PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BIDU vs. VIPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-18.75%
-15.62%
BIDU
VIPS

Returns By Period

In the year-to-date period, BIDU achieves a -28.27% return, which is significantly lower than VIPS's -19.88% return. Over the past 10 years, BIDU has underperformed VIPS with an annualized return of -10.04%, while VIPS has yielded a comparatively higher -4.57% annualized return.


BIDU

YTD

-28.27%

1M

-9.50%

6M

-21.54%

1Y

-20.98%

5Y (annualized)

-5.76%

10Y (annualized)

-10.04%

VIPS

YTD

-19.88%

1M

-2.94%

6M

-16.79%

1Y

-8.32%

5Y (annualized)

3.02%

10Y (annualized)

-4.57%

Fundamentals


BIDUVIPS
Market Cap$29.65B$7.39B
EPS$7.68$2.11
PE Ratio11.126.57
PEG Ratio2.6532.44
Total Revenue (TTM)$99.37B$81.40B
Gross Profit (TTM)$51.29B$19.23B
EBITDA (TTM)$22.59B$5.40B

Key characteristics


BIDUVIPS
Sharpe Ratio-0.55-0.15
Sortino Ratio-0.620.11
Omega Ratio0.931.01
Calmar Ratio-0.29-0.10
Martin Ratio-1.03-0.36
Ulcer Index21.30%19.82%
Daily Std Dev39.80%46.84%
Max Drawdown-77.47%-86.75%
Current Drawdown-74.87%-68.78%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.5

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.

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 -0.55, compared to the broader market-4.00-2.000.002.004.00-0.55-0.15
The chart of Sortino ratio for BIDU, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.620.11
The chart of Omega ratio for BIDU, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.01
The chart of Calmar ratio for BIDU, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29-0.10
The chart of Martin ratio for BIDU, currently valued at -1.03, compared to the broader market-10.000.0010.0020.0030.00-1.03-0.36
BIDU
VIPS

The current BIDU Sharpe Ratio is -0.55, which is lower than the VIPS Sharpe Ratio of -0.15. 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-1.00-0.500.00JuneJulyAugustSeptemberOctoberNovember
-0.55
-0.15
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 3.10%.


TTM
BIDU
Baidu, Inc.
0.00%
VIPS
Vipshop Holdings Limited
3.10%

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%JuneJulyAugustSeptemberOctoberNovember
-74.87%
-68.78%
BIDU
VIPS

Volatility

BIDU vs. VIPS - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 9.37% compared to Vipshop Holdings Limited (VIPS) at 8.89%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier 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%JuneJulyAugustSeptemberOctoberNovember
9.37%
8.89%
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