SOHU vs. BIDU

Last updated Apr 2, 2026

Compare and contrast key facts about Sohu.com Limited (SOHU) and Baidu, Inc. (BIDU).

Performance

SOHU vs. BIDU - Performance Comparison

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

SOHU vs. BIDU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SOHU Sohu.com Limited	0.83%	18.66%	32.73%	-27.57%	-15.79%	2.13%	42.58%	-35.82%	-59.82%	27.91%
BIDU Baidu, Inc.	-14.36%	54.98%	-29.20%	4.12%	-23.13%	-31.19%	71.08%	-20.30%	-32.28%	42.45%

Fundamentals

Market Cap SOHU : $420.40M BIDU : $38.58B
EPS SOHU : $14.28 BIDU : $16.36
PE Ratio SOHU : 1.10 BIDU : 6.84
PEG Ratio SOHU : 0.00 BIDU : 0.30
PS Ratio SOHU : 0.74 BIDU : 0.30
PB Ratio SOHU : 0.33 BIDU : 0.14
Total Revenue (TTM) SOHU : $585.64M BIDU : $129.08B
Gross Profit (TTM) SOHU : $453.85M BIDU : $56.64B
EBITDA (TTM) SOHU : -$61.56M BIDU : $31.12B

Returns By Period

In the year-to-date period, SOHU achieves a 0.83% return, which is significantly higher than BIDU's -14.36% return. Over the past 10 years, SOHU has underperformed BIDU with an annualized return of -10.71%, while BIDU has yielded a comparatively higher -5.17% annualized return.

SOHU

• 1D: 2.07%
• 1M: -5.06%
• YTD: 0.83%
• 6M: 0.51%
• 1Y: 20.57%
• 3Y*: 2.30%
• 5Y*: -0.23%
• 10Y*: -10.71%

BIDU

• 1D: 0.43%
• 1M: -9.44%
• YTD: -14.36%
• 6M: -18.58%
• 1Y: 22.12%
• 3Y*: -9.49%
• 5Y*: -12.62%
• 10Y*: -5.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SOHU vs. BIDU — Risk / Return Rank

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

SOHU

SOHU Risk / Return Rank: 54
SOHU Sharpe Ratio Rank: 59
SOHU Sortino Ratio Rank: 52
SOHU Omega Ratio Rank: 51
SOHU Calmar Ratio Rank: 52
SOHU Martin Ratio Rank: 57

BIDU

BIDU Risk / Return Rank: 55
BIDU Sharpe Ratio Rank: 57
BIDU Sortino Ratio Rank: 55
BIDU Omega Ratio Rank: 52
BIDU Calmar Ratio Rank: 56
BIDU Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SOHU vs. BIDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sohu.com Limited (SOHU) 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.

	SOHU	BIDU	Difference
Sharpe ratio Return per unit of total volatility	0.50	0.47	+0.03
Sortino ratio Return per unit of downside risk	0.93	1.03	-0.10
Omega ratio Gain probability vs. loss probability	1.12	1.12	0.00
Calmar ratio Return relative to maximum drawdown	0.50	0.63	-0.13
Martin ratio Return relative to average drawdown	1.68	1.67	+0.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOHU vs. BIDU - Sharpe Ratio Comparison

The current SOHU Sharpe Ratio is 0.50, which is comparable to the BIDU Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SOHU 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.

Sharpe Ratios by Period

	SOHU	BIDU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	0.47	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	-0.25	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	-0.11	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.22	-0.21

Correlation

The correlation between SOHU and BIDU is 0.49, 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.

Dividends

SOHU vs. BIDU - Dividend Comparison

Neither SOHU nor BIDU has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SOHU vs. BIDU - Drawdown Comparison

The maximum SOHU drawdown since its inception was -95.43%, which is greater than BIDU's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for SOHU and BIDU.

Drawdown Indicators

	SOHU	BIDU	Difference
Max Drawdown Largest peak-to-trough decline	-95.43%	-77.47%	-17.96%
Max Drawdown (1Y) Largest decline over 1 year	-37.37%	-34.41%	-2.96%
Max Drawdown (5Y) Largest decline over 5 years	-67.70%	-66.23%	-1.47%
Max Drawdown (10Y) Largest decline over 10 years	-92.15%	-77.47%	-14.68%
Current Drawdown Current decline from peak	-85.16%	-67.08%	-18.08%
Average Drawdown Average peak-to-trough decline	-60.12%	-35.31%	-24.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.73%	12.89%	-1.16%

Volatility

SOHU vs. BIDU - Volatility Comparison

The current volatility for Sohu.com Limited (SOHU) is 9.35%, while Baidu, Inc. (BIDU) has a volatility of 10.50%. This indicates that SOHU 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.

Volatility by Period

	SOHU	BIDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.35%	10.50%	-1.15%
Volatility (6M) Calculated over the trailing 6-month period	22.34%	34.43%	-12.09%
Volatility (1Y) Calculated over the trailing 1-year period	41.44%	47.48%	-6.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.47%	51.14%	-5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.39%	45.88%	+6.51%

Financials