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XRO.AX vs. BABA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XRO.AX and BABA is 0.14, 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

XRO.AX vs. BABA - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
22.80%
48.66%
XRO.AX
BABA

Key characteristics

Sharpe Ratio

XRO.AX:

2.28

BABA:

1.98

Sortino Ratio

XRO.AX:

3.02

BABA:

2.78

Omega Ratio

XRO.AX:

1.40

BABA:

1.34

Calmar Ratio

XRO.AX:

2.32

BABA:

0.97

Martin Ratio

XRO.AX:

11.55

BABA:

5.10

Ulcer Index

XRO.AX:

5.38%

BABA:

14.86%

Daily Std Dev

XRO.AX:

27.24%

BABA:

38.25%

Max Drawdown

XRO.AX:

-71.11%

BABA:

-80.09%

Current Drawdown

XRO.AX:

-1.08%

BABA:

-59.81%

Fundamentals

Market Cap

XRO.AX:

A$28.42B

BABA:

$302.87B

EPS

XRO.AX:

A$1.04

BABA:

$4.81

PE Ratio

XRO.AX:

178.52

BABA:

25.93

PEG Ratio

XRO.AX:

0.00

BABA:

0.82

Total Revenue (TTM)

XRO.AX:

A$913.35M

BABA:

$722.98B

Gross Profit (TTM)

XRO.AX:

A$810.70M

BABA:

$283.15B

EBITDA (TTM)

XRO.AX:

A$177.70M

BABA:

$134.49B

Returns By Period

In the year-to-date period, XRO.AX achieves a 9.35% return, which is significantly lower than BABA's 47.10% return. Over the past 10 years, XRO.AX has outperformed BABA with an annualized return of 25.33%, while BABA has yielded a comparatively lower 3.95% annualized return.


XRO.AX

YTD

9.35%

1M

9.85%

6M

30.15%

1Y

56.87%

5Y*

15.61%

10Y*

25.33%

BABA

YTD

47.10%

1M

46.53%

6M

48.65%

1Y

70.20%

5Y*

-10.55%

10Y*

3.95%

*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

XRO.AX vs. BABA — Risk-Adjusted Performance Rank

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

XRO.AX
The Risk-Adjusted Performance Rank of XRO.AX is 9292
Overall Rank
The Sharpe Ratio Rank of XRO.AX is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XRO.AX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of XRO.AX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of XRO.AX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of XRO.AX is 9393
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8484
Overall Rank
The Sharpe Ratio Rank of BABA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8080
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.

XRO.AX vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xero Limited (XRO.AX) 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 XRO.AX, currently valued at 1.65, compared to the broader market-2.000.002.004.001.651.63
The chart of Sortino ratio for XRO.AX, currently valued at 2.30, compared to the broader market-6.00-4.00-2.000.002.004.006.002.302.42
The chart of Omega ratio for XRO.AX, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.29
The chart of Calmar ratio for XRO.AX, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.79
The chart of Martin ratio for XRO.AX, currently valued at 7.08, compared to the broader market-10.000.0010.0020.0030.007.084.10
XRO.AX
BABA

The current XRO.AX Sharpe Ratio is 2.28, which is comparable to the BABA Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of XRO.AX 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.65
1.63
XRO.AX
BABA

Dividends

XRO.AX vs. BABA - Dividend Comparison

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


TTM20242023
XRO.AX
Xero Limited
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.53%0.78%1.29%

Drawdowns

XRO.AX vs. BABA - Drawdown Comparison

The maximum XRO.AX drawdown since its inception was -71.11%, smaller than the maximum BABA drawdown of -80.09%. Use the drawdown chart below to compare losses from any high point for XRO.AX and BABA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.22%
-59.81%
XRO.AX
BABA

Volatility

XRO.AX vs. BABA - Volatility Comparison

The current volatility for Xero Limited (XRO.AX) is 6.17%, while Alibaba Group Holding Limited (BABA) has a volatility of 13.35%. This indicates that XRO.AX 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
6.17%
13.35%
XRO.AX
BABA

Financials

XRO.AX vs. BABA - Financials Comparison

This section allows you to compare key financial metrics between Xero Limited 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


Please note, different currencies. XRO.AX values in AUD, BABA values in USD
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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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