IBIT vs. BABA
IBIT (iShares Bitcoin Trust ETF) is Cryptocurrency fund tracking the CME CF Bitcoin Reference Rate - New York Variant, while BABA (Alibaba Group Holding Limited) is a stock. Over the past year, IBIT returned -40.63% vs -2.37% for BABA. At a 0.25 correlation, their price movements are largely independent.
Performance
IBIT vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, IBIT achieves a -27.41% return, which is significantly lower than BABA's -22.32% return.
IBIT
- 1D
- -0.03%
- 1M
- -20.12%
- YTD
- -27.41%
- 6M
- -29.61%
- 1Y
- -40.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BABA
- 1D
- 0.12%
- 1M
- -21.91%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- -2.37%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
IBIT vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBIT iShares Bitcoin Trust ETF | -27.41% | -6.41% | 89.87% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 21.32% |
Correlation
The correlation between IBIT and BABA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.25 |
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Return for Risk
IBIT vs. BABA — Risk / Return Rank
IBIT
BABA
IBIT vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bitcoin Trust ETF (IBIT) 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.
| IBIT | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.03 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | -0.06 | -0.72 |
| Martin ratioReturn relative to average drawdown | -1.37 | -0.12 | -1.25 |
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Drawdowns
IBIT vs. BABA - Drawdown Comparison
The maximum IBIT drawdown since its inception was -52.11%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for IBIT and BABA.
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Drawdown Indicators
| IBIT | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.11% | -80.09% | +27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -52.11% | -39.94% | -12.17% |
Max Drawdown (3Y)Largest decline over 3 years | — | -39.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -72.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -49.45% | -62.20% | +12.75% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -37.56% | +21.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.64% | 19.58% | +10.06% |
Volatility
IBIT vs. BABA - Volatility Comparison
iShares Bitcoin Trust ETF (IBIT) has a higher volatility of 12.07% compared to Alibaba Group Holding Limited (BABA) at 10.07%. This indicates that IBIT'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
| IBIT | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.07% | 10.07% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 34.45% | 29.24% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.10% | 43.83% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.26% | 51.40% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.26% | 43.40% | +6.86% |
Dividends
IBIT vs. BABA - Dividend Comparison
IBIT 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% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBIT and BABA have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIT has higher volatility (12.07%) compared to BABA (10.07%). In terms of maximum drawdown, IBIT dropped -52.11% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.92), 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.
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