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

Performance

BIDU vs. VGSTX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-15.29%
4.66%
BIDU
VGSTX

Returns By Period

In the year-to-date period, BIDU achieves a -27.16% return, which is significantly lower than VGSTX's 10.19% return. Over the past 10 years, BIDU has underperformed VGSTX with an annualized return of -9.89%, while VGSTX has yielded a comparatively higher 7.43% annualized return.


BIDU

YTD

-27.16%

1M

-5.32%

6M

-15.29%

1Y

-23.51%

5Y (annualized)

-5.98%

10Y (annualized)

-9.89%

VGSTX

YTD

10.19%

1M

-0.51%

6M

4.66%

1Y

16.99%

5Y (annualized)

7.72%

10Y (annualized)

7.43%

Key characteristics


BIDUVGSTX
Sharpe Ratio-0.561.93
Sortino Ratio-0.632.75
Omega Ratio0.931.35
Calmar Ratio-0.291.45
Martin Ratio-1.0311.98
Ulcer Index21.47%1.40%
Daily Std Dev39.63%8.68%
Max Drawdown-77.47%-38.62%
Current Drawdown-74.48%-1.55%

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Correlation

-0.50.00.51.00.5

The correlation between BIDU and VGSTX is 0.51, 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.

Risk-Adjusted Performance

BIDU vs. VGSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Vanguard STAR Fund (VGSTX). 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 -0.56, compared to the broader market-4.00-2.000.002.004.00-0.561.93
The chart of Sortino ratio for BIDU, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.632.75
The chart of Omega ratio for BIDU, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.35
The chart of Calmar ratio for BIDU, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.291.45
The chart of Martin ratio for BIDU, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.0311.98
BIDU
VGSTX

The current BIDU Sharpe Ratio is -0.56, which is lower than the VGSTX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of BIDU and VGSTX, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.56
1.93
BIDU
VGSTX

Dividends

BIDU vs. VGSTX - Dividend Comparison

BIDU has not paid dividends to shareholders, while VGSTX's dividend yield for the trailing twelve months is around 2.22%.


TTM20232022202120202019201820172016201520142013
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%
VGSTX
Vanguard STAR Fund
2.22%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%1.82%

Drawdowns

BIDU vs. VGSTX - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, which is greater than VGSTX's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for BIDU and VGSTX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-74.48%
-1.55%
BIDU
VGSTX

Volatility

BIDU vs. VGSTX - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 9.11% compared to Vanguard STAR Fund (VGSTX) at 2.32%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.11%
2.32%
BIDU
VGSTX