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LU vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LU and BABA is 0.34, 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.


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.

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Key characteristics

Sharpe Ratio

LU:

0.65

BABA:

0.96

Sortino Ratio

LU:

1.43

BABA:

1.84

Omega Ratio

LU:

1.17

BABA:

1.23

Calmar Ratio

LU:

0.51

BABA:

0.74

Martin Ratio

LU:

1.69

BABA:

3.44

Ulcer Index

LU:

28.47%

BABA:

16.47%

Daily Std Dev

LU:

74.59%

BABA:

46.38%

Max Drawdown

LU:

-96.68%

BABA:

-80.09%

Current Drawdown

LU:

-89.59%

BABA:

-60.22%

Fundamentals

Market Cap

LU:

$2.62B

BABA:

$301.65B

EPS

LU:

-$0.78

BABA:

$7.43

PS Ratio

LU:

0.08

BABA:

0.30

PB Ratio

LU:

0.22

BABA:

2.10

Total Revenue (TTM)

LU:

$8.97B

BABA:

$759.89B

Gross Profit (TTM)

LU:

$8.97B

BABA:

$307.23B

EBITDA (TTM)

LU:

-$576.12M

BABA:

$149.59B

Returns By Period

In the year-to-date period, LU achieves a 26.36% return, which is significantly lower than BABA's 45.61% return.


LU

YTD

26.36%

1M

27.97%

6M

30.74%

1Y

42.99%

5Y*

N/A

10Y*

N/A

BABA

YTD

45.61%

1M

13.40%

6M

39.36%

1Y

40.63%

5Y*

-10.17%

10Y*

3.37%

*Annualized

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Risk-Adjusted Performance

LU vs. BABA — Risk-Adjusted Performance Rank

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

LU
The Risk-Adjusted Performance Rank of LU is 7373
Overall Rank
The Sharpe Ratio Rank of LU is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LU is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LU is 7272
Omega Ratio Rank
The Calmar Ratio Rank of LU is 7373
Calmar Ratio Rank
The Martin Ratio Rank of LU is 7070
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8181
Overall Rank
The Sharpe Ratio Rank of BABA is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8181
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.

LU vs. BABA - Risk-Adjusted Performance 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.


The current LU Sharpe Ratio is 0.65, which is lower than the BABA Sharpe Ratio of 0.96. 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.


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Dividends

LU vs. BABA - Dividend Comparison

LU's dividend yield for the trailing twelve months is around 80.13%, more than BABA's 0.53% yield.


TTM202420232022
LU
Lufax Holding Ltd
80.13%101.26%11.60%26.29%
BABA
Alibaba Group Holding Limited
0.53%0.78%1.29%0.00%

Drawdowns

LU vs. BABA - Drawdown Comparison

The maximum LU drawdown since its inception was -96.68%, 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. For additional features, visit the drawdowns tool.


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Volatility

LU vs. BABA - Volatility Comparison

Lufax Holding Ltd (LU) has a higher volatility of 18.96% compared to Alibaba Group Holding Limited (BABA) at 13.19%. 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.


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Financials

LU vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Lufax Holding Ltd 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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
4.39B
280.15B
(LU) Total Revenue
(BABA) Total Revenue
Values in USD except per share items