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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.

0.00%1,000.00%2,000.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,431.22%
-40.55%
VIPS
BIDU

Key characteristics

Sharpe Ratio

VIPS:

-0.29

BIDU:

-0.57

Sortino Ratio

VIPS:

-0.11

BIDU:

-0.64

Omega Ratio

VIPS:

0.99

BIDU:

0.93

Calmar Ratio

VIPS:

-0.19

BIDU:

-0.30

Martin Ratio

VIPS:

-0.65

BIDU:

-1.13

Ulcer Index

VIPS:

21.62%

BIDU:

20.24%

Daily Std Dev

VIPS:

48.07%

BIDU:

40.42%

Max Drawdown

VIPS:

-86.75%

BIDU:

-77.47%

Current Drawdown

VIPS:

-69.46%

BIDU:

-74.76%

Fundamentals

Market Cap

VIPS:

$6.88B

BIDU:

$31.12B

EPS

VIPS:

$2.09

BIDU:

$7.55

PE Ratio

VIPS:

6.42

BIDU:

11.94

PEG Ratio

VIPS:

32.44

BIDU:

2.66

Total Revenue (TTM)

VIPS:

$109.87B

BIDU:

$137.39B

Gross Profit (TTM)

VIPS:

$26.07B

BIDU:

$69.76B

EBITDA (TTM)

VIPS:

$10.74B

BIDU:

$33.30B

Returns By Period

In the year-to-date period, VIPS achieves a -21.61% return, which is significantly higher than BIDU's -27.95% return. Over the past 10 years, VIPS has outperformed BIDU with an annualized return of -3.54%, while BIDU has yielded a comparatively lower -9.53% annualized return.


VIPS

YTD

-21.61%

1M

0.74%

6M

-5.03%

1Y

-17.67%

5Y*

-0.73%

10Y*

-3.54%

BIDU

YTD

-27.95%

1M

-1.10%

6M

-3.15%

1Y

-27.05%

5Y*

-7.63%

10Y*

-9.53%

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Risk-Adjusted Performance

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 -0.29, compared to the broader market-4.00-2.000.002.00-0.29-0.57
The chart of Sortino ratio for VIPS, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.11-0.64
The chart of Omega ratio for VIPS, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.93
The chart of Calmar ratio for VIPS, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.19-0.30
The chart of Martin ratio for VIPS, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.65-1.13
VIPS
BIDU

The current VIPS Sharpe Ratio is -0.29, which is higher than the BIDU Sharpe Ratio of -0.57. 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-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.29
-0.57
VIPS
BIDU

Dividends

VIPS vs. BIDU - Dividend Comparison

VIPS's dividend yield for the trailing twelve months is around 3.17%, while BIDU has not paid dividends to shareholders.


TTM
VIPS
Vipshop Holdings Limited
3.17%
BIDU
Baidu, Inc.
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%JulyAugustSeptemberOctoberNovemberDecember
-69.46%
-74.76%
VIPS
BIDU

Volatility

VIPS vs. BIDU - Volatility Comparison

Vipshop Holdings Limited (VIPS) has a higher volatility of 14.87% compared to Baidu, Inc. (BIDU) at 12.92%. This indicates that VIPS'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.87%
12.92%
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
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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.

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