BIDU vs. BILI
BIDU (Baidu, Inc.) and BILI (Bilibili Inc.) are both stocks. Both are in the Communication Services sector — BIDU in Internet Content & Information, BILI in Electronic Gaming & Multimedia. Over the past 5 years, BIDU returned -8.60%/yr vs -30.02%/yr for BILI. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
BIDU vs. BILI - Performance Comparison
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Returns By Period
In the year-to-date period, BIDU achieves a -8.85% return, which is significantly higher than BILI's -26.96% return.
BIDU
- 1D
- -2.10%
- 1M
- -15.56%
- YTD
- -8.85%
- 6M
- -8.43%
- 1Y
- 38.80%
- 3Y*
- -4.14%
- 5Y*
- -8.60%
- 10Y*
- -3.16%
BILI
- 1D
- 2.86%
- 1M
- -18.59%
- YTD
- -26.96%
- 6M
- -30.92%
- 1Y
- -4.21%
- 3Y*
- 3.69%
- 5Y*
- -30.02%
- 10Y*
- —
BIDU vs. BILI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BIDU Baidu, Inc. | -8.85% | 54.98% | -29.20% | 4.12% | -23.13% | -31.19% | 71.08% | -20.30% | -28.91% |
BILI Bilibili Inc. | -26.96% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 29.80% |
Correlation
The correlation between BIDU and BILI is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2018 | 0.61 |
The correlation between BIDU and BILI shifts across timeframes, from 0.50 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BIDU:
$41.15B
BILI:
$8.25B
BIDU:
$3.78
BILI:
$3.12
BIDU:
31.49
BILI:
5.76
BIDU:
0.32
BILI:
0.26
BIDU:
0.15
BILI:
0.53
BIDU:
$128.51B
BILI:
$30.77B
BIDU:
$54.09B
BILI:
$11.33B
BIDU:
$23.17B
BILI:
$1.53B
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Return for Risk
BIDU vs. BILI — Risk / Return Rank
BIDU
BILI
BIDU vs. BILI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Bilibili Inc. (BILI). 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 | BILI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.03 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | -0.08 | +1.21 |
| Martin ratioReturn relative to average drawdown | 2.50 | -0.19 | +2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIDU | BILI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | -0.08 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.38 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.08 | +0.15 |
Drawdowns
BIDU vs. BILI - Drawdown Comparison
The maximum BIDU drawdown since its inception was -77.47%, smaller than the maximum BILI drawdown of -94.30%. Use the drawdown chart below to compare losses from any high point for BIDU and BILI.
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Drawdown Indicators
| BIDU | BILI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -94.30% | +16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -34.41% | -52.06% | +17.65% |
Max Drawdown (3Y)Largest decline over 3 years | -50.73% | -53.12% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -63.13% | -92.97% | +29.84% |
Max Drawdown (10Y)Largest decline over 10 years | -77.47% | — | — |
Current DrawdownCurrent decline from peak | -64.96% | -88.51% | +23.55% |
Average DrawdownAverage peak-to-trough decline | -35.55% | -57.93% | +22.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.58% | 22.45% | -6.87% |
Volatility
BIDU vs. BILI - Volatility Comparison
The current volatility for Baidu, Inc. (BIDU) is 17.73%, while Bilibili Inc. (BILI) has a volatility of 18.85%. This indicates that BIDU experiences smaller price fluctuations and is considered to be less risky than BILI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIDU | BILI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.73% | 18.85% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 36.71% | 36.38% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.60% | 50.46% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.93% | 79.18% | -27.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.31% | 73.83% | -27.52% |
Dividends
BIDU vs. BILI - Dividend Comparison
Neither BIDU nor BILI has paid dividends to shareholders.
Financials
BIDU vs. BILI - Financials Comparison
This section allows you to compare key financial metrics between Baidu, Inc. and Bilibili 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.
Total Revenue: Total amount of money received from sales and other business activities
BIDU vs. BILI - Profitability Comparison
BIDU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Baidu, Inc. reported a gross profit of 12.41B and revenue of 31.88B. Therefore, the gross margin over that period was 38.9%.
BILI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a gross profit of 2.76B and revenue of 7.43B. Therefore, the gross margin over that period was 37.1%.
BIDU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Baidu, Inc. reported an operating income of 3.17B and revenue of 31.88B, resulting in an operating margin of 10.0%.
BILI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported an operating income of 165.75M and revenue of 7.43B, resulting in an operating margin of 2.2%.
BIDU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Baidu, Inc. reported a net income of 3.42B and revenue of 31.88B, resulting in a net margin of 10.7%.
BILI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a net income of 208.51M and revenue of 7.43B, resulting in a net margin of 2.8%.
Frequently Asked Questions
BIDU and BILI have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (18.85%) compared to BIDU (17.73%). In terms of maximum drawdown, BIDU dropped -77.47% vs BILI's -94.30%.
BIDU currently has the higher Sharpe Ratio (0.77 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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