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LEXCX vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LEXCX and BABA is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LEXCX vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Voya Corporate Leaders Trust Fund (LEXCX) and Alibaba Group Holding Limited (BABA). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
134.41%
-10.44%
LEXCX
BABA

Key characteristics

Sharpe Ratio

LEXCX:

0.30

BABA:

0.35

Sortino Ratio

LEXCX:

0.53

BABA:

0.80

Omega Ratio

LEXCX:

1.06

BABA:

1.09

Calmar Ratio

LEXCX:

0.34

BABA:

0.17

Martin Ratio

LEXCX:

0.94

BABA:

1.06

Ulcer Index

LEXCX:

4.05%

BABA:

12.34%

Daily Std Dev

LEXCX:

12.53%

BABA:

37.71%

Max Drawdown

LEXCX:

-50.42%

BABA:

-80.09%

Current Drawdown

LEXCX:

-10.35%

BABA:

-73.49%

Returns By Period

In the year-to-date period, LEXCX achieves a 2.74% return, which is significantly lower than BABA's 7.06% return. Over the past 10 years, LEXCX has outperformed BABA with an annualized return of 8.65%, while BABA has yielded a comparatively lower -2.25% annualized return.


LEXCX

YTD

2.74%

1M

-6.19%

6M

-1.51%

1Y

2.95%

5Y*

10.15%

10Y*

8.65%

BABA

YTD

7.06%

1M

-5.17%

6M

11.69%

1Y

8.81%

5Y*

-16.93%

10Y*

-2.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LEXCX vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Corporate Leaders Trust Fund (LEXCX) 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.


Sharpe ratio
The chart of Sharpe ratio for LEXCX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.300.35
The chart of Sortino ratio for LEXCX, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.0010.000.530.80
The chart of Omega ratio for LEXCX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.09
The chart of Calmar ratio for LEXCX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.0014.000.340.17
The chart of Martin ratio for LEXCX, currently valued at 0.94, compared to the broader market0.0020.0040.0060.000.941.06
LEXCX
BABA

The current LEXCX Sharpe Ratio is 0.30, which is comparable to the BABA Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of LEXCX and BABA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.35
LEXCX
BABA

Dividends

LEXCX vs. BABA - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.59%, more than BABA's 0.80% yield.


TTM20232022202120202019201820172016201520142013
LEXCX
Voya Corporate Leaders Trust Fund
1.59%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%1.53%
BABA
Alibaba Group Holding Limited
0.80%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEXCX vs. BABA - Drawdown Comparison

The maximum LEXCX drawdown since its inception was -50.42%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for LEXCX and BABA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.35%
-73.49%
LEXCX
BABA

Volatility

LEXCX vs. BABA - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 3.87%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.79%. This indicates that LEXCX 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
10.79%
LEXCX
BABA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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