BIDU vs. VXX
BIDU (Baidu, Inc.) is a stock, while VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Over the past 10 years, BIDU returned -3.89%/yr vs -46.65%/yr for VXX. At a correlation of -0.41, they often move in opposite directions.
Performance
BIDU vs. VXX - Performance Comparison
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Returns By Period
In the year-to-date period, BIDU achieves a -17.17% return, which is significantly higher than VXX's -19.27% return. Over the past 10 years, BIDU has outperformed VXX with an annualized return of -3.89%, while VXX has yielded a comparatively lower -46.65% annualized return.
BIDU
- 1D
- -1.45%
- 1M
- -3.17%
- 6M
- -27.86%
- YTD
- -17.17%
- 1Y
- 21.86%
- 3Y*
- -8.55%
- 5Y*
- -9.52%
- 10Y*
- -3.89%
- ALL TIME*
- 14.28%
VXX
- 1D
- -3.39%
- 1M
- -6.27%
- 6M
- -27.26%
- YTD
- -19.27%
- 1Y
- -52.36%
- 3Y*
- -39.14%
- 5Y*
- -46.50%
- 10Y*
- -46.65%
- ALL TIME*
- -51.48%
BIDU vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIDU Baidu, Inc. | -17.17% | 54.98% | -29.20% | 4.12% | -23.13% | -31.19% | 71.08% | -20.30% | -32.28% | 42.45% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -19.27% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
Correlation
The correlation between BIDU and VXX is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2009 | -0.41 |
The correlation between BIDU and VXX shifts across timeframes, from -0.41 (all time) to -0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
BIDU vs. VXX — Risk / Return Rank
BIDU
VXX
BIDU vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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 | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.84 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.96 | +1.57 |
| Martin ratioReturn relative to average drawdown | 1.17 | -1.52 | +2.69 |
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Drawdowns
BIDU vs. VXX - Drawdown Comparison
The maximum BIDU drawdown since its inception was -77.47%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BIDU and VXX.
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Drawdown Indicators
| BIDU | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.47% | -100.00% | +22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -36.01% | -54.59% | +18.58% |
Max Drawdown (3Y)Largest decline over 3 years | -50.73% | -80.75% | +30.02% |
Max Drawdown (5Y)Largest decline over 5 years | -57.69% | -95.85% | +38.16% |
Max Drawdown (10Y)Largest decline over 10 years | -77.47% | -99.82% | +22.35% |
Current DrawdownCurrent decline from peak | -68.16% | -100.00% | +31.84% |
Average DrawdownAverage peak-to-trough decline | -35.71% | -95.10% | +59.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.70% | 34.50% | -15.80% |
Volatility
BIDU vs. VXX - Volatility Comparison
Baidu, Inc. (BIDU) has a higher volatility of 14.20% compared to iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) at 12.47%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIDU | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 12.47% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 34.07% | 44.07% | -10.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.84% | 56.60% | -5.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.12% | 67.53% | -15.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.45% | 70.33% | -23.88% |
Dividends
BIDU vs. VXX - Dividend Comparison
Neither BIDU nor VXX has paid dividends to shareholders.
Frequently Asked Questions
BIDU and VXX have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIDU has higher volatility (14.20%) compared to VXX (12.47%). In terms of maximum drawdown, BIDU dropped -77.47% vs VXX's -100.00%.
BIDU currently has the higher Sharpe Ratio (0.43 vs -0.93), 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.
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