
- 5Y*
- -40.20%
- 10Y*
- -8.12%
BABA
- 1D
- -2.76%
- 1M
- -4.55%
- YTD
- -13.21%
- 6M
- -19.53%
- 1Y
- 12.52%
- 3Y*
- 16.70%
- 5Y*
- -9.37%
- 10Y*
- 5.74%
BZUN vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BZUN Baozun Inc. | -0.75% | -2.21% | -0.73% | -48.30% | -61.87% | -59.53% | 3.71% | 13.39% | -7.45% | 161.47% |
BABA Alibaba Group Holding Limited | -13.21% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between BZUN and BABA is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.57 |
The correlation between BZUN and BABA shifts across timeframes, from 0.46 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BZUN:
$153.40M
BABA:
$307.20B
BZUN:
-$3.21
BABA:
$33.90
BZUN:
0.01
BABA:
0.38
BZUN:
0.04
BABA:
0.29
BZUN:
$10.20B
BABA:
$811.51B
BZUN:
$6.39B
BABA:
$332.88B
BZUN:
$92.42M
BABA:
$112.44B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BZUN vs. BABA — Risk / Return Rank
BZUN
BABA
BZUN vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baozun Inc. (BZUN) 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.
| BZUN | BABA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.29 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.28 | 0.81 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.09 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.34 | -0.46 |
Martin ratioReturn relative to average drawdown | -0.19 | 0.67 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BZUN | BABA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.29 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.54 | -0.18 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | 0.13 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.07 | -0.24 |
Drawdowns
BZUN vs. BABA - Drawdown Comparison
The maximum BZUN drawdown since its inception was -97.03%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for BZUN and BABA.
Loading charts...
Drawdown Indicators
| BZUN | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.03% | -80.09% | -16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -56.08% | -36.77% | -19.31% |
Max Drawdown (3Y)Largest decline over 3 years | -61.82% | -36.77% | -25.05% |
Max Drawdown (5Y)Largest decline over 5 years | -94.72% | -72.48% | -22.24% |
Max Drawdown (10Y)Largest decline over 10 years | -97.03% | -80.09% | -16.94% |
Current DrawdownCurrent decline from peak | -96.02% | -57.76% | -38.26% |
Average DrawdownAverage peak-to-trough decline | -58.72% | -37.51% | -21.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.50% | 18.62% | +15.88% |
Volatility
BZUN vs. BABA - Volatility Comparison
The current volatility for Baozun Inc. (BZUN) is 13.26%, while Alibaba Group Holding Limited (BABA) has a volatility of 14.74%. This indicates that BZUN experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BZUN | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.26% | 14.74% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 38.87% | 28.96% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.32% | 43.68% | +14.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.49% | 51.36% | +23.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.24% | 43.38% | +26.86% |
Dividends
BZUN vs. BABA - Dividend Comparison
BZUN has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.57%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.57% | 1.36% | 1.96% | 1.29% |
BZUN Baozun Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BZUN vs. BABA - Financials Comparison
This section allows you to compare key financial metrics between Baozun 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.
Total Revenue: Total amount of money received from sales and other business activities
BZUN vs. BABA - Profitability Comparison
BZUN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Baozun Inc. reported a gross profit of 1.67B and revenue of 2.37B. Therefore, the gross margin over that period was 70.5%.
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%.
BZUN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Baozun Inc. reported an operating income of -15.20M and revenue of 2.37B, resulting in an operating margin of -0.6%.
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%.
BZUN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Baozun Inc. reported a net income of -7.41M and revenue of 2.37B, resulting in a net margin of -0.3%.
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%.
Frequently Asked Questions
BZUN and BABA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (14.74%) compared to BZUN (13.26%). In terms of maximum drawdown, BZUN dropped -97.03% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (0.29 vs -0.11), 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.
Find the right allocation for BZUN and BABA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer