PRNDY vs. BABA
PRNDY (Pernod Ricard SA.) and BABA (Alibaba Group Holding Limited) are both stocks. PRNDY operates in Beverages - Wineries & Distilleries (Consumer Defensive), while BABA operates in Internet Retail (Consumer Cyclical). Over the past 3 years, PRNDY returned -27.43%/yr vs 11.06%/yr for BABA. At a 0.26 correlation, their price movements are largely independent.
Performance
PRNDY vs. BABA - Performance Comparison
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Returns By Period
In the year-to-date period, PRNDY achieves a -14.20% return, which is significantly higher than BABA's -22.32% return.
PRNDY
- 1D
- 0.38%
- 1M
- 2.90%
- YTD
- -14.20%
- 6M
- -18.02%
- 1Y
- -24.70%
- 3Y*
- -27.43%
- 5Y*
- —
- 10Y*
- —
BABA
- 1D
- 0.12%
- 1M
- -14.13%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
PRNDY vs. BABA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PRNDY Pernod Ricard SA. | -14.20% | -19.27% | -33.61% | -7.89% | -17.06% | 3.67% |
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -27.91% |
Correlation
The correlation between PRNDY and BABA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2021 | 0.26 |
The correlation between PRNDY and BABA shifts across timeframes, from 0.13 (1 year) to 0.27 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
PRNDY:
$18.55B
BABA:
$272.45B
PRNDY:
€1.98
BABA:
CN¥33.90
PRNDY:
6.41
BABA:
22.55
PRNDY:
0.57
BABA:
1.01
PRNDY:
0.76
BABA:
2.26
PRNDY:
1.04
BABA:
1.75
PRNDY:
€21.18B
BABA:
CN¥811.51B
PRNDY:
€12.50B
BABA:
CN¥332.88B
PRNDY:
€6.13B
BABA:
CN¥112.44B
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Return for Risk
PRNDY vs. BABA — Risk / Return Rank
PRNDY
BABA
PRNDY vs. BABA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pernod Ricard SA. (PRNDY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRNDY | BABA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.03 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.06 | -0.57 |
| Martin ratioReturn relative to average drawdown | -1.10 | -0.12 | -0.98 |
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Drawdowns
PRNDY vs. BABA - Drawdown Comparison
The maximum PRNDY drawdown since its inception was -67.59%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for PRNDY and BABA.
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Drawdown Indicators
| PRNDY | BABA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.59% | -80.09% | +12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -41.41% | -39.94% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -66.31% | -39.94% | -26.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -72.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.09% | — |
Current DrawdownCurrent decline from peak | -65.09% | -62.20% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -32.58% | -37.56% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.72% | 19.58% | +4.14% |
Volatility
PRNDY vs. BABA - Volatility Comparison
The current volatility for Pernod Ricard SA. (PRNDY) is 6.80%, while Alibaba Group Holding Limited (BABA) has a volatility of 10.07%. This indicates that PRNDY 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.
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Volatility by Period
| PRNDY | BABA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 10.07% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 24.23% | 29.24% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.55% | 43.83% | -12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.30% | 51.40% | -24.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 43.40% | -16.10% |
Dividends
PRNDY vs. BABA - Dividend Comparison
PRNDY's dividend yield for the trailing twelve months is around 7.51%, more than BABA's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% |
PRNDY Pernod Ricard SA. | 7.51% | 6.44% | 4.53% | 2.86% | 2.10% | 0.83% |
Financials
PRNDY vs. BABA - Financials Comparison
This section allows you to compare key financial metrics between Pernod Ricard SA. 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.
Total Revenue: Total amount of money received from sales and other business activities
PRNDY vs. BABA - Profitability Comparison
PRNDY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a gross profit of 3.09B and revenue of 5.21B. Therefore, the gross margin over that period was 59.3%.
BABA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a gross profit of 11.75B and revenue of 35.15B. Therefore, the gross margin over that period was 33.4%.
PRNDY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported an operating income of 1.60B and revenue of 5.21B, resulting in an operating margin of 30.7%.
BABA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported an operating income of -135.47M and revenue of 35.15B, resulting in an operating margin of -0.4%.
PRNDY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pernod Ricard SA. reported a net income of 967.78M and revenue of 5.21B, resulting in a net margin of 18.6%.
BABA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alibaba Group Holding Limited reported a net income of 3.69B and revenue of 35.15B, resulting in a net margin of 10.5%.
Frequently Asked Questions
PRNDY and BABA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BABA has higher volatility (10.07%) compared to PRNDY (6.80%). In terms of maximum drawdown, PRNDY dropped -67.59% vs BABA's -80.09%.
BABA currently has the higher Sharpe Ratio (-0.05 vs -0.83), 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.
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