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

Correlation

The correlation between BIDU and VIPS 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. VIPS - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-3.14%
-6.29%
BIDU
VIPS

Key characteristics

Sharpe Ratio

BIDU:

-0.57

VIPS:

-0.31

Sortino Ratio

BIDU:

-0.64

VIPS:

-0.15

Omega Ratio

BIDU:

0.93

VIPS:

0.98

Calmar Ratio

BIDU:

-0.30

VIPS:

-0.20

Martin Ratio

BIDU:

-1.13

VIPS:

-0.70

Ulcer Index

BIDU:

20.24%

VIPS:

21.62%

Daily Std Dev

BIDU:

40.42%

VIPS:

48.04%

Max Drawdown

BIDU:

-77.47%

VIPS:

-86.75%

Current Drawdown

BIDU:

-74.76%

VIPS:

-69.86%

Fundamentals

Market Cap

BIDU:

$31.12B

VIPS:

$6.88B

EPS

BIDU:

$7.55

VIPS:

$2.09

PE Ratio

BIDU:

11.94

VIPS:

6.42

PEG Ratio

BIDU:

2.66

VIPS:

32.44

Total Revenue (TTM)

BIDU:

$137.39B

VIPS:

$109.87B

Gross Profit (TTM)

BIDU:

$69.76B

VIPS:

$26.07B

EBITDA (TTM)

BIDU:

$33.30B

VIPS:

$10.74B

Returns By Period

In the year-to-date period, BIDU achieves a -27.95% return, which is significantly lower than VIPS's -22.65% return. Over the past 10 years, BIDU has underperformed VIPS with an annualized return of -9.53%, while VIPS has yielded a comparatively higher -3.73% annualized return.


BIDU

YTD

-27.95%

1M

-1.10%

6M

-3.15%

1Y

-27.05%

5Y*

-7.63%

10Y*

-9.53%

VIPS

YTD

-22.65%

1M

1.06%

6M

-6.94%

1Y

-15.09%

5Y*

-1.02%

10Y*

-3.73%

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Risk-Adjusted Performance

BIDU vs. VIPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Vipshop Holdings Limited (VIPS). 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 -0.57, compared to the broader market-4.00-2.000.002.00-0.57-0.31
The chart of Sortino ratio for BIDU, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.64-0.15
The chart of Omega ratio for BIDU, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.98
The chart of Calmar ratio for BIDU, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.30-0.20
The chart of Martin ratio for BIDU, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.13-0.70
BIDU
VIPS

The current BIDU Sharpe Ratio is -0.57, which is lower than the VIPS Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of BIDU and VIPS, 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
-0.31
BIDU
VIPS

Dividends

BIDU vs. VIPS - Dividend Comparison

BIDU has not paid dividends to shareholders, while VIPS's dividend yield for the trailing twelve months is around 3.21%.


TTM
BIDU
Baidu, Inc.
0.00%
VIPS
Vipshop Holdings Limited
3.21%

Drawdowns

BIDU vs. VIPS - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, smaller than the maximum VIPS drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for BIDU and VIPS. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-74.76%
-69.86%
BIDU
VIPS

Volatility

BIDU vs. VIPS - Volatility Comparison

The current volatility for Baidu, Inc. (BIDU) is 12.92%, while Vipshop Holdings Limited (VIPS) has a volatility of 14.77%. This indicates that BIDU experiences smaller price fluctuations and is considered to be less risky than VIPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.92%
14.77%
BIDU
VIPS

Financials

BIDU vs. VIPS - Financials Comparison

This section allows you to compare key financial metrics between Baidu, Inc. and Vipshop Holdings Limited. 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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