DC-A.TO vs. BABA

Last updated Jun 4, 2026

DC-A.TO (Dundee Corporation) and BABA (Alibaba Group Holding Limited) are both stocks. DC-A.TO operates in Other Precious Metals & Mining (Basic Materials), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 10 years, DC-A.TO returned 1.19%/yr vs 6.76%/yr for BABA. At a 0.06 correlation, their price movements are largely independent.

Performance

DC-A.TO vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Dundee Corporation (DC-A.TO) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DC-A.TO is traded in CAD, while BABA is traded in USD. To make them comparable, the BABA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DC-A.TO achieves a 12.11% return, which is significantly higher than BABA's -9.98% return. Over the past 10 years, DC-A.TO has underperformed BABA with an annualized return of 1.19%, while BABA has yielded a comparatively higher 6.76% annualized return.

DC-A.TO

• 1D: -3.18%
• 1M: 1.43%
• YTD: 12.11%
• 6M: 10.94%
• 1Y: 84.42%
• 3Y*: 47.41%
• 5Y*: 23.71%
• 10Y*: 1.19%

BABA

• 1D: 0.00%
• 1M: -0.28%
• YTD: -9.98%
• 6M: -17.90%
• 1Y: 16.73%
• 3Y*: 19.01%
• 5Y*: -6.33%
• 10Y*: 6.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DC-A.TO vs. BABA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DC-A.TO Dundee Corporation	12.11%	165.73%	55.43%	-35.21%	-0.00%	2.16%	20.01%	26.19%	-28.98%	-56.78%
BABA Alibaba Group Holding Limited	-12.11%	67.73%	21.37%	-12.79%	-20.56%	-49.42%	7.87%	47.13%	-13.77%	83.86%

Correlation

The correlation between DC-A.TO and BABA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 22, 2014	0.06

The correlation between DC-A.TO and BABA shifts across timeframes, from 0.06 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap DC-A.TO : CA$383.26M BABA : $307.20B
EPS DC-A.TO : CA$3.06 BABA : $33.90
PE Ratio DC-A.TO : 1.39 BABA : 3.75
PEG Ratio DC-A.TO : 0.01 BABA : 0.17
PS Ratio DC-A.TO : 41.30 BABA : 0.38
PB Ratio DC-A.TO : 0.64 BABA : 0.29
Total Revenue (TTM) DC-A.TO : CA$9.75M BABA : $811.51B
Gross Profit (TTM) DC-A.TO : CA$7.75M BABA : $332.88B
EBITDA (TTM) DC-A.TO : CA$292.06M BABA : $112.44B

Return for Risk

DC-A.TO vs. BABA — Risk / Return Rank

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

DC-A.TO

DC-A.TO Risk / Return Rank: 80
DC-A.TO Sharpe Ratio Rank: 83
DC-A.TO Sortino Ratio Rank: 80
DC-A.TO Omega Ratio Rank: 77
DC-A.TO Calmar Ratio Rank: 82
DC-A.TO Martin Ratio Rank: 80

BABA

BABA Risk / Return Rank: 48
BABA Sharpe Ratio Rank: 50
BABA Sortino Ratio Rank: 49
BABA Omega Ratio Rank: 45
BABA Calmar Ratio Rank: 48
BABA Martin Ratio Rank: 48

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.

DC-A.TO vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dundee Corporation (DC-A.TO) 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.

	DC-A.TO	BABA	Difference
Sharpe ratio: Return per unit of total volatility	1.60	0.39	+1.22
Sortino ratio: Return per unit of downside risk	2.29	0.96	+1.33
Omega ratio: Gain probability vs. loss probability	1.27	1.10	+0.17
Calmar ratio: Return relative to maximum drawdown	2.89	0.45	+2.43
Martin ratio: Return relative to average drawdown	6.25	0.87	+5.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DC-A.TO vs. BABA - Sharpe Ratio Comparison

The current DC-A.TO Sharpe Ratio is 1.60, which is higher than the BABA Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of DC-A.TO and BABA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DC-A.TO	BABA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	0.39	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	-0.13	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.02	0.16	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.13	-0.01

Drawdowns

DC-A.TO vs. BABA - Drawdown Comparison

The maximum DC-A.TO drawdown since its inception was -94.25%, which is greater than BABA's maximum drawdown of -79.43%. Use the drawdown chart below to compare losses from any high point for DC-A.TO and BABA.

Drawdown Indicators

	DC-A.TO	BABA	Difference
Max Drawdown Largest peak-to-trough decline	-94.25%	-79.43%	-14.82%
Max Drawdown (1Y) Largest decline over 1 year	-29.40%	-37.15%	+7.75%
Max Drawdown (3Y) Largest decline over 3 years	-48.57%	-37.15%	-11.42%
Max Drawdown (5Y) Largest decline over 5 years	-60.00%	-69.77%	+9.77%
Max Drawdown (10Y) Largest decline over 10 years	-84.02%	-79.43%	-4.59%
Current Drawdown Current decline from peak	-61.85%	-54.41%	-7.44%
Average Drawdown Average peak-to-trough decline	-49.60%	-35.33%	-14.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.56%	19.34%	-5.78%

Volatility

DC-A.TO vs. BABA - Volatility Comparison

Dundee Corporation (DC-A.TO) and Alibaba Group Holding Limited (BABA) have volatilities of 14.11% and 14.47%, 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.

Volatility by Period

	DC-A.TO	BABA	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.11%	14.47%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	37.53%	28.32%	+9.21%
Volatility (1Y) Calculated over the trailing 1-year period	52.91%	43.24%	+9.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	49.51%	49.85%	-0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	53.51%	42.00%	+11.51%

Dividends

DC-A.TO vs. BABA - Dividend Comparison

DC-A.TO 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	2022	2021	2020	2019	2018	2017	2016
BABA Alibaba Group Holding Limited	1.57%	1.36%	1.96%	1.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DC-A.TO Dundee Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.44%	30.08%	36.62%	1.66%	7.88%

Financials

Frequently Asked Questions

Can I hold both DC-A.TO and BABA in my portfolio?

DC-A.TO and BABA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.