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HBAR-USD vs. BABA
Performance
Return for Risk
Drawdowns
Volatility

Performance

HBAR-USD vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HederaHashgraph (HBAR-USD) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HBAR-USD achieves a -26.14% return, which is significantly lower than BABA's -22.32% return.


HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*

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

HBAR-USD vs. BABA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%
BABA
Alibaba Group Holding Limited
-22.32%75.80%11.77%-10.83%-25.84%-48.96%9.73%19.78%

Correlation

The correlation between HBAR-USD and BABA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.14

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Return for Risk

HBAR-USD vs. BABA — Risk / Return Rank

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

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 4040
Overall Rank
BABA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3838
Sortino Ratio Rank
BABA Omega Ratio Rank: 3737
Omega Ratio Rank
BABA Calmar Ratio Rank: 4141
Calmar Ratio Rank
BABA Martin Ratio Rank: 4141
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.

HBAR-USD vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HederaHashgraph (HBAR-USD) 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.


HBAR-USDBABADifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

0.93

1.03

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.06

-0.63

Martin ratioReturn relative to average drawdown

-0.98

-0.12

-0.86

HBAR-USD vs. BABA - Sharpe Ratio Comparison

The current HBAR-USD Sharpe Ratio is -0.65, which is lower than the BABA Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of HBAR-USD 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.


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Drawdowns

HBAR-USD vs. BABA - Drawdown Comparison

The maximum HBAR-USD drawdown since its inception was -97.58%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for HBAR-USD and BABA.


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Drawdown Indicators


HBAR-USDBABADifference

Max Drawdown

Largest peak-to-trough decline

-97.58%

-80.09%

-17.49%

Max Drawdown (1Y)

Largest decline over 1 year

-73.39%

-39.94%

-33.45%

Max Drawdown (3Y)

Largest decline over 3 years

-79.29%

-39.94%

-39.35%

Max Drawdown (5Y)

Largest decline over 5 years

-92.79%

-72.48%

-20.31%

Max Drawdown (10Y)

Largest decline over 10 years

-80.09%

Current Drawdown

Current decline from peak

-84.50%

-62.20%

-22.30%

Average Drawdown

Average peak-to-trough decline

-74.51%

-37.56%

-36.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

51.80%

19.58%

+32.22%

Volatility

HBAR-USD vs. BABA - Volatility Comparison

HederaHashgraph (HBAR-USD) has a higher volatility of 16.33% compared to Alibaba Group Holding Limited (BABA) at 10.07%. This indicates that HBAR-USD's price experiences larger fluctuations and is considered to be riskier 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


HBAR-USDBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.33%

10.07%

+6.26%

Volatility (6M)

Calculated over the trailing 6-month period

43.30%

29.24%

+14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

65.06%

43.83%

+21.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.17%

51.40%

+33.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.57%

43.40%

+65.17%

Frequently Asked Questions


HBAR-USD and BABA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.33%) compared to BABA (10.07%). In terms of maximum drawdown, HBAR-USD dropped -97.58% vs BABA's -80.09%.

BABA currently has the higher Sharpe Ratio (-0.05 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for HBAR-USD 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.

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