Alibaba Group Holding Limited

10-Year Study

AHLA.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Alibaba Group Holding Limited has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 75.2% and an annualized volatility of 51.2%.

1Y CAGR
+20.8%
3Y CAGR
+19.2%
5Y CAGR
-7.2%
10Y CAGR
+5.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
75.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.24
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +73.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -50.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.0-15.5-13.111.1————————-6.9%
202519.831.9-4.7-14.1-4.2-3.59.18.434.4-2.9-7.8-6.958.2%
2024-4.22.6-2.24.51.9-4.37.63.329.6-7.4-8.6-1.717.4%
202325.2-18.813.3-18.4-4.74.720.4-7.3-3.7-6.5-11.23.6-13.4%
202211.0-13.35.3-4.5-6.120.5-16.44.3-12.2-22.030.7-3.5-17.5%
20216.3-5.0-2.1-1.4-8.98.6-14.1-13.8-10.012.7-21.8-12.0-50.1%
2020-2.8-1.4-2.73.7-3.67.210.612.04.45.2-14.9-10.83.2%
201919.910.50.31.9-18.210.85.10.8-2.32.314.66.057.9%
201813.6-7.2-3.20.814.1-6.0-0.3-5.3-6.0-12.213.0-13.4-15.9%
201712.53.35.24.03.113.46.79.41.75.3-3.4-3.173.9%
2016———-5.09.5-1.23.217.59.0-1.7-4.8-6.219.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 51.2%. The dominant macroeconomic risk driver is VWO.US, accounting for 59.1% of variance. Idiosyncratic stock-specific factors contribute 25.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019496.266526275202
2016-05-0110396.096721809865
2016-06-0110272.680760190122
2016-07-0110604.192464834163
2016-08-0112456.944557729812
2016-09-0113583.52674234953
2016-10-0113353.91254699283
2016-11-0112718.146832664745
2016-12-0111925.953389045017
2017-01-0113419.921252252321
2017-02-0113856.207502539652
2017-03-0114573.775961916344
2017-04-0115154.996626155822
2017-05-0115628.595368564671
2017-06-0117723.893490334493
2017-07-0118907.86810123016
2017-08-0120680.255967255176
2017-09-0121039.04019694352
2017-10-0122158.444620757673
2017-11-0121397.824426631865
2017-12-0120737.66322361543
2018-01-0123564.88532637308
2018-02-0121857.067647429576
2018-03-0121158.155434113643
2018-04-0121333.25423955035
2018-05-0124348.46249100926
2018-06-0122890.3686017455
2018-07-0122812.866581146518
2018-08-0121601.619445206547
2018-09-0120312.87028866759
2018-10-0117825.776169537527
2018-11-0120139.210001408857
2018-12-0117436.85720853323
2019-01-0120904.14575006859
2019-02-0123108.504311847017
2019-03-0123171.650810834864
2019-04-0123622.277752649028
2019-05-0119316.881826473185
2019-06-0121412.179948243007
2019-07-0122502.873328834878
2019-08-0122675.095097915637
2019-09-0122158.444620757673
2019-10-0122675.095097915637
2019-11-0125975.90111299783
2019-12-0127525.83771438741
2020-01-0126750.876828734774
2020-02-0126377.73707743529
2020-03-0125660.1686180586
2020-04-0126607.366102876298
2020-05-0125660.1686180586
2020-06-0127497.141501249436
2020-07-0130424.80776503215
2020-08-0134084.39800980269
2020-09-0135591.282876443154
2020-10-0137456.966802856274
2020-11-0131859.94468378553
2020-12-0128415.627942844858
2021-01-0130209.549091286586
2021-02-0128702.64939456181
2021-03-0128099.895447905626
2021-04-0127712.415005079303
2021-05-0125258.332653621135
2021-06-0127439.734244889187
2021-07-0123564.88532637308
2021-08-0120321.47173756683
2021-09-0118297.9363937684
2021-10-0120622.863540979233
2021-11-0116130.890324111493
2021-12-0114193.458449811289
2022-01-0115757.750572812009
2022-02-0113669.645041932064
2022-03-0114394.376432030016
2022-04-0113741.392989819147
2022-05-0112909.02484780626
2022-06-0115556.832590593276
2022-07-0113009.483838915625
2022-08-0113569.186050822698
2022-09-0111911.597867433877
2022-10-019292.48633778483
2022-11-0112141.226892874885
2022-12-0111710.679885215148
2023-01-0114667.057192220138
2023-02-0111904.420106628306
2023-03-0113483.067751240167
2023-04-0111007.466947449599
2023-05-0110490.816470291635
2023-06-0110978.770734311625
2023-07-0113217.564751855614
2023-08-0112248.863644789823
2023-09-0111789.620423992112
2023-10-0111021.822469060739
2023-11-019787.603532526084
2023-12-0110139.03204039715
2024-01-019710.220152601569
2024-02-019964.600588754347
2024-03-019746.55385915869
2024-04-0110189.91405966143
2024-05-0110378.878993927081
2024-06-019931.588821082449
2024-07-0110681.976257035021
2024-08-0111035.095394517319
2024-09-0114301.480783918256
2024-10-0113242.123371471369
2024-11-0112109.179080683074
2024-12-0111903.189209630658
2025-01-0114257.346453014588
2025-02-0118803.8053996337
2025-03-0117921.000140885804
2025-04-0115390.29074380288
2025-05-0114742.898243376514
2025-06-0114222.050852359098
2025-07-0115512.268187244645
2025-08-0116817.315606439224
2025-09-0122601.04848696065
2025-10-0121948.524777363364
2025-11-0120228.234997515963
2025-12-0118834.20707246721
2026-01-0121473.962079474426
2026-02-0118152.023194251862
2026-03-0115779.209704807174
2026-04-0117529.15965327263
Annual Return Matrix
YearAnnual Return
20170.7388683778241749
2018-0.1591696219332629
20190.5786008559453502
20200.032325636650555545
2021-0.5005051981128137
2022-0.17492414363809616
2023-0.1342063706140768
20240.17399660659957883
20250.5822824237078235
2026-0.06929133858267711
Total Factor Risk
0.5117578087994589
VTI.US Exposure
-0.05754841615998137
VEA.US Exposure
-0.07384207791063592
VWO.US Exposure
0.5908768577211059
QQQ.US Exposure
0.022261465521069706
VTV.US Exposure
0.048901924910480926
IJR.US Exposure
-0.007383786428326648
QUAL.US Exposure
0.08613717911930766
SHV.US Exposure
0.059396265187568215
TLT.US Exposure
0.008183697227993302
LQD.US Exposure
0.0781735734863147
HYG.US Exposure
-0.004615986085196415
GLD.US Exposure
-0.0038149753699773022
USO.US Exposure
-0.0014246830452999014
VNQ.US Exposure
-0.0038929079499968777
BTC-USD.CC Exposure
0.003329392550394845
CPER.US Exposure
-0.005511834996901967
VIX.INDX Exposure
-0.0051027290257503796
UUP.US Exposure
-0.0024214542516500437
TIP.US Exposure
0.010545710252236091
Idiosyncratic Exposure
0.25775278524724543
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
51.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$251.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-6.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
27.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.49
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alibaba Group Holding Limited a high-risk investment?

Alibaba Group Holding Limited (AHLA.XETRA) has an annualized volatility of 51.2% and experienced a maximum drawdown of 75.2% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of AHLA.XETRA?

Over the past 10 years, AHLA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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