VXX vs. BIDU
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return, while BIDU (Baidu, Inc.) is a stock. Over the past 10 years, VXX returned -47.94%/yr vs -3.23%/yr for BIDU. At a correlation of -0.41, they often move in opposite directions.
Performance
VXX vs. BIDU - Performance Comparison
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Returns By Period
In the year-to-date period, VXX achieves a -8.58% return, which is significantly higher than BIDU's -11.40% return. Over the past 10 years, VXX has underperformed BIDU with an annualized return of -47.94%, while BIDU has yielded a comparatively higher -3.23% annualized return.
VXX
- 1D
- -4.42%
- 1M
- -14.70%
- YTD
- -8.58%
- 6M
- -18.05%
- 1Y
- -52.70%
- 3Y*
- -40.29%
- 5Y*
- -45.28%
- 10Y*
- -47.94%
BIDU
- 1D
- -0.29%
- 1M
- -23.08%
- YTD
- -11.40%
- 6M
- -7.39%
- 1Y
- 31.84%
- 3Y*
- -6.71%
- 5Y*
- -9.21%
- 10Y*
- -3.23%
VXX vs. BIDU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -8.58% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
BIDU Baidu, Inc. | -11.40% | 54.98% | -29.20% | 4.12% | -23.13% | -31.19% | 71.08% | -20.30% | -32.28% | 42.45% |
Correlation
The correlation between VXX and BIDU is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.39 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2009 | -0.41 |
The correlation between VXX and BIDU shifts across timeframes, from -0.41 (all time) to -0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VXX vs. BIDU — Risk / Return Rank
VXX
BIDU
VXX vs. BIDU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VXX | BIDU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.15 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 0.93 | -1.85 |
| Martin ratioReturn relative to average drawdown | -1.29 | 2.00 | -3.29 |
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Drawdowns
VXX vs. BIDU - Drawdown Comparison
The maximum VXX drawdown since its inception was -100.00%, which is greater than BIDU's maximum drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for VXX and BIDU.
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Drawdown Indicators
| VXX | BIDU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -77.47% | -22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -57.39% | -34.41% | -22.98% |
Max Drawdown (3Y)Largest decline over 3 years | -79.24% | -50.73% | -28.51% |
Max Drawdown (5Y)Largest decline over 5 years | -95.79% | -63.13% | -32.66% |
Max Drawdown (10Y)Largest decline over 10 years | -99.86% | -77.47% | -22.39% |
Current DrawdownCurrent decline from peak | -100.00% | -65.94% | -34.06% |
Average DrawdownAverage peak-to-trough decline | -95.07% | -35.56% | -59.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.90% | 15.96% | +24.94% |
Volatility
VXX vs. BIDU - Volatility Comparison
The current volatility for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) is 14.13%, while Baidu, Inc. (BIDU) has a volatility of 14.89%. This indicates that VXX 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.
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Volatility by Period
| VXX | BIDU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 14.89% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 42.36% | 35.91% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.64% | 50.52% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.04% | 51.93% | +16.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.83% | 46.30% | +24.53% |
Dividends
VXX vs. BIDU - Dividend Comparison
Neither VXX nor BIDU has paid dividends to shareholders.
Frequently Asked Questions
VXX and BIDU have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIDU has higher volatility (14.89%) compared to VXX (14.13%). In terms of maximum drawdown, VXX dropped -100.00% vs BIDU's -77.47%.
BIDU currently has the higher Sharpe Ratio (0.63 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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