BIDU vs. VRM

Last updated Jun 13, 2026

BIDU (Baidu, Inc.) and VRM (Vroom, Inc.) are both stocks. BIDU operates in Internet Content & Information (Communication Services), while VRM operates in Auto & Truck Dealerships (Consumer Cyclical). Over the past 5 years, BIDU returned -9.21%/yr vs -71.03%/yr for VRM. At a 0.27 correlation, their price movements are largely independent.

Performance

BIDU vs. VRM - Performance Comparison

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

Returns By Period

In the year-to-date period, BIDU achieves a -11.40% return, which is significantly higher than VRM's -63.68% return.

BIDU

• 1D: -0.29%
• 1M: -14.45%
• YTD: -11.40%
• 6M: -7.39%
• 1Y: 34.62%
• 3Y*: -6.71%
• 5Y*: -9.21%
• 10Y*: -3.23%

VRM

• 1D: -8.03%
• 1M: -35.42%
• YTD: -63.68%
• 6M: -72.42%
• 1Y: -73.36%
• 3Y*: -57.91%
• 5Y*: -71.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIDU vs. VRM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BIDU Baidu, Inc.	-11.40%	54.98%	-29.20%	4.12%	-23.13%	-31.19%	84.77%
VRM Vroom, Inc.	-63.68%	296.81%	-89.61%	-40.93%	-90.55%	-73.66%	1.79%

Correlation

The correlation between BIDU and VRM is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jun 9, 2020	0.27

Over the past year, the correlation between BIDU and VRM has dropped to 0.06 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.

Fundamentals

EPS BIDU : CN¥3.78 VRM : -$12.02
PS Ratio BIDU : 2.09 VRM : 0.56
Total Revenue (TTM) BIDU : CN¥128.51B VRM : $50.29M
Gross Profit (TTM) BIDU : CN¥54.09B VRM : $24.05M
EBITDA (TTM) BIDU : CN¥23.17B VRM : -$2.99M

Return for Risk

BIDU vs. VRM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIDU

BIDU Risk / Return Rank: 62
BIDU Sharpe Ratio Rank: 64
BIDU Sortino Ratio Rank: 63
BIDU Omega Ratio Rank: 60
BIDU Calmar Ratio Rank: 63
BIDU Martin Ratio Rank: 62

VRM

VRM Risk / Return Rank: 6
VRM Sharpe Ratio Rank: 9
VRM Sortino Ratio Rank: 6
VRM Omega Ratio Rank: 9
VRM Calmar Ratio Rank: 5
VRM Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIDU vs. VRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Vroom, Inc. (VRM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BIDU	VRM	Difference
Sharpe ratio: Return per unit of total volatility	0.63	-0.83	+1.46
Sortino ratio: Return per unit of downside risk	1.28	-1.52	+2.80
Omega ratio: Gain probability vs. loss probability	1.15	0.83	+0.32
Calmar ratio: Return relative to maximum drawdown	0.93	-0.94	+1.87
Martin ratio: Return relative to average drawdown	2.00	-1.79	+3.79

BIDU vs. VRM - Sharpe Ratio Comparison

The current BIDU Sharpe Ratio is 0.63, which is higher than the VRM Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of BIDU and VRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BIDU vs. VRM - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, smaller than the maximum VRM drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for BIDU and VRM.

Drawdown Indicators

	BIDU	VRM	Difference
Max Drawdown Largest peak-to-trough decline	-77.47%	-99.93%	+22.46%
Max Drawdown (1Y) Largest decline over 1 year	-34.41%	-77.99%	+43.58%
Max Drawdown (3Y) Largest decline over 3 years	-50.73%	-98.01%	+47.28%
Max Drawdown (5Y) Largest decline over 5 years	-63.13%	-99.88%	+36.75%
Max Drawdown (10Y) Largest decline over 10 years	-77.47%	—	—
Current Drawdown Current decline from peak	-65.94%	-99.88%	+33.94%
Average Drawdown Average peak-to-trough decline	-35.56%	-84.17%	+48.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.96%	41.01%	-25.05%

Volatility

BIDU vs. VRM - Volatility Comparison

The current volatility for Baidu, Inc. (BIDU) is 14.89%, while Vroom, Inc. (VRM) has a volatility of 26.47%. This indicates that BIDU experiences smaller price fluctuations and is considered to be less risky than VRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIDU	VRM	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.89%	26.47%	-11.58%
Volatility (6M) Calculated over the trailing 6-month period	35.91%	73.49%	-37.58%
Volatility (1Y) Calculated over the trailing 1-year period	50.52%	88.66%	-38.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.93%	261.66%	-209.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.30%	239.80%	-193.50%

Dividends

BIDU vs. VRM - Dividend Comparison

Neither BIDU nor VRM has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both BIDU and VRM in my portfolio?

BIDU and VRM have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIDU or VRM?

VRM has higher volatility (26.47%) compared to BIDU (14.89%). In terms of maximum drawdown, BIDU dropped -77.47% vs VRM's -99.93%.

Which has better risk-adjusted returns?

BIDU currently has the higher Sharpe Ratio (0.63 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.