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MSTI.L vs. BABI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSTI.L vs. BABI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L) and IncomeShares Alibaba (BABA) Options ETP (BABI.L). The values are adjusted to include any dividend payments, if applicable.

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MSTI.L vs. BABI.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, MSTI.L achieves a -40.12% return, which is significantly lower than BABI.L's -26.81% return.


MSTI.L

1D
-7.11%
1M
-16.01%
YTD
-40.12%
6M
-72.66%
1Y
3Y*
5Y*
10Y*

BABI.L

1D
-0.36%
1M
-17.47%
YTD
-26.81%
6M
-43.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSTI.L vs. BABI.L - Expense Ratio Comparison

Both MSTI.L and BABI.L have an expense ratio of 0.55%.


Return for Risk

MSTI.L vs. BABI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microstrategy (MSTR) Options ETP (MSTI.L) and IncomeShares Alibaba (BABA) Options ETP (BABI.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MSTI.L vs. BABI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSTI.LBABI.LDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.40

-0.93

-0.47

Correlation

The correlation between MSTI.L and BABI.L is 0.31, 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.


Dividends

MSTI.L vs. BABI.L - Dividend Comparison

MSTI.L's dividend yield for the trailing twelve months is around 0.74%, more than BABI.L's 0.36% yield.


Drawdowns

MSTI.L vs. BABI.L - Drawdown Comparison

The maximum MSTI.L drawdown since its inception was -80.37%, which is greater than BABI.L's maximum drawdown of -44.35%. Use the drawdown chart below to compare losses from any high point for MSTI.L and BABI.L.


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Drawdown Indicators


MSTI.LBABI.LDifference

Max Drawdown

Largest peak-to-trough decline

-80.37%

-44.35%

-36.02%

Current Drawdown

Current decline from peak

-80.37%

-43.98%

-36.39%

Average Drawdown

Average peak-to-trough decline

-46.87%

-14.90%

-31.97%

Volatility

MSTI.L vs. BABI.L - Volatility Comparison


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Volatility by Period


MSTI.LBABI.LDifference

Volatility (1Y)

Calculated over the trailing 1-year period

61.31%

35.69%

+25.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.31%

35.69%

+25.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.31%

35.69%

+25.62%