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

Correlation

The correlation between MPNGY and BABA is 0.39, 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

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.

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Key characteristics

Sharpe Ratio

MPNGY:

0.33

BABA:

1.29

Sortino Ratio

MPNGY:

0.97

BABA:

1.92

Omega Ratio

MPNGY:

1.12

BABA:

1.24

Calmar Ratio

MPNGY:

0.29

BABA:

0.77

Martin Ratio

MPNGY:

1.06

BABA:

3.62

Ulcer Index

MPNGY:

21.06%

BABA:

16.38%

Daily Std Dev

MPNGY:

58.59%

BABA:

46.14%

Max Drawdown

MPNGY:

-86.40%

BABA:

-80.09%

Current Drawdown

MPNGY:

-68.92%

BABA:

-59.61%

Fundamentals

Market Cap

MPNGY:

$112.44B

BABA:

$303.72B

EPS

MPNGY:

$1.56

BABA:

$6.85

PE Ratio

MPNGY:

23.19

BABA:

18.30

PEG Ratio

MPNGY:

1.33

BABA:

4.32

PS Ratio

MPNGY:

0.33

BABA:

0.30

PB Ratio

MPNGY:

4.54

BABA:

2.16

Total Revenue (TTM)

MPNGY:

$82.25B

BABA:

$759.89B

Gross Profit (TTM)

MPNGY:

$33.89B

BABA:

$307.23B

EBITDA (TTM)

MPNGY:

$9.99B

BABA:

$149.59B

Returns By Period

In the year-to-date period, MPNGY achieves a -6.78% return, which is significantly lower than BABA's 47.81% return.


MPNGY

YTD

-6.78%

1M

-0.63%

6M

-24.04%

1Y

19.52%

5Y*

5.07%

10Y*

N/A

BABA

YTD

47.81%

1M

20.30%

6M

33.06%

1Y

57.92%

5Y*

-9.04%

10Y*

3.89%

*Annualized

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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 6565
Overall Rank
The Sharpe Ratio Rank of MPNGY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MPNGY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MPNGY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of MPNGY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of MPNGY is 6666
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8383
Overall Rank
The Sharpe Ratio Rank of BABA is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8282
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.


The current MPNGY Sharpe Ratio is 0.33, which is lower than the BABA Sharpe Ratio of 1.29. 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.


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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 0.53%.


TTM20242023
MPNGY
Meituan ADR
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.53%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.


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Volatility

MPNGY vs. BABA - Volatility Comparison

Meituan ADR (MPNGY) has a higher volatility of 15.02% compared to Alibaba Group Holding Limited (BABA) at 11.87%. This indicates that MPNGY'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

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


0.0050.00B100.00B150.00B200.00B250.00B300.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
82.25B
280.15B
(MPNGY) Total Revenue
(BABA) Total Revenue
Values in USD except per share items