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

Performance

BIDU vs. AMZN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-15.29%
10.78%
BIDU
AMZN

Returns By Period

In the year-to-date period, BIDU achieves a -27.16% return, which is significantly lower than AMZN's 33.53% return. Over the past 10 years, BIDU has underperformed AMZN with an annualized return of -9.89%, while AMZN has yielded a comparatively higher 28.48% annualized return.


BIDU

YTD

-27.16%

1M

-5.32%

6M

-15.29%

1Y

-23.51%

5Y (annualized)

-5.98%

10Y (annualized)

-9.89%

AMZN

YTD

33.53%

1M

7.30%

6M

10.78%

1Y

40.99%

5Y (annualized)

18.44%

10Y (annualized)

28.48%

Fundamentals


BIDUAMZN
Market Cap$30.27B$2.15T
EPS$7.59$4.65
PE Ratio11.4343.63
PEG Ratio2.691.69
Total Revenue (TTM)$99.37B$620.13B
Gross Profit (TTM)$51.29B$300.18B
EBITDA (TTM)$22.59B$111.68B

Key characteristics


BIDUAMZN
Sharpe Ratio-0.561.43
Sortino Ratio-0.632.03
Omega Ratio0.931.26
Calmar Ratio-0.291.70
Martin Ratio-1.036.57
Ulcer Index21.47%5.91%
Daily Std Dev39.63%27.21%
Max Drawdown-77.47%-94.40%
Current Drawdown-74.48%-5.24%

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Correlation

-0.50.00.51.00.4

The correlation between BIDU and AMZN is 0.42, 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

BIDU vs. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Amazon.com, Inc. (AMZN). 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 BIDU, currently valued at -0.56, compared to the broader market-4.00-2.000.002.004.00-0.561.43
The chart of Sortino ratio for BIDU, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.632.03
The chart of Omega ratio for BIDU, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.26
The chart of Calmar ratio for BIDU, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.291.70
The chart of Martin ratio for BIDU, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.036.57
BIDU
AMZN

The current BIDU Sharpe Ratio is -0.56, which is lower than the AMZN Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of BIDU and AMZN, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.56
1.43
BIDU
AMZN

Dividends

BIDU vs. AMZN - Dividend Comparison

Neither BIDU nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BIDU vs. AMZN - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for BIDU and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-74.48%
-5.24%
BIDU
AMZN

Volatility

BIDU vs. AMZN - Volatility Comparison

The current volatility for Baidu, Inc. (BIDU) is 9.11%, while Amazon.com, Inc. (AMZN) has a volatility of 10.65%. This indicates that BIDU experiences smaller price fluctuations and is considered to be less risky than AMZN 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
9.11%
10.65%
BIDU
AMZN

Financials

BIDU vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between Baidu, Inc. and Amazon.com, 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