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

Correlation

The correlation between BIDU and BABA is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

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.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-59.66%
30.92%
BIDU
BABA

Key characteristics

Sharpe Ratio

BIDU:

-0.17

BABA:

1.45

Sortino Ratio

BIDU:

0.06

BABA:

2.09

Omega Ratio

BIDU:

1.01

BABA:

1.27

Calmar Ratio

BIDU:

-0.10

BABA:

0.88

Martin Ratio

BIDU:

-0.36

BABA:

4.20

Ulcer Index

BIDU:

21.35%

BABA:

16.04%

Daily Std Dev

BIDU:

44.17%

BABA:

46.33%

Max Drawdown

BIDU:

-77.47%

BABA:

-80.09%

Current Drawdown

BIDU:

-73.30%

BABA:

-61.24%

Fundamentals

Market Cap

BIDU:

$29.90B

BABA:

$287.07B

EPS

BIDU:

$9.05

BABA:

$6.84

PE Ratio

BIDU:

10.03

BABA:

17.58

PEG Ratio

BIDU:

2.59

BABA:

0.69

PS Ratio

BIDU:

0.22

BABA:

0.29

PB Ratio

BIDU:

0.86

BABA:

2.08

Total Revenue (TTM)

BIDU:

$101.61B

BABA:

$759.89B

Gross Profit (TTM)

BIDU:

$50.80B

BABA:

$307.23B

EBITDA (TTM)

BIDU:

$24.32B

BABA:

$149.59B

Returns By Period

In the year-to-date period, BIDU achieves a 7.63% return, which is significantly lower than BABA's 41.86% return. Over the past 10 years, BIDU has underperformed BABA with an annualized return of -8.46%, while BABA has yielded a comparatively higher 4.09% annualized return.


BIDU

YTD

7.63%

1M

-7.80%

6M

1.06%

1Y

-9.73%

5Y*

-2.04%

10Y*

-8.46%

BABA

YTD

41.86%

1M

-11.32%

6M

23.47%

1Y

60.56%

5Y*

-9.64%

10Y*

4.09%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BIDU vs. BABA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIDU
The Risk-Adjusted Performance Rank of BIDU is 4242
Overall Rank
The Sharpe Ratio Rank of BIDU is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of BIDU is 3939
Sortino Ratio Rank
The Omega Ratio Rank of BIDU is 3939
Omega Ratio Rank
The Calmar Ratio Rank of BIDU is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BIDU is 4545
Martin Ratio Rank

BABA
The Risk-Adjusted Performance Rank of BABA is 8686
Overall Rank
The Sharpe Ratio Rank of BABA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BABA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BABA is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BABA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BABA is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BIDU, currently valued at -0.17, compared to the broader market-2.00-1.000.001.002.003.00
BIDU: -0.17
BABA: 1.45
The chart of Sortino ratio for BIDU, currently valued at 0.06, compared to the broader market-6.00-4.00-2.000.002.004.00
BIDU: 0.06
BABA: 2.09
The chart of Omega ratio for BIDU, currently valued at 1.01, compared to the broader market0.501.001.502.00
BIDU: 1.01
BABA: 1.27
The chart of Calmar ratio for BIDU, currently valued at -0.10, compared to the broader market0.001.002.003.004.005.00
BIDU: -0.10
BABA: 0.88
The chart of Martin ratio for BIDU, currently valued at -0.36, compared to the broader market-5.000.005.0010.0015.0020.00
BIDU: -0.36
BABA: 4.20

The current BIDU Sharpe Ratio is -0.17, which is lower than the BABA Sharpe Ratio of 1.45. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.17
1.45
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 0.55%.


TTM20242023
BIDU
Baidu, Inc.
0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
0.55%0.78%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%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-73.30%
-61.24%
BIDU
BABA

Volatility

BIDU vs. BABA - Volatility Comparison

The current volatility for Baidu, Inc. (BIDU) is 15.42%, while Alibaba Group Holding Limited (BABA) has a volatility of 20.26%. This indicates that BIDU experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.42%
20.26%
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