BIDU vs. VGSTX
Compare and contrast key facts about Baidu, Inc. (BIDU) and Vanguard STAR Fund (VGSTX).
VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIDU or VGSTX.
Performance
BIDU vs. VGSTX - Performance Comparison
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
-27.16%
-5.32%
-15.29%
-23.51%
-5.98%
-9.89%
VGSTX
10.19%
-0.51%
4.66%
16.99%
7.72%
7.43%
Key characteristics
BIDU | VGSTX | |
---|---|---|
Sharpe Ratio | -0.56 | 1.93 |
Sortino Ratio | -0.63 | 2.75 |
Omega Ratio | 0.93 | 1.35 |
Calmar Ratio | -0.29 | 1.45 |
Martin Ratio | -1.03 | 11.98 |
Ulcer Index | 21.47% | 1.40% |
Daily Std Dev | 39.63% | 8.68% |
Max Drawdown | -77.47% | -38.62% |
Current Drawdown | -74.48% | -1.55% |
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Correlation
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.