BIDU vs. VGSTX

In the year-to-date period, BIDU achieves a -27.95% return, which is significantly lower than VGSTX's 8.84% return. Over the past 10 years, BIDU has underperformed VGSTX with an annualized return of -9.53%, while VGSTX has yielded a comparatively higher 7.27% annualized return.

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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.

The current BIDU Sharpe Ratio is -0.57, which is lower than the VGSTX Sharpe Ratio of 1.07. 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.

BIDU has not paid dividends to shareholders, while VGSTX's dividend yield for the trailing twelve months is around 2.25%.

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.

Baidu, Inc. (BIDU) has a higher volatility of 12.92% compared to Vanguard STAR Fund (VGSTX) at 2.72%. 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.