CSPX.L vs. BABA
CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while BABA (Alibaba Group Holding Limited) is a stock. Over the past 10 years, CSPX.L returned 15.24%/yr vs 4.42%/yr for BABA. At a 0.31 correlation, their price movements are largely independent.
Performance
CSPX.L vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly higher than BABA's -22.32% return. Over the past 10 years, CSPX.L has outperformed BABA with an annualized return of 15.24%, while BABA has yielded a comparatively lower 4.42% annualized return.
CSPX.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.86%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
CSPX.L vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
Correlation
The correlation between CSPX.L and BABA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.31 |
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Return for Risk
CSPX.L vs. BABA — Risk / Return Rank
CSPX.L
BABA
CSPX.L vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSPX.L | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.03 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | -0.06 | +3.04 |
| Martin ratioReturn relative to average drawdown | 12.45 | -0.12 | +12.57 |
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Drawdowns
CSPX.L vs. BABA - Drawdown Comparison
The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for CSPX.L and BABA.
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Drawdown Indicators
| CSPX.L | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.90% | -80.09% | +46.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -39.94% | +31.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -39.94% | +21.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -72.48% | +48.09% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -80.09% | +46.19% |
Current DrawdownCurrent decline from peak | -2.27% | -62.20% | +59.93% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -37.56% | +33.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 19.58% | -17.62% |
Volatility
CSPX.L vs. BABA - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.07%. This indicates that CSPX.L 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.
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Volatility by Period
| CSPX.L | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 10.07% | -6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 29.24% | -20.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 43.83% | -31.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 51.40% | -35.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 43.40% | -27.18% |
Dividends
CSPX.L vs. BABA - Dividend Comparison
CSPX.L has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.93%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CSPX.L and BABA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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