LU vs. BABA

Last updated Apr 1, 2026

Compare and contrast key facts about Lufax Holding Ltd (LU) and Alibaba Group Holding Limited (BABA).

Performance

LU vs. BABA - Performance Comparison

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

LU vs. BABA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LU Lufax Holding Ltd	-26.95%	7.11%	-22.15%	-58.03%	-60.48%	-60.35%	10.51%
BABA Alibaba Group Holding Limited	-14.41%	75.80%	11.77%	-10.83%	-25.84%	-48.96%	-23.62%

Fundamentals

Total Revenue (TTM) LU : $31.92B BABA : $1.01T
Gross Profit (TTM) LU : $13.50B BABA : $411.95B
EBITDA (TTM) LU : -$1.26B BABA : $132.37B

Returns By Period

In the year-to-date period, LU achieves a -26.95% return, which is significantly lower than BABA's -14.41% return.

LU

• 1D: 5.06%
• 1M: -28.08%
• YTD: -26.95%
• 6M: -53.94%
• 1Y: -37.04%
• 3Y*: -37.59%
• 5Y*: -47.72%
• 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)

Return for Risk

LU vs. BABA — Risk / Return Rank

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

LU

LU Risk / Return Rank: 16
LU Sharpe Ratio Rank: 14
LU Sortino Ratio Rank: 14
LU Omega Ratio Rank: 16
LU Calmar Ratio Rank: 21
LU Martin Ratio Rank: 16

BABA

BABA Risk / Return Rank: 38
BABA Sharpe Ratio Rank: 39
BABA Sortino Ratio Rank: 36
BABA Omega Ratio Rank: 36
BABA Calmar Ratio Rank: 39
BABA Martin Ratio Rank: 38

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.

LU vs. BABA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lufax Holding Ltd (LU) 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.

	LU	BABA	Difference
Sharpe ratio Return per unit of total volatility	-0.66	-0.08	-0.58
Sortino ratio Return per unit of downside risk	-0.80	0.23	-1.03
Omega ratio Gain probability vs. loss probability	0.91	1.03	-0.12
Calmar ratio Return relative to maximum drawdown	-0.62	-0.10	-0.52
Martin ratio Return relative to average drawdown	-1.28	-0.24	-1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LU vs. BABA - Sharpe Ratio Comparison

The current LU Sharpe Ratio is -0.66, which is lower than the BABA Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LU 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.

Sharpe Ratios by Period

	LU	BABA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.66	-0.08	-0.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.60	-0.20	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.55	0.07	-0.62

Correlation

The correlation between LU and BABA is 0.49, 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

LU vs. BABA - Dividend Comparison

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

	TTM	2025	2024	2023	2022
LU Lufax Holding Ltd	0.00%	0.00%	0.00%	11.60%	26.29%
BABA Alibaba Group Holding Limited	1.59%	1.36%	1.96%	1.29%	0.00%

Drawdowns

LU vs. BABA - Drawdown Comparison

The maximum LU drawdown since its inception was -97.25%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for LU and BABA.

Drawdown Indicators

	LU	BABA	Difference
Max Drawdown Largest peak-to-trough decline	-97.25%	-80.09%	-17.16%
Max Drawdown (1Y) Largest decline over 1 year	-59.55%	-35.58%	-23.97%
Max Drawdown (5Y) Largest decline over 5 years	-96.32%	-74.12%	-22.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-80.09%	—
Current Drawdown Current decline from peak	-97.12%	-58.34%	-38.78%
Average Drawdown Average peak-to-trough decline	-79.63%	-37.23%	-42.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.68%	15.43%	+13.25%

Volatility

LU vs. BABA - Volatility Comparison

Lufax Holding Ltd (LU) has a higher volatility of 15.15% compared to Alibaba Group Holding Limited (BABA) at 12.47%. This indicates that LU'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.

Volatility by Period

	LU	BABA	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.15%	12.47%	+2.68%
Volatility (6M) Calculated over the trailing 6-month period	39.88%	29.36%	+10.52%
Volatility (1Y) Calculated over the trailing 1-year period	56.42%	45.97%	+10.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	80.32%	51.12%	+29.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	80.49%	43.22%	+37.27%

Financials