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LI vs. BABA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

LI vs. BABA - Performance Comparison

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

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LI vs. BABA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LI
Li Auto Inc.
5.32%-29.43%-35.91%83.48%-36.45%11.34%75.15%
BABA
Alibaba Group Holding Limited
-14.41%75.80%11.77%-10.83%-25.84%-48.96%-7.92%

Fundamentals

Market Cap

LI:

$18.58B

BABA:

$302.83B

EPS

LI:

$1.08

BABA:

$37.64

PE Ratio

LI:

16.44

BABA:

3.33

PS Ratio

LI:

0.17

BABA:

0.30

PB Ratio

LI:

0.26

BABA:

0.29

Total Revenue (TTM)

LI:

$112.12B

BABA:

$1.01T

Gross Profit (TTM)

LI:

$20.95B

BABA:

$411.95B

EBITDA (TTM)

LI:

$935.07M

BABA:

$132.37B

Returns By Period

In the year-to-date period, LI achieves a 5.32% return, which is significantly higher than BABA's -14.41% return.


LI

1D
1.60%
1M
1.36%
YTD
5.32%
6M
-29.64%
1Y
-29.25%
3Y*
-10.60%
5Y*
-6.72%
10Y*

BABA

1D
2.85%
1M
-12.94%
YTD
-14.41%
6M
-29.80%
1Y
-3.52%
3Y*
8.94%
5Y*
-10.05%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LI vs. BABA — Risk / Return Rank

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

LI
LI Risk / Return Rank: 1818
Overall Rank
LI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LI Sortino Ratio Rank: 1313
Sortino Ratio Rank
LI Omega Ratio Rank: 1515
Omega Ratio Rank
LI Calmar Ratio Rank: 2222
Calmar Ratio Rank
LI Martin Ratio Rank: 2525
Martin Ratio Rank

BABA
BABA Risk / Return Rank: 3838
Overall Rank
BABA Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3636
Sortino Ratio Rank
BABA Omega Ratio Rank: 3636
Omega Ratio Rank
BABA Calmar Ratio Rank: 3939
Calmar Ratio Rank
BABA Martin Ratio Rank: 3838
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.

LI vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) 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.


LIBABADifference

Sharpe ratio

Return per unit of total volatility

-0.71

-0.08

-0.63

Sortino ratio

Return per unit of downside risk

-0.88

0.23

-1.11

Omega ratio

Gain probability vs. loss probability

0.90

1.03

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.60

-0.10

-0.49

Martin ratio

Return relative to average drawdown

-0.96

-0.24

-0.73

LI vs. BABA - Sharpe Ratio Comparison

The current LI Sharpe Ratio is -0.71, which is lower than the BABA Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LI 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.


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Sharpe Ratios by Period


LIBABADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

-0.08

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

-0.20

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.07

-0.05

Correlation

The correlation between LI and BABA is 0.50, 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.


Dividends

LI vs. BABA - Dividend Comparison

LI has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 1.59%.


TTM202520242023
LI
Li Auto Inc.
0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
1.59%1.36%1.96%1.29%

Drawdowns

LI vs. BABA - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for LI and BABA.


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Drawdown Indicators


LIBABADifference

Max Drawdown

Largest peak-to-trough decline

-69.02%

-80.09%

+11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-50.53%

-35.58%

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-66.61%

-74.12%

+7.51%

Max Drawdown (10Y)

Largest decline over 10 years

-80.09%

Current Drawdown

Current decline from peak

-61.78%

-58.34%

-3.44%

Average Drawdown

Average peak-to-trough decline

-39.13%

-37.23%

-1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.30%

15.43%

+15.87%

Volatility

LI vs. BABA - Volatility Comparison

Li Auto Inc. (LI) and Alibaba Group Holding Limited (BABA) have volatilities of 12.54% and 12.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LIBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.54%

12.47%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

29.36%

-5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

41.26%

45.97%

-4.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.22%

51.12%

+13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.97%

43.22%

+25.75%

Financials

LI vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Li Auto Inc. and Alibaba Group Holding Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
28.38B
280.91B
(LI) Total Revenue
(BABA) Total Revenue
Values in USD except per share items

LI vs. BABA - Profitability Comparison

The chart below illustrates the profitability comparison between Li Auto Inc. and Alibaba Group Holding Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
17.8%
40.2%
Portfolio components
LI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Li Auto Inc. reported a gross profit of 5.06B and revenue of 28.38B. Therefore, the gross margin over that period was 17.8%.

BABA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported a gross profit of 112.89B and revenue of 280.91B. Therefore, the gross margin over that period was 40.2%.

LI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Li Auto Inc. reported an operating income of -525.67M and revenue of 28.38B, resulting in an operating margin of -1.9%.

BABA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported an operating income of 18.44B and revenue of 280.91B, resulting in an operating margin of 6.6%.

LI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Li Auto Inc. reported a net income of 6.43M and revenue of 28.38B, resulting in a net margin of 0.0%.

BABA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alibaba Group Holding Limited reported a net income of 16.16B and revenue of 280.91B, resulting in a net margin of 5.8%.