BABA Performance Analysis - Alibaba Holding | -40.4% 12M Return

12M Return: -40.4% | -53.9% vs S&P 500 | Volatility: 40.6% | Relative Strength, Momentum & Peer Ranking

RS IBD 4.72
Top 93% in Peers
Idiosyncratic Score 5.38
Top 82% in Peers
Total Return 3m -22.7%
Top 13% in Peers
Total Return 12m -40.41%
Top 72% in Peers
P/E
P/E Trailing26.5
P/E Forward17.6
High / Low 52w
52 Week High179.45 USD
52 Week Low93.42 USD
Sentiment
Buy Signal ±3-0.59
VRO Trend ±1009.44
Drawdowns 3y
Max Drawdown49.71%
Median Drawdown16.03%
Compare vs 19 peers in Broadline Retail
Total Return: BABA vs Peers Total Return of Alibaba Holding versus broad market ETF SPY
5y Drawdown (Underwater) Chart 5 Year Drawdown / Underwater Chart for BABA Performance Analysis - Alibaba Holding | -40.4% 12M Return

Detailed Performance Metrics Updated: 2026-11-14 03:55

Risk-Adjusted Return
CAGR 9.0%
CAGR / Max DD 0.18
CAGR / Mean DD 0.49
CAGR / Median DD 0.56
Market Sensitivity & Volatility
ATR % 3.88%
Beta 1.323
Beta Downside 1.250
Alpha -53.70%
CAPM 10.08%
Trend & Momentum
Current Price 94.38 USD
SMA 20 Distance +8.72%
SMA 50 Distance +13.23%
SMA 200 Distance +29.51%
RSI 14 33.7
EMA8 Dist. Percentile 1.5%
Distance to 52W High -47.41%
Hurst Exponent 0.521
Key Levels
Support / Resistance (price, strength)
99 (0.76) 105.9 (1.26) 111.7 (1.72)
Pivot Points (date, price, move %)
2026-04-07: 117.9 2026-04-17: 143.8 (+21.92%) 2026-06-26: 92 (-36.02%) 2026-08-10: 132.6 (+44.11%) 2026-09-16: 106.6 (-19.56%) 2026-09-22: 120.4 (+12.9%) 2026-10-30: 97.5 (-19.03%) 2026-11-05: 111.2 (+14.04%)
Structural Changepoints (date, price, move %)
2026-04-07: 118.6 2026-05-06: 140.2 (+18.14%) 2026-06-02: 129.6 (-7.51%) 2026-06-25: 95.1 (-26.66%) 2026-08-10: 132.3 (+39.18%) 2026-10-08: 105.7 (-20.12%) 2026-10-15: 111.1 (+5.14%) 2026-10-23: 99.6 (-10.34%) 2026-10-30: 98 (-1.61%) 2026-11-06: 109.5 (+11.64%)
Peer Rankings higher = better
METRIC BABA PERCENTILE RANK
RS IBD 4.72 7.9
Performance 1M -14.86% 18.4
Performance 3M -22.74% 13.2
Performance 6M -34.68% 2.6
Performance 12M -40.41% 28.9
Sharpe Ratio -1.15 13.2

Top Performer in Broadline Retail 5 of 19 peers

Short Term Performance
SYMBOL 1W 1M 3M
KSS 4.17% 13.74% 23.15%
OLLI 4.82% 7.28% 21.97%
EBAY -0.85% 3.87% 15.98%
ETSY -1.03% 12.26% 10.33%
M 7.02% 8.62% 4.50%
BABA -13.77% -14.86% -22.74%
Long Term Performance
SYMBOL 6M 12M 5Y
ETSY 55.05% 52.19% -68.96%
KSS 101.59% 41.29% -43.59%
M 36.20% 27.45% -7.15%
SVV 46.29% 26.79% -55.86%
GLBE 51.43% 17.02% -34.74%
BABA -34.68% -40.41% -40.50%

Overall Best Picks of Peer Group GARP Metrics

SYMBOL MCAP 1M 12M 5Y P/E P/E fwd PEG EPS cagr
EBAY NASDAQ
eBay		 54.2B 3.87% 45.04% 73.98% 26.9 18.6 1.74 8.80%
ETSY NYSE
Etsy		 7.75B 12.26% 52.19% -68.96% 23.9 18.3 0.96 -4.59%
AMZN NASDAQ
Amazon.com		 2,814B 3.12% 12.24% 50.63% 21.0 24.8 1.24 46.91%
GLBE NASDAQ
Global-E Online		 7.09B 6.94% 17.02% -34.74% 48.0 37.3 - 28.76%

Compare BABA vs S&P 500

Total Return vs S&P 500
PERIOD BABA S&P 500
1 Week -13.77% 2.59%
1 Month -14.86% -3.04%
3 Months -22.74% -2.78%
6 Months -34.68% 2.14%
12 Months -40.41% 13.46%
5 Years -40.50% 71.87%

FAQ

Does BABA outperform the market?

No, BABA underperforms the market. Over the past 12 months, BABA returned -40.41% compared to 13.46% for the S&P 500.

What is the BABA return over the last 12 months?

BABA has returned -40.41% over the past 12 months, including dividends. Over 3 months the return was -22.74%, and over 5 years -40.50%.

How risky is BABA?

BABA has relatively low risk with a maximum drawdown of 49.71% over the past 3 years. The average drawdown is 18.19%.

BABA vs Sectors 12m

Relative Performance vs S&P Sectors Sorted by outperformance, Positive = BABA beats sector.
SECTOR ETF DIFFERENCE 12M
Communication Services XLC -38.7%
Communication Services XLC -38.7%
Consumer Discretionary XLY -44.7%
Industrials XLI -52.7%
Financials XLF -52.9%
Real Estate XLRE -52.9%
Technology XLK -59.8%
Materials XLB -61.8%
Consumer Staples XLP -63.1%
Health Care XLV -66.1%
Energy XLE -88.1%

BABA vs Asset Classes 12m

Relative Performance vs Major Asset Classes
ASSET CLASS ETF DIFFERENCE 12M
S&P 500 SPY -53.9%
Emerging Market EEM -53.5%
Gold GLD -33.3%
Long-Term Bonds TLT -33.4%
Risk-Free Cash SHY -42%