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

Correlation

The correlation between MPNGY and BABA is 0.66, 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.


-0.50.00.51.00.7

Performance

MPNGY vs. BABA - Performance Comparison

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

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025
51.15%
-43.79%
MPNGY
BABA

Key characteristics

Sharpe Ratio

MPNGY:

2.20

BABA:

1.00

Sortino Ratio

MPNGY:

2.85

BABA:

1.64

Omega Ratio

MPNGY:

1.36

BABA:

1.20

Calmar Ratio

MPNGY:

1.50

BABA:

0.49

Martin Ratio

MPNGY:

8.72

BABA:

2.55

Ulcer Index

MPNGY:

14.84%

BABA:

14.83%

Daily Std Dev

MPNGY:

58.72%

BABA:

37.93%

Max Drawdown

MPNGY:

-86.40%

BABA:

-80.09%

Current Drawdown

MPNGY:

-67.23%

BABA:

-68.15%

Fundamentals

Market Cap

MPNGY:

$115.63B

BABA:

$234.84B

EPS

MPNGY:

$0.92

BABA:

$4.91

PE Ratio

MPNGY:

41.59

BABA:

20.13

PEG Ratio

MPNGY:

0.80

BABA:

0.68

Total Revenue (TTM)

MPNGY:

$155.53B

BABA:

$722.98B

Gross Profit (TTM)

MPNGY:

$59.59B

BABA:

$283.15B

EBITDA (TTM)

MPNGY:

$17.31B

BABA:

$134.49B

Returns By Period

In the year-to-date period, MPNGY achieves a -1.70% return, which is significantly lower than BABA's 16.57% return.


MPNGY

YTD

-1.70%

1M

-3.90%

6M

43.15%

1Y

141.00%

5Y*

7.75%

10Y*

N/A

BABA

YTD

16.57%

1M

15.55%

6M

27.62%

1Y

38.74%

5Y*

-14.69%

10Y*

1.51%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MPNGY vs. BABA — Risk-Adjusted Performance Rank

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

MPNGY
The Risk-Adjusted Performance Rank of MPNGY is 9090
Overall Rank
The Sharpe Ratio Rank of MPNGY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of MPNGY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of MPNGY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of MPNGY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of MPNGY is 9090
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 7373
Overall Rank
The Sharpe Ratio Rank of BABA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 7575
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 7171
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.

MPNGY vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Meituan ADR (MPNGY) 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.


Sharpe ratio
The chart of Sharpe ratio for MPNGY, currently valued at 2.20, compared to the broader market-2.000.002.002.201.00
The chart of Sortino ratio for MPNGY, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.851.64
The chart of Omega ratio for MPNGY, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.20
The chart of Calmar ratio for MPNGY, currently valued at 1.50, compared to the broader market0.002.004.006.001.500.49
The chart of Martin ratio for MPNGY, currently valued at 8.72, compared to the broader market0.0010.0020.008.722.55
MPNGY
BABA

The current MPNGY Sharpe Ratio is 2.20, which is higher than the BABA Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of MPNGY 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025
2.20
1.00
MPNGY
BABA

Dividends

MPNGY vs. BABA - Dividend Comparison

MPNGY has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.67%.


TTM20242023
MPNGY
Meituan ADR
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.67%0.78%1.29%

Drawdowns

MPNGY vs. BABA - Drawdown Comparison

The maximum MPNGY drawdown since its inception was -86.40%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for MPNGY and BABA. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%SeptemberOctoberNovemberDecember2025
-67.23%
-68.15%
MPNGY
BABA

Volatility

MPNGY vs. BABA - Volatility Comparison

Meituan ADR (MPNGY) and Alibaba Group Holding Limited (BABA) have volatilities of 11.87% and 11.58%, 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.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025
11.87%
11.58%
MPNGY
BABA

Financials

MPNGY vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Meituan ADR 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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