PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIPS vs. BIDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VIPS 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.


-0.50.00.51.00.5

Performance

VIPS vs. BIDU - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-3.56%
-10.52%
VIPS
BIDU

Key characteristics

Sharpe Ratio

VIPS:

-0.39

BIDU:

-0.64

Sortino Ratio

VIPS:

-0.28

BIDU:

-0.78

Omega Ratio

VIPS:

0.96

BIDU:

0.91

Calmar Ratio

VIPS:

-0.25

BIDU:

-0.33

Martin Ratio

VIPS:

-0.81

BIDU:

-1.39

Ulcer Index

VIPS:

22.66%

BIDU:

18.25%

Daily Std Dev

VIPS:

47.51%

BIDU:

39.77%

Max Drawdown

VIPS:

-86.75%

BIDU:

-77.47%

Current Drawdown

VIPS:

-70.15%

BIDU:

-76.02%

Fundamentals

Market Cap

VIPS:

$6.81B

BIDU:

$28.28B

EPS

VIPS:

$2.07

BIDU:

$7.50

PE Ratio

VIPS:

6.41

BIDU:

10.87

PEG Ratio

VIPS:

32.44

BIDU:

4.15

Total Revenue (TTM)

VIPS:

$82.23B

BIDU:

$102.44B

Gross Profit (TTM)

VIPS:

$19.53B

BIDU:

$52.22B

EBITDA (TTM)

VIPS:

$7.78B

BIDU:

$25.88B

Returns By Period

In the year-to-date period, VIPS achieves a -1.48% return, which is significantly higher than BIDU's -3.33% return. Over the past 10 years, VIPS has outperformed BIDU with an annualized return of -4.65%, while BIDU has yielded a comparatively lower -9.48% annualized return.


VIPS

YTD

-1.48%

1M

0.45%

6M

-3.56%

1Y

-15.61%

5Y*

-1.15%

10Y*

-4.65%

BIDU

YTD

-3.33%

1M

-7.74%

6M

-10.53%

1Y

-22.01%

5Y*

-10.24%

10Y*

-9.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VIPS vs. BIDU — Risk-Adjusted Performance Rank

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

VIPS
The Risk-Adjusted Performance Rank of VIPS is 2929
Overall Rank
The Sharpe Ratio Rank of VIPS is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPS is 2626
Sortino Ratio Rank
The Omega Ratio Rank of VIPS is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VIPS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VIPS is 3131
Martin Ratio Rank

BIDU
The Risk-Adjusted Performance Rank of BIDU is 1818
Overall Rank
The Sharpe Ratio Rank of BIDU is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BIDU is 1616
Sortino Ratio Rank
The Omega Ratio Rank of BIDU is 1818
Omega Ratio Rank
The Calmar Ratio Rank of BIDU is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BIDU is 1010
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.

VIPS vs. BIDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vipshop Holdings Limited (VIPS) 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.


Sharpe ratio
The chart of Sharpe ratio for VIPS, currently valued at -0.39, compared to the broader market-2.000.002.00-0.39-0.64
The chart of Sortino ratio for VIPS, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.28-0.78
The chart of Omega ratio for VIPS, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.91
The chart of Calmar ratio for VIPS, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25-0.33
The chart of Martin ratio for VIPS, currently valued at -0.81, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.81-1.39
VIPS
BIDU

The current VIPS Sharpe Ratio is -0.39, which is higher than the BIDU Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of VIPS 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-1.00-0.500.00AugustSeptemberOctoberNovemberDecember2025
-0.39
-0.64
VIPS
BIDU

Dividends

VIPS vs. BIDU - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.24%, while BIDU has not paid dividends to shareholders.


TTM2024
VIPS
Vipshop Holdings Limited
3.24%3.19%
BIDU
Baidu, Inc.
0.00%0.00%

Drawdowns

VIPS vs. BIDU - Drawdown Comparison

The maximum VIPS drawdown since its inception was -86.75%, which is greater than BIDU's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for VIPS and BIDU. For additional features, visit the drawdowns tool.


-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-70.15%
-76.02%
VIPS
BIDU

Volatility

VIPS vs. BIDU - Volatility Comparison

The current volatility for Vipshop Holdings Limited (VIPS) is 7.40%, while Baidu, Inc. (BIDU) has a volatility of 9.58%. This indicates that VIPS 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.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
7.40%
9.58%
VIPS
BIDU

Financials

VIPS vs. BIDU - Financials Comparison

This section allows you to compare key financial metrics between Vipshop Holdings Limited 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab