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BIDU vs. CLSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIDU vs. CLSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baidu, Inc. (BIDU) and Convergence Long/Short Equity ETF (CLSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIDU achieves a 1.55% return, which is significantly lower than CLSE's 25.76% return.


BIDU

1D
-2.95%
1M
4.08%
YTD
1.55%
6M
13.13%
1Y
58.42%
3Y*
-0.19%
5Y*
-7.22%
10Y*
-2.66%

CLSE

1D
0.35%
1M
9.28%
YTD
25.76%
6M
28.57%
1Y
50.91%
3Y*
32.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIDU vs. CLSE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BIDU
Baidu, Inc.
1.55%54.98%-29.20%4.12%-24.59%
CLSE
Convergence Long/Short Equity ETF
25.76%20.44%35.54%17.54%-3.04%

Correlation

The correlation between BIDU and CLSE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2022

0.21

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Return for Risk

BIDU vs. CLSE — Risk / Return Rank

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

BIDU
BIDU Risk / Return Rank: 7272
Overall Rank
BIDU Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BIDU Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIDU Omega Ratio Rank: 7070
Omega Ratio Rank
BIDU Calmar Ratio Rank: 7171
Calmar Ratio Rank
BIDU Martin Ratio Rank: 7070
Martin Ratio Rank

CLSE
CLSE Risk / Return Rank: 9595
Overall Rank
CLSE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CLSE Sortino Ratio Rank: 9595
Sortino Ratio Rank
CLSE Omega Ratio Rank: 9393
Omega Ratio Rank
CLSE Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSE Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIDU vs. CLSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Convergence Long/Short Equity ETF (CLSE). 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.


BIDUCLSEDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

1.23

1.67

-0.44

Calmar ratioReturn relative to maximum drawdown

1.71

10.55

-8.84

Martin ratioReturn relative to average drawdown

3.81

39.58

-35.76

BIDU vs. CLSE - Sharpe Ratio Comparison

The current BIDU Sharpe Ratio is 1.19, which is lower than the CLSE Sharpe Ratio of 3.84. The chart below compares the historical Sharpe Ratios of BIDU and CLSE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BIDUCLSEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

3.84

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.59

-1.35

Drawdowns

BIDU vs. CLSE - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, which is greater than CLSE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for BIDU and CLSE.


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Drawdown Indicators


BIDUCLSEDifference

Max Drawdown

Largest peak-to-trough decline

-77.47%

-16.45%

-61.02%

Max Drawdown (1Y)

Largest decline over 1 year

-34.41%

-4.85%

-29.56%

Max Drawdown (3Y)

Largest decline over 3 years

-50.73%

-16.45%

-34.28%

Max Drawdown (5Y)

Largest decline over 5 years

-63.13%

Max Drawdown (10Y)

Largest decline over 10 years

-77.47%

Current Drawdown

Current decline from peak

-60.97%

0.00%

-60.97%

Average Drawdown

Average peak-to-trough decline

-35.53%

-3.59%

-31.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.37%

1.29%

+14.08%

Volatility

BIDU vs. CLSE - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 18.21% compared to Convergence Long/Short Equity ETF (CLSE) at 4.31%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than CLSE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIDUCLSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.21%

4.31%

+13.90%

Volatility (6M)

Calculated over the trailing 6-month period

35.18%

10.21%

+24.97%

Volatility (1Y)

Calculated over the trailing 1-year period

49.46%

13.32%

+36.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.75%

13.88%

+37.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.20%

13.88%

+32.32%

Dividends

BIDU vs. CLSE - Dividend Comparison

BIDU has not paid dividends to shareholders, while CLSE's dividend yield for the trailing twelve months is around 0.76%.


PositionTTM2025202420232022
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%0.00%
CLSE
Convergence Long/Short Equity ETF
0.76%0.95%0.93%1.21%0.85%

Frequently Asked Questions


BIDU and CLSE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIDU has higher volatility (18.21%) compared to CLSE (4.31%). In terms of maximum drawdown, BIDU dropped -77.47% vs CLSE's -16.45%.

CLSE currently has the higher Sharpe Ratio (3.84 vs 1.19), 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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