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

Key characteristics


BIDUAMZN
YTD Return-4.77%22.55%
1Y Return-6.54%79.05%
3Y Return (Ann)-17.25%3.99%
5Y Return (Ann)-7.46%13.68%
10Y Return (Ann)-3.26%28.81%
Sharpe Ratio-0.072.76
Daily Std Dev40.05%28.87%
Max Drawdown-77.47%-94.40%
Current Drawdown-66.64%-1.50%

Fundamentals


BIDUAMZN
Market Cap$39.77B$1.94T
EPS$7.61$3.58
PE Ratio14.9052.01
PEG Ratio1.582.32
Revenue (TTM)$134.60B$590.74B
Gross Profit (TTM)$60.41B$225.15B
EBITDA (TTM)$36.54B$96.61B

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.

Performance

BIDU vs. AMZN - Performance Comparison

In the year-to-date period, BIDU achieves a -4.77% return, which is significantly lower than AMZN's 22.55% return. Over the past 10 years, BIDU has underperformed AMZN with an annualized return of -3.26%, while AMZN has yielded a comparatively higher 28.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2024FebruaryMarchAprilMay
825.49%
8,126.64%
BIDU
AMZN

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Baidu, Inc.

Amazon.com, Inc.

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.


BIDU
Sharpe ratio
The chart of Sharpe ratio for BIDU, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.004.00-0.07
Sortino ratio
The chart of Sortino ratio for BIDU, currently valued at 0.19, compared to the broader market-4.00-2.000.002.004.006.000.19
Omega ratio
The chart of Omega ratio for BIDU, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for BIDU, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.04
Martin ratio
The chart of Martin ratio for BIDU, currently valued at -0.12, compared to the broader market-10.000.0010.0020.0030.00-0.12
AMZN
Sharpe ratio
The chart of Sharpe ratio for AMZN, currently valued at 2.76, compared to the broader market-2.00-1.000.001.002.003.004.002.76
Sortino ratio
The chart of Sortino ratio for AMZN, currently valued at 3.62, compared to the broader market-4.00-2.000.002.004.006.003.62
Omega ratio
The chart of Omega ratio for AMZN, currently valued at 1.45, compared to the broader market0.501.001.501.45
Calmar ratio
The chart of Calmar ratio for AMZN, currently valued at 1.80, compared to the broader market0.002.004.006.001.80
Martin ratio
The chart of Martin ratio for AMZN, currently valued at 16.84, compared to the broader market-10.000.0010.0020.0030.0016.84

BIDU vs. AMZN - Sharpe Ratio Comparison

The current BIDU Sharpe Ratio is -0.07, which is lower than the AMZN Sharpe Ratio of 2.76. The chart below compares the 12-month rolling Sharpe Ratio of BIDU and AMZN.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.07
2.76
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%December2024FebruaryMarchAprilMay
-66.64%
-1.50%
BIDU
AMZN

Volatility

BIDU vs. AMZN - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 12.23% compared to Amazon.com, Inc. (AMZN) at 8.68%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
12.23%
8.68%
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