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NTES vs. BIDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTES and BIDU is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

NTES vs. BIDU - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,140.46%
572.68%
NTES
BIDU

Key characteristics

Sharpe Ratio

NTES:

0.09

BIDU:

-0.55

Sortino Ratio

NTES:

0.44

BIDU:

-0.60

Omega Ratio

NTES:

1.05

BIDU:

0.93

Calmar Ratio

NTES:

0.10

BIDU:

-0.31

Martin Ratio

NTES:

0.28

BIDU:

-1.17

Ulcer Index

NTES:

13.51%

BIDU:

20.46%

Daily Std Dev

NTES:

40.85%

BIDU:

43.30%

Max Drawdown

NTES:

-57.34%

BIDU:

-77.47%

Current Drawdown

NTES:

-19.99%

BIDU:

-75.75%

Fundamentals

Market Cap

NTES:

$68.18B

BIDU:

$31.07B

EPS

NTES:

$6.32

BIDU:

$9.08

PE Ratio

NTES:

16.60

BIDU:

9.89

PEG Ratio

NTES:

1.17

BIDU:

2.59

Total Revenue (TTM)

NTES:

$78.44B

BIDU:

$101.61B

Gross Profit (TTM)

NTES:

$48.79B

BIDU:

$50.80B

EBITDA (TTM)

NTES:

$23.81B

BIDU:

$24.32B

Returns By Period

In the year-to-date period, NTES achieves a 10.82% return, which is significantly higher than BIDU's -2.23% return. Over the past 10 years, NTES has outperformed BIDU with an annualized return of 17.90%, while BIDU has yielded a comparatively lower -8.67% annualized return.


NTES

YTD

10.82%

1M

-4.17%

6M

-2.90%

1Y

4.55%

5Y*

10.47%

10Y*

17.90%

BIDU

YTD

-2.23%

1M

-10.29%

6M

-25.38%

1Y

-24.01%

5Y*

-3.25%

10Y*

-8.67%

*Annualized

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Risk-Adjusted Performance

NTES vs. BIDU — Risk-Adjusted Performance Rank

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

NTES
The Risk-Adjusted Performance Rank of NTES is 5757
Overall Rank
The Sharpe Ratio Rank of NTES is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 5454
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 5353
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 6060
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 5959
Martin Ratio Rank

BIDU
The Risk-Adjusted Performance Rank of BIDU is 2828
Overall Rank
The Sharpe Ratio Rank of BIDU is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of BIDU is 2525
Sortino Ratio Rank
The Omega Ratio Rank of BIDU is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BIDU is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BIDU is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NTES vs. BIDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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 chart of Sharpe ratio for NTES, currently valued at 0.09, compared to the broader market-2.00-1.000.001.002.00
NTES: 0.09
BIDU: -0.55
The chart of Sortino ratio for NTES, currently valued at 0.44, compared to the broader market-6.00-4.00-2.000.002.004.00
NTES: 0.44
BIDU: -0.60
The chart of Omega ratio for NTES, currently valued at 1.05, compared to the broader market0.501.001.502.00
NTES: 1.05
BIDU: 0.93
The chart of Calmar ratio for NTES, currently valued at 0.10, compared to the broader market0.001.002.003.004.00
NTES: 0.10
BIDU: -0.31
The chart of Martin ratio for NTES, currently valued at 0.28, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NTES: 0.28
BIDU: -1.17

The current NTES Sharpe Ratio is 0.09, which is higher than the BIDU Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of NTES 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.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2025FebruaryMarchApril
0.09
-0.55
NTES
BIDU

Dividends

NTES vs. BIDU - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 1.38%, while BIDU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NTES
NetEase, Inc.
1.38%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%
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%

Drawdowns

NTES vs. BIDU - Drawdown Comparison

The maximum NTES drawdown since its inception was -57.34%, smaller than the maximum BIDU drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for NTES and BIDU. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-19.99%
-75.75%
NTES
BIDU

Volatility

NTES vs. BIDU - Volatility Comparison

The current volatility for NetEase, Inc. (NTES) is 9.63%, while Baidu, Inc. (BIDU) has a volatility of 15.88%. This indicates that NTES experiences smaller price fluctuations and is considered to be less risky than BIDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
9.63%
15.88%
NTES
BIDU

Financials

NTES vs. BIDU - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items