JABLX vs. BABA
Compare and contrast key facts about Janus Henderson VIT Balanced Portfolio (JABLX) and Alibaba Group Holding Limited (BABA).
JABLX is managed by Janus Henderson. It was launched on Sep 12, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JABLX or BABA.
Key characteristics
| JABLX | BABA | |
|---|---|---|
| YTD Return | 17.38% | 22.56% |
| 1Y Return | 26.50% | 16.35% |
| 3Y Return (Ann) | 4.60% | -15.65% |
| 5Y Return (Ann) | 9.57% | -12.47% |
| 10Y Return (Ann) | 8.73% | -1.73% |
| Sharpe Ratio | 2.99 | 0.36 |
| Sortino Ratio | 4.25 | 0.79 |
| Omega Ratio | 1.56 | 1.10 |
| Calmar Ratio | 2.37 | 0.17 |
| Martin Ratio | 19.52 | 1.07 |
| Ulcer Index | 1.31% | 12.68% |
| Daily Std Dev | 8.56% | 37.74% |
| Max Drawdown | -27.07% | -80.09% |
| Current Drawdown | 0.00% | -69.65% |
Correlation
The correlation between JABLX and BABA is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
JABLX vs. BABA - Performance Comparison
In the year-to-date period, JABLX achieves a 17.38% return, which is significantly lower than BABA's 22.56% return. Over the past 10 years, JABLX has outperformed BABA with an annualized return of 8.73%, while BABA has yielded a comparatively lower -1.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JABLX vs. BABA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson VIT Balanced Portfolio (JABLX) 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.
Dividends
JABLX vs. BABA - Dividend Comparison
JABLX's dividend yield for the trailing twelve months is around 1.82%, more than BABA's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JABLX Janus Henderson VIT Balanced Portfolio | 1.82% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% | 1.50% |
BABA Alibaba Group Holding Limited | 1.76% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
JABLX vs. BABA - Drawdown Comparison
The maximum JABLX drawdown since its inception was -27.07%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for JABLX and BABA. For additional features, visit the drawdowns tool.
Volatility
JABLX vs. BABA - Volatility Comparison
The current volatility for Janus Henderson VIT Balanced Portfolio (JABLX) is 2.59%, while Alibaba Group Holding Limited (BABA) has a volatility of 11.01%. This indicates that JABLX 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.