PortfoliosLab logoPortfoliosLab logo
CHIQ vs. BABA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHIQ vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Consumer Discretionary ETF (CHIQ) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CHIQ vs. BABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHIQ
Global X MSCI China Consumer Discretionary ETF
-6.51%13.69%10.74%-10.70%-22.01%-27.07%92.61%44.19%-28.65%67.74%
BABA
Alibaba Group Holding Limited
-14.41%75.80%11.77%-10.83%-25.84%-48.96%9.73%54.74%-20.51%96.37%

Returns By Period

In the year-to-date period, CHIQ achieves a -6.51% return, which is significantly higher than BABA's -14.41% return. Over the past 10 years, CHIQ has outperformed BABA with an annualized return of 7.29%, while BABA has yielded a comparatively lower 5.31% annualized return.


CHIQ

1D
3.43%
1M
-2.74%
YTD
-6.51%
6M
-17.09%
1Y
-9.66%
3Y*
1.64%
5Y*
-9.04%
10Y*
7.29%

BABA

1D
2.85%
1M
-12.94%
YTD
-14.41%
6M
-29.80%
1Y
-3.52%
3Y*
8.94%
5Y*
-10.05%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CHIQ vs. BABA — Risk / Return Rank

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

CHIQ
CHIQ Risk / Return Rank: 55
Overall Rank
CHIQ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CHIQ Sortino Ratio Rank: 66
Sortino Ratio Rank
CHIQ Omega Ratio Rank: 66
Omega Ratio Rank
CHIQ Calmar Ratio Rank: 55
Calmar Ratio Rank
CHIQ Martin Ratio Rank: 44
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 3838
Overall Rank
BABA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3636
Sortino Ratio Rank
BABA Omega Ratio Rank: 3636
Omega Ratio Rank
BABA Calmar Ratio Rank: 3939
Calmar Ratio Rank
BABA Martin Ratio Rank: 3838
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.

CHIQ vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Consumer Discretionary ETF (CHIQ) 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.


CHIQBABADifference

Sharpe ratio

Return per unit of total volatility

-0.36

-0.08

-0.28

Sortino ratio

Return per unit of downside risk

-0.32

0.23

-0.55

Omega ratio

Gain probability vs. loss probability

0.96

1.03

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.46

-0.10

-0.36

Martin ratio

Return relative to average drawdown

-1.02

-0.24

-0.78

CHIQ vs. BABA - Sharpe Ratio Comparison

The current CHIQ Sharpe Ratio is -0.36, which is lower than the BABA Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CHIQ 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 graphics...

Sharpe Ratios by Period


CHIQBABADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.08

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

-0.20

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.12

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.07

+0.02

Correlation

The correlation between CHIQ and BABA is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CHIQ vs. BABA - Dividend Comparison

CHIQ's dividend yield for the trailing twelve months is around 1.58%, which matches BABA's 1.59% yield.


TTM20252024202320222021202020192018201720162015
CHIQ
Global X MSCI China Consumer Discretionary ETF
1.58%1.48%2.65%2.26%0.38%0.00%0.11%1.05%2.71%0.62%1.51%4.86%
BABA
Alibaba Group Holding Limited
1.59%1.36%1.96%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHIQ vs. BABA - Drawdown Comparison

The maximum CHIQ drawdown since its inception was -67.04%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for CHIQ and BABA.


Loading graphics...

Drawdown Indicators


CHIQBABADifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-80.09%

+13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-35.58%

+14.40%

Max Drawdown (5Y)

Largest decline over 5 years

-59.95%

-74.12%

+14.17%

Max Drawdown (10Y)

Largest decline over 10 years

-67.04%

-80.09%

+13.05%

Current Drawdown

Current decline from peak

-50.95%

-58.34%

+7.39%

Average Drawdown

Average peak-to-trough decline

-30.39%

-37.23%

+6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.58%

15.43%

-5.85%

Volatility

CHIQ vs. BABA - Volatility Comparison

The current volatility for Global X MSCI China Consumer Discretionary ETF (CHIQ) is 8.38%, while Alibaba Group Holding Limited (BABA) has a volatility of 12.47%. This indicates that CHIQ 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 graphics...

Volatility by Period


CHIQBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.38%

12.47%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.59%

29.36%

-12.77%

Volatility (1Y)

Calculated over the trailing 1-year period

27.25%

45.97%

-18.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.80%

51.12%

-13.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.40%

43.22%

-10.82%