JD vs. BIDU

In the year-to-date period, JD achieves a 25.70% return, which is significantly higher than BIDU's -28.27% return. Over the past 10 years, JD has outperformed BIDU with an annualized return of 4.61%, while BIDU has yielded a comparatively lower -10.04% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) 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.

The current JD Sharpe Ratio is 0.55, which is higher than the BIDU Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of JD and BIDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

JD's dividend yield for the trailing twelve months is around 2.09%, while BIDU has not paid dividends to shareholders.

The maximum JD drawdown since its inception was -79.14%, roughly equal to the maximum BIDU drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for JD and BIDU. For additional features, visit the drawdowns tool.

JD.com, Inc. (JD) has a higher volatility of 16.96% compared to Baidu, Inc. (BIDU) at 9.37%. This indicates that JD's price experiences larger fluctuations and is considered to be riskier than BIDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between JD.com, 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.