LU vs. BABA

Last updated Jun 5, 2026

LU (Lufax Holding Ltd) and BABA (Alibaba Group Holding Limited) are both stocks. LU operates in Credit Services (Financial Services), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 5 years, LU returned -39.05%/yr vs -9.55%/yr for BABA. At a 0.49 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, LU achieves a -39.45% return, which is significantly lower than BABA's -14.07% return.

LU

• 1D: -0.64%
• 1M: -22.11%
• YTD: -39.45%
• 6M: -39.22%
• 1Y: -47.64%
• 3Y*: -12.96%
• 5Y*: -39.05%
• 10Y*: —

BABA

• 1D: -0.99%
• 1M: -4.77%
• YTD: -14.07%
• 6M: -20.00%
• 1Y: 7.22%
• 3Y*: 16.26%
• 5Y*: -9.55%
• 10Y*: 5.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LU vs. BABA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LU Lufax Holding Ltd	-39.45%	7.11%	73.97%	-58.03%	-60.48%	-60.35%	10.51%
BABA Alibaba Group Holding Limited	-14.07%	75.80%	11.77%	-10.83%	-25.84%	-48.96%	-23.62%

Correlation

The correlation between LU and BABA is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since Nov 2, 2020	0.49

The correlation between LU and BABA has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

Fundamentals

Total Revenue (TTM) LU : $31.92B BABA : $811.51B
Gross Profit (TTM) LU : $13.50B BABA : $332.88B
EBITDA (TTM) LU : -$1.26B BABA : $112.44B

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: 10
LU Sharpe Ratio Rank: 7
LU Sortino Ratio Rank: 7
LU Omega Ratio Rank: 8
LU Calmar Ratio Rank: 14
LU Martin Ratio Rank: 12

BABA

BABA Risk / Return Rank: 46
BABA Sharpe Ratio Rank: 48
BABA Sortino Ratio Rank: 46
BABA Omega Ratio Rank: 43
BABA Calmar Ratio Rank: 47
BABA Martin Ratio Rank: 47

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	-0.91	0.17	-1.08
Sortino ratio: Return per unit of downside risk	-1.41	0.62	-2.03
Omega ratio: Gain probability vs. loss probability	0.84	1.07	-0.23
Calmar ratio: Return relative to maximum drawdown	-0.74	0.20	-0.93
Martin ratio: Return relative to average drawdown	-1.28	0.39	-1.66
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 -0.91, which is lower than the BABA Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of LU and BABA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LU	BABA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.91	0.17	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.51	-0.19	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.13	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.47	0.07	-0.55

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.

Drawdown Indicators

	LU	BABA	Difference
Max Drawdown Largest peak-to-trough decline	-96.68%	-80.09%	-16.59%
Max Drawdown (1Y) Largest decline over 1 year	-64.77%	-36.77%	-28.00%
Max Drawdown (3Y) Largest decline over 3 years	-69.41%	-36.77%	-32.64%
Max Drawdown (5Y) Largest decline over 5 years	-94.84%	-72.48%	-22.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-80.09%	—
Current Drawdown Current decline from peak	-94.66%	-58.18%	-36.48%
Average Drawdown Average peak-to-trough decline	-78.37%	-37.52%	-40.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.34%	18.74%	+18.60%

Volatility

LU vs. BABA - Volatility Comparison

The current volatility for Lufax Holding Ltd (LU) is 10.91%, while Alibaba Group Holding Limited (BABA) has a volatility of 14.75%. This indicates that LU 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.

Volatility by Period

	LU	BABA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.91%	14.75%	-3.84%
Volatility (6M) Calculated over the trailing 6-month period	33.65%	28.92%	+4.73%
Volatility (1Y) Calculated over the trailing 1-year period	52.50%	43.69%	+8.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	76.55%	51.37%	+25.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	76.23%	43.37%	+32.86%

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%.

Position	TTM	2025	2024	2023	2022
BABA Alibaba Group Holding Limited	1.59%	1.36%	1.96%	1.29%	0.00%
LU Lufax Holding Ltd	0.00%	0.00%	101.26%	11.60%	26.29%

Financials

Frequently Asked Questions

Can I hold both LU and BABA in my portfolio?

LU and BABA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LU or BABA?

BABA has higher volatility (14.75%) compared to LU (10.91%). In terms of maximum drawdown, LU dropped -96.68% vs BABA's -80.09%.

Which has better risk-adjusted returns?

BABA currently has the higher Sharpe Ratio (0.17 vs -0.91), 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.