BILI vs. BIDU
BILI (Bilibili Inc.) and BIDU (Baidu, Inc.) are both stocks. Both are in the Communication Services sector — BILI in Electronic Gaming & Multimedia, BIDU in Internet Content & Information. Over the past 5 years, BILI returned -30.35%/yr vs -7.22%/yr for BIDU. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
BILI vs. BIDU - Performance Comparison
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Returns By Period
In the year-to-date period, BILI achieves a -27.41% return, which is significantly lower than BIDU's 1.55% return.
BILI
- 1D
- -4.29%
- 1M
- -17.70%
- YTD
- -27.41%
- 6M
- -29.19%
- 1Y
- -0.83%
- 3Y*
- 5.23%
- 5Y*
- -30.35%
- 10Y*
- —
BIDU
- 1D
- -2.95%
- 1M
- 4.08%
- YTD
- 1.55%
- 6M
- 13.13%
- 1Y
- 58.42%
- 3Y*
- -0.19%
- 5Y*
- -7.22%
- 10Y*
- -2.66%
BILI vs. BIDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BILI Bilibili Inc. | -27.41% | 35.78% | 48.81% | -48.63% | -48.94% | -45.87% | 360.37% | 27.62% | 29.80% |
BIDU Baidu, Inc. | 1.55% | 54.98% | -29.20% | 4.12% | -23.13% | -31.19% | 71.08% | -20.30% | -28.91% |
Correlation
The correlation between BILI and BIDU is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2018 | 0.61 |
The correlation between BILI and BIDU shifts across timeframes, from 0.51 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BILI:
$8.20B
BIDU:
$45.84B
BILI:
$3.12
BIDU:
$3.78
BILI:
5.72
BIDU:
35.08
BILI:
0.26
BIDU:
0.35
BILI:
0.53
BIDU:
0.17
BILI:
$30.77B
BIDU:
$128.51B
BILI:
$11.33B
BIDU:
$54.09B
BILI:
$1.53B
BIDU:
$23.17B
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Return for Risk
BILI vs. BIDU — Risk / Return Rank
BILI
BIDU
BILI vs. BIDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bilibili Inc. (BILI) and Baidu, Inc. (BIDU). 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.
| BILI | BIDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.23 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.71 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.04 | 3.81 | -3.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BILI | BIDU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.19 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.14 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.24 | -0.16 |
Drawdowns
BILI vs. BIDU - Drawdown Comparison
The maximum BILI drawdown since its inception was -94.30%, which is greater than BIDU's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for BILI and BIDU.
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Drawdown Indicators
| BILI | BIDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.30% | -77.47% | -16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -52.06% | -34.41% | -17.65% |
Max Drawdown (3Y)Largest decline over 3 years | -53.12% | -50.73% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -92.97% | -63.13% | -29.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.47% | — |
Current DrawdownCurrent decline from peak | -88.58% | -60.97% | -27.61% |
Average DrawdownAverage peak-to-trough decline | -57.88% | -35.53% | -22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.77% | 15.37% | +6.40% |
Volatility
BILI vs. BIDU - Volatility Comparison
Bilibili Inc. (BILI) and Baidu, Inc. (BIDU) have volatilities of 18.86% and 18.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BILI | BIDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.86% | 18.21% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 36.33% | 35.18% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.29% | 49.46% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.20% | 51.75% | +27.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.87% | 46.20% | +27.67% |
Dividends
BILI vs. BIDU - Dividend Comparison
Neither BILI nor BIDU has paid dividends to shareholders.
Financials
BILI vs. BIDU - Financials Comparison
This section allows you to compare key financial metrics between Bilibili Inc. and Baidu, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BILI vs. BIDU - Profitability Comparison
BILI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a gross profit of 2.76B and revenue of 7.43B. Therefore, the gross margin over that period was 37.1%.
BIDU - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Baidu, Inc. reported a gross profit of 12.41B and revenue of 31.88B. Therefore, the gross margin over that period was 38.9%.
BILI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported an operating income of 165.75M and revenue of 7.43B, resulting in an operating margin of 2.2%.
BIDU - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Baidu, Inc. reported an operating income of 3.17B and revenue of 31.88B, resulting in an operating margin of 10.0%.
BILI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bilibili Inc. reported a net income of 208.51M and revenue of 7.43B, resulting in a net margin of 2.8%.
BIDU - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Baidu, Inc. reported a net income of 3.42B and revenue of 31.88B, resulting in a net margin of 10.7%.
Frequently Asked Questions
BILI and BIDU have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILI has higher volatility (18.86%) compared to BIDU (18.21%). In terms of maximum drawdown, BILI dropped -94.30% vs BIDU's -77.47%.
BIDU currently has the higher Sharpe Ratio (1.19 vs -0.02), 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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