SOHU vs. NTES
Compare and contrast key facts about Sohu.com Limited (SOHU) and NetEase, Inc. (NTES).
Performance
SOHU vs. NTES - Performance Comparison
Loading graphics...
SOHU vs. NTES - 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% |
NTES NetEase, Inc. | -17.32% | 58.28% | -1.73% | 30.59% | -27.35% | 7.11% | 57.88% | 34.66% | -31.31% | 62.21% |
Fundamentals
SOHU:
$420.40M
NTES:
$72.73B
SOHU:
$14.28
NTES:
$52.26
SOHU:
1.10
NTES:
2.16
SOHU:
0.00
NTES:
0.10
SOHU:
0.74
NTES:
0.65
SOHU:
0.33
NTES:
0.45
SOHU:
$585.64M
NTES:
$112.25B
SOHU:
$453.85M
NTES:
$72.16B
SOHU:
-$61.56M
NTES:
$37.96B
Returns By Period
In the year-to-date period, SOHU achieves a 0.83% return, which is significantly higher than NTES's -17.32% return. Over the past 10 years, SOHU has underperformed NTES with an annualized return of -10.71%, while NTES has yielded a comparatively higher 16.77% 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%
NTES
- 1D
- 0.64%
- 1M
- -1.22%
- YTD
- -17.32%
- 6M
- -23.84%
- 1Y
- 8.47%
- 3Y*
- 11.19%
- 5Y*
- 3.25%
- 10Y*
- 16.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SOHU vs. NTES — Risk / Return Rank
SOHU
NTES
SOHU vs. NTES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sohu.com Limited (SOHU) and NetEase, Inc. (NTES). 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 | NTES | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.25 | +0.25 |
Sortino ratioReturn per unit of downside risk | 0.93 | 0.64 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.40 | +0.10 |
Martin ratioReturn relative to average drawdown | 1.68 | 0.93 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SOHU | NTES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.25 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.07 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.21 | 0.40 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.42 | -0.41 |
Correlation
The correlation between SOHU and NTES is 0.44, 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. NTES - Dividend Comparison
SOHU has not paid dividends to shareholders, while NTES's dividend yield for the trailing twelve months is around 2.64%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOHU Sohu.com Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NTES NetEase, Inc. | 2.64% | 2.21% | 2.74% | 1.88% | 2.10% | 0.80% | 0.97% | 3.19% | 0.71% | 1.05% | 1.36% | 0.98% |
Drawdowns
SOHU vs. NTES - Drawdown Comparison
The maximum SOHU drawdown since its inception was -95.43%, roughly equal to the maximum NTES drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for SOHU and NTES.
Loading graphics...
Drawdown Indicators
| SOHU | NTES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.43% | -96.41% | +0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -37.37% | -30.46% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -67.70% | -52.57% | -15.13% |
Max Drawdown (10Y)Largest decline over 10 years | -92.15% | -57.34% | -34.81% |
Current DrawdownCurrent decline from peak | -85.16% | -28.30% | -56.86% |
Average DrawdownAverage peak-to-trough decline | -60.12% | -24.58% | -35.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.73% | 13.07% | -1.34% |
Volatility
SOHU vs. NTES - Volatility Comparison
Sohu.com Limited (SOHU) has a higher volatility of 9.35% compared to NetEase, Inc. (NTES) at 7.64%. This indicates that SOHU's price experiences larger fluctuations and is considered to be riskier than NTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SOHU | NTES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.35% | 7.64% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 22.34% | 21.24% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.44% | 33.72% | +7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.47% | 43.83% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.39% | 41.90% | +10.49% |
Financials
SOHU vs. NTES - Financials Comparison
This section allows you to compare key financial metrics between Sohu.com Limited and NetEase, 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