LI vs. BABA
LI (Li Auto Inc.) and BABA (Alibaba Group Holding Limited) are both stocks. Both are in the Consumer Cyclical sector — LI in Auto Manufacturers, BABA in Internet Retail. Over the past 5 years, LI returned -16.26%/yr vs -12.97%/yr for BABA. At a 0.49 correlation, their price movements are largely independent.
Performance
LI vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, LI achieves a -25.40% return, which is significantly higher than BABA's -29.36% return.
LI
- 1D
- -1.48%
- 1M
- -20.52%
- YTD
- -25.40%
- 6M
- -24.33%
- 1Y
- -55.02%
- 3Y*
- -27.56%
- 5Y*
- -16.26%
- 10Y*
- —
BABA
- 1D
- -2.26%
- 1M
- -20.35%
- YTD
- -29.36%
- 6M
- -31.53%
- 1Y
- -8.44%
- 3Y*
- 8.69%
- 5Y*
- -12.97%
- 10Y*
- 3.64%
LI vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | -25.40% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
BABA Alibaba Group Holding Limited | -29.36% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | -7.81% |
Correlation
The correlation between LI and BABA is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.49 |
The correlation between LI and BABA shifts across timeframes, from 0.41 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LI:
$12.80B
BABA:
$247.77B
LI:
-CN¥1.74
BABA:
CN¥33.90
LI:
0.81
BABA:
2.06
LI:
1.24
BABA:
1.59
LI:
CN¥108.98B
BABA:
CN¥811.51B
LI:
CN¥17.42B
BABA:
CN¥332.88B
LI:
-CN¥2.83B
BABA:
CN¥112.44B
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Return for Risk
LI vs. BABA — Risk / Return Rank
LI
BABA
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.
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.
| LI | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.00 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.19 | -0.73 |
| Martin ratioReturn relative to average drawdown | -1.43 | -0.41 | -1.02 |
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Drawdowns
LI vs. BABA - Drawdown Comparison
The maximum LI drawdown since its inception was -72.93%, 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
| LI | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.93% | -80.09% | +7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -60.28% | -45.31% | -14.97% |
Max Drawdown (3Y)Largest decline over 3 years | -72.93% | -45.31% | -27.62% |
Max Drawdown (5Y)Largest decline over 5 years | -72.93% | -72.48% | -0.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -72.93% | -65.62% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -40.06% | -37.61% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.44% | 20.66% | +17.78% |
Volatility
LI vs. BABA - Volatility Comparison
Li Auto Inc. (LI) has a higher volatility of 11.71% compared to Alibaba Group Holding Limited (BABA) at 8.04%. This indicates that LI'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
| LI | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.71% | 8.04% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 29.07% | 29.29% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.15% | 43.82% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.37% | 51.46% | +11.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.23% | 43.41% | +24.82% |
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 1.02%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 1.02% | 1.36% | 1.96% | 1.29% |
LI Li Auto Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
LI vs. BABA - Profitability Comparison
LI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a gross profit of 1.80B and revenue of 22.84B. Therefore, the gross margin over that period was 7.9%.
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
LI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported an operating income of -2.95B and revenue of 22.84B, resulting in an operating margin of -12.9%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
LI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a net income of -2.28B and revenue of 22.84B, resulting in a net margin of -10.0%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
Frequently Asked Questions
LI and BABA have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LI has higher volatility (11.71%) compared to BABA (8.04%). In terms of maximum drawdown, LI dropped -72.93% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (-0.19 vs -1.40), 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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