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

Correlation

The correlation between BIDU and NTES 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.


-0.50.00.51.00.5

Performance

BIDU vs. NTES - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-15.12%
4.39%
BIDU
NTES

Key characteristics

Sharpe Ratio

BIDU:

-0.80

NTES:

0.22

Sortino Ratio

BIDU:

-1.09

NTES:

0.63

Omega Ratio

BIDU:

0.88

NTES:

1.08

Calmar Ratio

BIDU:

-0.42

NTES:

0.23

Martin Ratio

BIDU:

-1.77

NTES:

0.50

Ulcer Index

BIDU:

18.17%

NTES:

17.84%

Daily Std Dev

BIDU:

39.77%

NTES:

40.75%

Max Drawdown

BIDU:

-77.47%

NTES:

-57.34%

Current Drawdown

BIDU:

-76.59%

NTES:

-22.28%

Fundamentals

Market Cap

BIDU:

$27.83B

NTES:

$61.89B

EPS

BIDU:

$7.50

NTES:

$5.79

PE Ratio

BIDU:

10.61

NTES:

16.59

PEG Ratio

BIDU:

4.08

NTES:

1.52

Total Revenue (TTM)

BIDU:

$102.44B

NTES:

$77.18B

Gross Profit (TTM)

BIDU:

$52.22B

NTES:

$48.56B

EBITDA (TTM)

BIDU:

$25.88B

NTES:

$23.05B

Returns By Period

In the year-to-date period, BIDU achieves a -5.63% return, which is significantly lower than NTES's 7.64% return. Over the past 10 years, BIDU has underperformed NTES with an annualized return of -9.70%, while NTES has yielded a comparatively higher 17.97% annualized return.


BIDU

YTD

-5.63%

1M

-12.40%

6M

-15.12%

1Y

-27.08%

5Y*

-10.66%

10Y*

-9.70%

NTES

YTD

7.64%

1M

0.61%

6M

4.39%

1Y

8.22%

5Y*

8.28%

10Y*

17.97%

*Annualized

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Risk-Adjusted Performance

BIDU vs. NTES — 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 1212
Overall Rank
The Sharpe Ratio Rank of BIDU is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BIDU is 1111
Sortino Ratio Rank
The Omega Ratio Rank of BIDU is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BIDU is 2323
Calmar Ratio Rank
The Martin Ratio Rank of BIDU is 33
Martin Ratio Rank

NTES
The Risk-Adjusted Performance Rank of NTES is 5555
Overall Rank
The Sharpe Ratio Rank of NTES is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 5252
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 5252
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 6060
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 5656
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. NTES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and NetEase, Inc. (NTES). 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 -0.80, compared to the broader market-2.000.002.00-0.800.22
The chart of Sortino ratio for BIDU, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.090.63
The chart of Omega ratio for BIDU, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.08
The chart of Calmar ratio for BIDU, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.420.23
The chart of Martin ratio for BIDU, currently valued at -1.77, compared to the broader market0.0010.0020.00-1.770.50
BIDU
NTES

The current BIDU Sharpe Ratio is -0.80, which is lower than the NTES Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of BIDU and NTES, 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-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-0.80
0.22
BIDU
NTES

Dividends

BIDU vs. NTES - Dividend Comparison

BIDU has not paid dividends to shareholders, while NTES's dividend yield for the trailing twelve months is around 2.55%.


TTM20242023202220212020201920182017201620152014
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NTES
NetEase, Inc.
2.55%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%

Drawdowns

BIDU vs. NTES - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, which is greater than NTES's maximum drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for BIDU and NTES. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-76.59%
-22.28%
BIDU
NTES

Volatility

BIDU vs. NTES - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 9.24% compared to NetEase, Inc. (NTES) at 7.23%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than NTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.24%
7.23%
BIDU
NTES

Financials

BIDU vs. NTES - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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