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

Correlation

The correlation between BIDU and JD 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. JD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baidu, Inc. (BIDU) and JD.com, Inc. (JD). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-44.51%
71.15%
BIDU
JD

Key characteristics

Sharpe Ratio

BIDU:

-0.17

JD:

0.40

Sortino Ratio

BIDU:

0.06

JD:

1.02

Omega Ratio

BIDU:

1.01

JD:

1.12

Calmar Ratio

BIDU:

-0.10

JD:

0.29

Martin Ratio

BIDU:

-0.36

JD:

1.13

Ulcer Index

BIDU:

21.35%

JD:

19.06%

Daily Std Dev

BIDU:

44.17%

JD:

54.09%

Max Drawdown

BIDU:

-77.47%

JD:

-79.14%

Current Drawdown

BIDU:

-73.30%

JD:

-66.53%

Fundamentals

Market Cap

BIDU:

$29.90B

JD:

$46.42B

EPS

BIDU:

$9.05

JD:

$3.69

PE Ratio

BIDU:

10.03

JD:

8.82

PEG Ratio

BIDU:

2.59

JD:

1.27

PS Ratio

BIDU:

0.22

JD:

0.04

PB Ratio

BIDU:

0.86

JD:

1.44

Total Revenue (TTM)

BIDU:

$101.61B

JD:

$1.25T

Gross Profit (TTM)

BIDU:

$50.80B

JD:

$140.27B

EBITDA (TTM)

BIDU:

$24.32B

JD:

$51.32B

Returns By Period

In the year-to-date period, BIDU achieves a 7.63% return, which is significantly higher than JD's -3.46% return. Over the past 10 years, BIDU has underperformed JD with an annualized return of -7.64%, while JD has yielded a comparatively higher 0.64% annualized return.


BIDU

YTD

7.63%

1M

-2.82%

6M

1.06%

1Y

-9.73%

5Y*

-1.36%

10Y*

-7.64%

JD

YTD

-3.46%

1M

-19.51%

6M

-16.12%

1Y

10.31%

5Y*

-3.89%

10Y*

0.64%

*Annualized

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Risk-Adjusted Performance

BIDU vs. JD — 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 4343
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

JD
The Risk-Adjusted Performance Rank of JD is 6666
Overall Rank
The Sharpe Ratio Rank of JD is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of JD is 6666
Calmar Ratio Rank
The Martin Ratio Rank of JD is 6666
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. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and JD.com, Inc. (JD). 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
JD: 0.40
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
JD: 1.02
The chart of Omega ratio for BIDU, currently valued at 1.01, compared to the broader market0.501.001.502.00
BIDU: 1.01
JD: 1.12
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
JD: 0.29
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
JD: 1.13

The current BIDU Sharpe Ratio is -0.17, which is lower than the JD Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BIDU and JD, 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.17
0.40
BIDU
JD

Dividends

BIDU vs. JD - Dividend Comparison

BIDU has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 3.01%.


TTM202420232022
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
3.01%2.13%2.08%2.21%

Drawdowns

BIDU vs. JD - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, roughly equal to the maximum JD drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for BIDU and JD. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-73.30%
-66.53%
BIDU
JD

Volatility

BIDU vs. JD - Volatility Comparison

Baidu, Inc. (BIDU) and JD.com, Inc. (JD) have volatilities of 15.42% and 15.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
15.42%
15.43%
BIDU
JD

Financials

BIDU vs. JD - Financials Comparison

This section allows you to compare key financial metrics between Baidu, Inc. and JD.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