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

Performance

BABA vs. BIDU - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
5.85%
-15.29%
BABA
BIDU

Returns By Period

In the year-to-date period, BABA achieves a 12.90% return, which is significantly higher than BIDU's -27.16% return. Over the past 10 years, BABA has outperformed BIDU with an annualized return of -2.20%, while BIDU has yielded a comparatively lower -9.89% annualized return.


BABA

YTD

12.90%

1M

-14.01%

6M

5.84%

1Y

12.33%

5Y (annualized)

-13.88%

10Y (annualized)

-2.20%

BIDU

YTD

-27.16%

1M

-5.32%

6M

-15.29%

1Y

-23.51%

5Y (annualized)

-5.98%

10Y (annualized)

-9.89%

Fundamentals


BABABIDU
Market Cap$209.47B$30.27B
EPS$4.86$7.59
PE Ratio17.9211.43
PEG Ratio0.642.69
Total Revenue (TTM)$708.35B$99.37B
Gross Profit (TTM)$262.37B$51.29B
EBITDA (TTM)$100.28B$22.59B

Key characteristics


BABABIDU
Sharpe Ratio0.36-0.56
Sortino Ratio0.80-0.63
Omega Ratio1.090.93
Calmar Ratio0.17-0.29
Martin Ratio1.32-1.03
Ulcer Index9.89%21.47%
Daily Std Dev36.63%39.63%
Max Drawdown-80.09%-77.47%
Current Drawdown-72.04%-74.48%

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Correlation

-0.50.00.51.00.7

The correlation between BABA and BIDU is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

BABA vs. BIDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) and Baidu, Inc. (BIDU). 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 BABA, currently valued at 0.36, compared to the broader market-4.00-2.000.002.004.000.36-0.56
The chart of Sortino ratio for BABA, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.000.80-0.63
The chart of Omega ratio for BABA, currently valued at 1.09, compared to the broader market0.501.001.502.001.090.93
The chart of Calmar ratio for BABA, currently valued at 0.17, compared to the broader market0.002.004.006.000.17-0.29
The chart of Martin ratio for BABA, currently valued at 1.32, compared to the broader market-10.000.0010.0020.0030.001.32-1.03
BABA
BIDU

The current BABA Sharpe Ratio is 0.36, which is higher than the BIDU Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of BABA and BIDU, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.36
-0.56
BABA
BIDU

Dividends

BABA vs. BIDU - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 1.91%, while BIDU has not paid dividends to shareholders.


TTM2023
BABA
Alibaba Group Holding Limited
1.91%1.29%
BIDU
Baidu, Inc.
0.00%0.00%

Drawdowns

BABA vs. BIDU - Drawdown Comparison

The maximum BABA drawdown since its inception was -80.09%, roughly equal to the maximum BIDU drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for BABA and BIDU. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-72.04%
-74.48%
BABA
BIDU

Volatility

BABA vs. BIDU - Volatility Comparison

Alibaba Group Holding Limited (BABA) has a higher volatility of 10.11% compared to Baidu, Inc. (BIDU) at 9.11%. This indicates that BABA's price experiences larger fluctuations and is considered to be riskier than BIDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.11%
9.11%
BABA
BIDU

Financials

BABA vs. BIDU - Financials Comparison

This section allows you to compare key financial metrics between Alibaba Group Holding Limited and Baidu, Inc.. 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