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

Key characteristics


BABABIDU
YTD Return0.24%-23.51%
1Y Return-13.67%-36.84%
3Y Return (Ann)-28.19%-20.30%
5Y Return (Ann)-14.61%-4.10%
Sharpe Ratio-0.46-1.05
Daily Std Dev34.42%37.37%
Max Drawdown-80.09%-77.47%
Current Drawdown-75.17%-73.20%

Fundamentals


BABABIDU
Market Cap$186.23B$32.87B
EPS$4.31$7.46
PE Ratio18.1912.56
PEG Ratio0.551.58
Total Revenue (TTM)$707.01B$100.91B
Gross Profit (TTM)$260.96B$51.91B
EBITDA (TTM)$112.27B$31.19B

Correlation

-0.50.00.51.00.7

The correlation between BABA and BIDU is 0.65, 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.

Performance

BABA vs. BIDU - Performance Comparison

In the year-to-date period, BABA achieves a 0.24% return, which is significantly higher than BIDU's -23.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-16.14%
-59.50%
BABA
BIDU

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Alibaba Group Holding Limited

Baidu, Inc.

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.


BABA
Sharpe ratio
The chart of Sharpe ratio for BABA, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00-0.46
Sortino ratio
The chart of Sortino ratio for BABA, currently valued at -0.46, compared to the broader market-4.00-2.000.002.004.00-0.46
Omega ratio
The chart of Omega ratio for BABA, currently valued at 0.95, compared to the broader market0.501.001.502.000.95
Calmar ratio
The chart of Calmar ratio for BABA, currently valued at -0.20, compared to the broader market0.002.004.006.00-0.20
Martin ratio
The chart of Martin ratio for BABA, currently valued at -0.70, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.70
BIDU
Sharpe ratio
The chart of Sharpe ratio for BIDU, currently valued at -1.05, compared to the broader market-2.00-1.000.001.002.003.00-1.05
Sortino ratio
The chart of Sortino ratio for BIDU, currently valued at -1.60, compared to the broader market-4.00-2.000.002.004.00-1.60
Omega ratio
The chart of Omega ratio for BIDU, currently valued at 0.83, compared to the broader market0.501.001.502.000.83
Calmar ratio
The chart of Calmar ratio for BIDU, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.52
Martin ratio
The chart of Martin ratio for BIDU, currently valued at -1.34, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.34

BABA vs. BIDU - Sharpe Ratio Comparison

The current BABA Sharpe Ratio is -0.46, which is higher than the BIDU Sharpe Ratio of -1.05. The chart below compares the 12-month rolling Sharpe Ratio of BABA and BIDU.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.000.20FebruaryMarchAprilMayJuneJuly
-0.46
-1.05
BABA
BIDU

Dividends

BABA vs. BIDU - Dividend Comparison

BABA's dividend yield for the trailing twelve months is around 2.14%, while BIDU has not paid dividends to shareholders.


TTM2023
BABA
Alibaba Group Holding Limited
2.14%1.28%
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.


-78.00%-76.00%-74.00%-72.00%-70.00%-68.00%-66.00%FebruaryMarchAprilMayJuneJuly
-75.17%
-73.20%
BABA
BIDU

Volatility

BABA vs. BIDU - Volatility Comparison

The current volatility for Alibaba Group Holding Limited (BABA) is 7.71%, while Baidu, Inc. (BIDU) has a volatility of 12.74%. This indicates that BABA experiences smaller price fluctuations and is considered to be less risky than BIDU 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%FebruaryMarchAprilMayJuneJuly
7.71%
12.74%
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