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BIDU vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIDU and SPY 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. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baidu, Inc. (BIDU) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
637.47%
549.95%
BIDU
SPY

Key characteristics

Sharpe Ratio

BIDU:

-0.20

SPY:

0.52

Sortino Ratio

BIDU:

0.01

SPY:

0.87

Omega Ratio

BIDU:

1.00

SPY:

1.13

Calmar Ratio

BIDU:

-0.11

SPY:

0.55

Martin Ratio

BIDU:

-0.42

SPY:

2.26

Ulcer Index

BIDU:

21.39%

SPY:

4.59%

Daily Std Dev

BIDU:

44.25%

SPY:

20.10%

Max Drawdown

BIDU:

-77.47%

SPY:

-55.19%

Current Drawdown

BIDU:

-73.41%

SPY:

-9.86%

Returns By Period

In the year-to-date period, BIDU achieves a 7.19% return, which is significantly higher than SPY's -5.73% return. Over the past 10 years, BIDU has underperformed SPY with an annualized return of -7.77%, while SPY has yielded a comparatively higher 12.04% annualized return.


BIDU

YTD

7.19%

1M

-3.21%

6M

-2.96%

1Y

-10.10%

5Y*

-1.95%

10Y*

-7.77%

SPY

YTD

-5.73%

1M

-0.87%

6M

-4.56%

1Y

9.76%

5Y*

15.17%

10Y*

12.04%

*Annualized

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Risk-Adjusted Performance

BIDU vs. SPY — 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 4141
Overall Rank
The Sharpe Ratio Rank of BIDU is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of BIDU is 3737
Sortino Ratio Rank
The Omega Ratio Rank of BIDU is 3838
Omega Ratio Rank
The Calmar Ratio Rank of BIDU is 4545
Calmar Ratio Rank
The Martin Ratio Rank of BIDU is 4444
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6363
Overall Rank
The Sharpe Ratio Rank of SPY is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6464
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and SPDR S&P 500 ETF (SPY). 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 -0.20, compared to the broader market-2.00-1.000.001.002.003.00
BIDU: -0.20
SPY: 0.52
The chart of Sortino ratio for BIDU, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
BIDU: 0.01
SPY: 0.87
The chart of Omega ratio for BIDU, currently valued at 1.00, compared to the broader market0.501.001.502.00
BIDU: 1.00
SPY: 1.13
The chart of Calmar ratio for BIDU, currently valued at -0.11, compared to the broader market0.001.002.003.004.005.00
BIDU: -0.11
SPY: 0.55
The chart of Martin ratio for BIDU, currently valued at -0.42, compared to the broader market-5.000.005.0010.0015.0020.00
BIDU: -0.42
SPY: 2.26

The current BIDU Sharpe Ratio is -0.20, which is lower than the SPY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BIDU and SPY, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.20
0.52
BIDU
SPY

Dividends

BIDU vs. SPY - Dividend Comparison

BIDU has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

BIDU vs. SPY - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BIDU and SPY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-73.41%
-9.86%
BIDU
SPY

Volatility

BIDU vs. SPY - Volatility Comparison

Baidu, Inc. (BIDU) and SPDR S&P 500 ETF (SPY) have volatilities of 15.36% and 15.12%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.36%
15.12%
BIDU
SPY