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BIDU vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIDU and VYM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

BIDU vs. VYM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-3.15%
7.42%
BIDU
VYM

Key characteristics

Sharpe Ratio

BIDU:

-0.57

VYM:

1.70

Sortino Ratio

BIDU:

-0.64

VYM:

2.41

Omega Ratio

BIDU:

0.93

VYM:

1.31

Calmar Ratio

BIDU:

-0.30

VYM:

3.04

Martin Ratio

BIDU:

-1.13

VYM:

10.05

Ulcer Index

BIDU:

20.24%

VYM:

1.81%

Daily Std Dev

BIDU:

40.42%

VYM:

10.73%

Max Drawdown

BIDU:

-77.47%

VYM:

-56.98%

Current Drawdown

BIDU:

-74.76%

VYM:

-5.86%

Returns By Period

In the year-to-date period, BIDU achieves a -27.95% return, which is significantly lower than VYM's 16.02% return. Over the past 10 years, BIDU has underperformed VYM with an annualized return of -9.53%, while VYM has yielded a comparatively higher 9.52% annualized return.


BIDU

YTD

-27.95%

1M

-1.10%

6M

-3.15%

1Y

-27.05%

5Y*

-7.63%

10Y*

-9.53%

VYM

YTD

16.02%

1M

-3.00%

6M

7.13%

1Y

18.20%

5Y*

9.48%

10Y*

9.52%

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Risk-Adjusted Performance

BIDU vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baidu, Inc. (BIDU) and Vanguard High Dividend Yield ETF (VYM). 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-4.00-2.000.002.00-0.571.70
The chart of Sortino ratio for BIDU, currently valued at -0.64, compared to the broader market-4.00-2.000.002.004.00-0.642.41
The chart of Omega ratio for BIDU, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.31
The chart of Calmar ratio for BIDU, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.303.04
The chart of Martin ratio for BIDU, currently valued at -1.13, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.1310.05
BIDU
VYM

The current BIDU Sharpe Ratio is -0.57, which is lower than the VYM Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BIDU and VYM, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
1.70
BIDU
VYM

Dividends

BIDU vs. VYM - Dividend Comparison

BIDU has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.00%.


TTM20232022202120202019201820172016201520142013
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.00%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

BIDU vs. VYM - Drawdown Comparison

The maximum BIDU drawdown since its inception was -77.47%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for BIDU and VYM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-74.76%
-5.86%
BIDU
VYM

Volatility

BIDU vs. VYM - Volatility Comparison

Baidu, Inc. (BIDU) has a higher volatility of 12.92% compared to Vanguard High Dividend Yield ETF (VYM) at 3.76%. This indicates that BIDU's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.92%
3.76%
BIDU
VYM
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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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