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

Correlation

The correlation between SRFM and BABA is 0.07, 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.


-0.50.00.51.00.1

Performance

SRFM vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Surf Air Mobility Inc. (SRFM) 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%150.00%200.00%SeptemberOctoberNovemberDecember2025February
123.56%
49.95%
SRFM
BABA

Key characteristics

Sharpe Ratio

SRFM:

-0.23

BABA:

1.98

Sortino Ratio

SRFM:

0.85

BABA:

2.78

Omega Ratio

SRFM:

1.10

BABA:

1.34

Calmar Ratio

SRFM:

-0.41

BABA:

0.97

Martin Ratio

SRFM:

-0.65

BABA:

5.10

Ulcer Index

SRFM:

60.98%

BABA:

14.86%

Daily Std Dev

SRFM:

168.65%

BABA:

38.25%

Max Drawdown

SRFM:

-95.69%

BABA:

-80.09%

Current Drawdown

SRFM:

-79.41%

BABA:

-59.81%

Fundamentals

Market Cap

SRFM:

$76.46M

BABA:

$302.87B

EPS

SRFM:

-$14.40

BABA:

$4.81

Total Revenue (TTM)

SRFM:

$91.38M

BABA:

$722.98B

Gross Profit (TTM)

SRFM:

$3.62M

BABA:

$283.15B

EBITDA (TTM)

SRFM:

-$64.44M

BABA:

$134.49B

Returns By Period

In the year-to-date period, SRFM achieves a -15.77% return, which is significantly lower than BABA's 47.10% return.


SRFM

YTD

-15.77%

1M

20.42%

6M

123.65%

1Y

-40.50%

5Y*

N/A

10Y*

N/A

BABA

YTD

47.10%

1M

51.30%

6M

49.95%

1Y

70.41%

5Y*

-10.33%

10Y*

3.92%

*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

SRFM vs. BABA — Risk-Adjusted Performance Rank

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

SRFM
The Risk-Adjusted Performance Rank of SRFM is 3838
Overall Rank
The Sharpe Ratio Rank of SRFM is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SRFM is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SRFM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of SRFM is 2121
Calmar Ratio Rank
The Martin Ratio Rank of SRFM is 3131
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8585
Overall Rank
The Sharpe Ratio Rank of BABA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8181
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.

SRFM vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Surf Air Mobility Inc. (SRFM) 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 SRFM, currently valued at -0.23, compared to the broader market-2.000.002.004.00-0.231.98
The chart of Sortino ratio for SRFM, currently valued at 0.85, compared to the broader market-6.00-4.00-2.000.002.004.006.000.852.78
The chart of Omega ratio for SRFM, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.34
The chart of Calmar ratio for SRFM, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.412.38
The chart of Martin ratio for SRFM, currently valued at -0.65, compared to the broader market-10.000.0010.0020.0030.00-0.655.10
SRFM
BABA

The current SRFM Sharpe Ratio is -0.23, which is lower than the BABA Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SRFM 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.23
1.98
SRFM
BABA

Dividends

SRFM vs. BABA - Dividend Comparison

SRFM has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023
SRFM
Surf Air Mobility Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.53%0.78%1.29%

Drawdowns

SRFM vs. BABA - Drawdown Comparison

The maximum SRFM drawdown since its inception was -95.69%, which is greater than BABA's maximum drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for SRFM and BABA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.41%
0
SRFM
BABA

Volatility

SRFM vs. BABA - Volatility Comparison

Surf Air Mobility Inc. (SRFM) has a higher volatility of 38.06% compared to Alibaba Group Holding Limited (BABA) at 13.28%. This indicates that SRFM'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.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
38.06%
13.28%
SRFM
BABA

Financials

SRFM vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Surf Air Mobility Inc. 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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