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

Performance

BIDU vs. BABA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baidu, Inc. (BIDU) and Alibaba Group Holding Limited (BABA). 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%50.00%JuneJulyAugustSeptemberOctoberNovember
-19.90%
3.17%
BIDU
BABA

Returns By Period

In the year-to-date period, BIDU achieves a -32.55% return, which is significantly lower than BABA's 8.17% return. Over the past 10 years, BIDU has underperformed BABA with an annualized return of -10.55%, while BABA has yielded a comparatively higher -2.86% annualized return.


BIDU

YTD

-32.55%

1M

-10.69%

6M

-19.89%

1Y

-33.13%

5Y (annualized)

-7.41%

10Y (annualized)

-10.55%

BABA

YTD

8.17%

1M

-15.17%

6M

3.17%

1Y

7.59%

5Y (annualized)

-14.60%

10Y (annualized)

-2.86%

Fundamentals


BIDUBABA
Market Cap$30.22B$207.36B
EPS$7.58$4.86
PE Ratio10.7717.61
PEG Ratio2.690.62
Total Revenue (TTM)$99.37B$708.35B
Gross Profit (TTM)$51.29B$262.37B
EBITDA (TTM)$22.59B$100.28B

Key characteristics


BIDUBABA
Sharpe Ratio-0.840.21
Sortino Ratio-1.170.59
Omega Ratio0.871.07
Calmar Ratio-0.430.10
Martin Ratio-1.530.75
Ulcer Index21.70%10.15%
Daily Std Dev39.57%36.77%
Max Drawdown-77.47%-80.09%
Current Drawdown-76.37%-73.21%

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Correlation

-0.50.00.51.00.7

The correlation between BIDU and BABA 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

BIDU vs. BABA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Alibaba Group Holding Limited (BABA). 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 -0.84, compared to the broader market-4.00-2.000.002.004.00-0.840.21
The chart of Sortino ratio for BIDU, currently valued at -1.17, compared to the broader market-4.00-2.000.002.004.00-1.170.59
The chart of Omega ratio for BIDU, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.07
The chart of Calmar ratio for BIDU, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.430.10
The chart of Martin ratio for BIDU, currently valued at -1.53, compared to the broader market0.0010.0020.0030.00-1.530.75
BIDU
BABA

The current BIDU Sharpe Ratio is -0.84, which is lower than the BABA Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of BIDU and BABA, 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
-0.84
0.21
BIDU
BABA

Dividends

BIDU vs. BABA - Dividend Comparison

BIDU has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 2.00%.


TTM2023
BIDU
Baidu, Inc.
0.00%0.00%
BABA
Alibaba Group Holding Limited
2.00%1.29%

Drawdowns

BIDU vs. BABA - Drawdown Comparison

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


-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-76.37%
-73.21%
BIDU
BABA

Volatility

BIDU vs. BABA - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 10.72% compared to Alibaba Group Holding Limited (BABA) at 10.17%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than BABA 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
10.72%
10.17%
BIDU
BABA

Financials

BIDU vs. BABA - Financials Comparison

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