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

Correlation

The correlation between LEXCX and BABA is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
136.29%
30.92%
LEXCX
BABA

Key characteristics

Sharpe Ratio

LEXCX:

-0.21

BABA:

1.45

Sortino Ratio

LEXCX:

-0.18

BABA:

2.09

Omega Ratio

LEXCX:

0.98

BABA:

1.27

Calmar Ratio

LEXCX:

-0.27

BABA:

0.88

Martin Ratio

LEXCX:

-0.75

BABA:

4.20

Ulcer Index

LEXCX:

5.07%

BABA:

16.04%

Daily Std Dev

LEXCX:

17.90%

BABA:

46.33%

Max Drawdown

LEXCX:

-50.42%

BABA:

-80.09%

Current Drawdown

LEXCX:

-8.75%

BABA:

-61.24%

Returns By Period

In the year-to-date period, LEXCX achieves a 0.95% return, which is significantly lower than BABA's 41.86% return. Over the past 10 years, LEXCX has outperformed BABA with an annualized return of 9.02%, while BABA has yielded a comparatively lower 3.76% annualized return.


LEXCX

YTD

0.95%

1M

-7.13%

6M

-2.88%

1Y

-4.63%

5Y*

15.75%

10Y*

9.02%

BABA

YTD

41.86%

1M

-9.04%

6M

23.47%

1Y

61.50%

5Y*

-9.69%

10Y*

3.76%

*Annualized

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Risk-Adjusted Performance

LEXCX vs. BABA — Risk-Adjusted Performance Rank

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

LEXCX
The Risk-Adjusted Performance Rank of LEXCX is 99
Overall Rank
The Sharpe Ratio Rank of LEXCX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of LEXCX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of LEXCX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of LEXCX is 55
Calmar Ratio Rank
The Martin Ratio Rank of LEXCX is 77
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8686
Overall Rank
The Sharpe Ratio Rank of BABA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for LEXCX, currently valued at -0.21, compared to the broader market-1.000.001.002.003.00
LEXCX: -0.21
BABA: 1.45
The chart of Sortino ratio for LEXCX, currently valued at -0.18, compared to the broader market-2.000.002.004.006.008.00
LEXCX: -0.18
BABA: 2.09
The chart of Omega ratio for LEXCX, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.00
LEXCX: 0.98
BABA: 1.27
The chart of Calmar ratio for LEXCX, currently valued at -0.27, compared to the broader market0.002.004.006.008.0010.00
LEXCX: -0.27
BABA: 0.88
The chart of Martin ratio for LEXCX, currently valued at -0.75, compared to the broader market0.0010.0020.0030.0040.0050.00
LEXCX: -0.75
BABA: 4.20

The current LEXCX Sharpe Ratio is -0.21, which is lower than the BABA Sharpe Ratio of 1.45. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.21
1.45
LEXCX
BABA

Dividends

LEXCX vs. BABA - Dividend Comparison

LEXCX's dividend yield for the trailing twelve months is around 1.64%, more than BABA's 0.55% yield.


TTM20242023202220212020201920182017201620152014
LEXCX
Voya Corporate Leaders Trust Fund
1.64%1.66%1.57%1.65%1.54%1.91%1.86%2.03%1.79%3.93%2.37%5.64%
BABA
Alibaba Group Holding Limited
0.55%0.78%1.29%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%NovemberDecember2025FebruaryMarchApril
-8.75%
-61.24%
LEXCX
BABA

Volatility

LEXCX vs. BABA - Volatility Comparison

The current volatility for Voya Corporate Leaders Trust Fund (LEXCX) is 11.93%, while Alibaba Group Holding Limited (BABA) has a volatility of 20.26%. 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%NovemberDecember2025FebruaryMarchApril
11.93%
20.26%
LEXCX
BABA