Baidu Inc

10-Year Study

BIDU.US · Communication Services · US · Common Stock

Executive Summary: Baidu Inc has compounded at -3.5% annually over the last 10 years, with a maximum drawdown of 73.0% and an annualized volatility of 48.8%.

1Y CAGR
+58.6%
3Y CAGR
+0.6%
5Y CAGR
-8.8%
10Y CAGR
-3.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
73.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
43.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +71.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -32.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.2-18.8-10.512.2————————-4.3%
20257.5-4.66.5-4.6-6.74.72.58.538.3-8.3-3.311.855.0%
2024-11.6-3.83.9-1.8-6.0-11.02.4-4.524.4-13.4-6.8-0.9-29.2%
202317.72.29.6-20.11.911.413.9-8.4-5.9-21.813.00.44.1%
20227.4-4.6-13.2-6.113.06.0-8.25.4-18.4-34.841.85.3-23.1%
20218.720.6-23.3-3.3-6.73.9-19.6-4.3-2.15.5-7.6-0.7-31.2%
2020-2.2-2.9-16.00.15.612.5-0.44.31.65.14.555.671.1%
20198.8-5.81.40.8-33.86.7-4.8-6.5-1.6-0.916.46.6-20.3%
20185.42.2-11.612.4-3.30.21.7-8.41.0-16.9-0.9-15.8-32.3%
20176.5-0.5-0.94.53.3-3.926.60.88.6-1.5-2.2-1.842.5%
2016———1.8-8.1-7.5-3.47.26.4-2.9-5.6-1.5-13.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 48.8%. The dominant macroeconomic risk driver is VWO.US, accounting for 53.9% of variance. Idiosyncratic stock-specific factors contribute 23.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110179.170159262365
2016-05-019353.5205364627
2016-06-018652.032690695725
2016-07-018361.27409891031
2016-08-018962.175188600168
2016-09-019538.453478625313
2016-10-019265.507124895223
2016-11-018746.332774518021
2016-12-018613.264878457669
2017-01-019171.730930427495
2017-02-019122.485331098072
2017-03-019038.139145012574
2017-04-019442.057837384744
2017-05-019749.580888516344
2017-06-019370.284995808886
2017-07-0111858.235540653814
2017-08-0111947.296730930428
2017-09-0112976.2154233026
2017-10-0112779.75691533948
2017-11-0112498.952221290865
2017-12-0112270.012573344511
2018-01-0112935.875943000838
2018-02-0113219.823973176864
2018-03-0111692.686504610227
2018-04-0113144.383906119028
2018-05-0112707.460184409054
2018-06-0112730.511316010057
2018-07-0112949.497066219616
2018-08-0111865.0461022632
2018-09-0111980.301760268232
2018-10-019957.041072925398
2018-11-019863.788767812239
2018-12-018308.885163453479
2019-01-019043.901927912826
2019-02-018515.297569153396
2019-03-018636.316010058676
2019-04-018708.612740989101
2019-05-015762.782900251467
2019-06-016148.365465213747
2019-07-015851.844090528081
2019-08-015473.072087175188
2019-09-015383.487007544007
2019-10-015335.813076278289
2019-11-016209.66051969824
2019-12-016621.961441743505
2020-01-016473.176865046103
2020-02-016285.624476110646
2020-03-015280.280804694049
2020-04-015287.6152556580055
2020-05-015582.041072925398
2020-06-016280.909471919531
2020-07-016255.238893545684
2020-08-016526.089689857502
2020-09-016631.9153394803025
2020-10-016970.347862531434
2020-11-017281.538139145013
2020-12-0111328.583403185248
2021-01-0112312.447611064543
2021-02-0114850.16764459346
2021-03-0111397.212908633699
2021-04-0111018.964794635373
2021-05-0110282.376362112322
2021-06-0110682.103939647946
2021-07-018592.309304274937
2021-08-018226.110645431685
2021-09-018054.798826487846
2021-10-018499.580888516346
2021-11-017849.958088851635
2021-12-017794.949706621961
2022-01-018368.608549874267
2022-02-017986.169321039397
2022-03-016931.05616093881
2022-04-016505.13411567477
2022-05-017352.787091366303
2022-06-017791.806370494552
2022-07-017154.75691533948
2022-08-017542.4350377200335
2022-09-016155.176026823135
2022-10-014011.4207879295886
2022-11-015689.438390611903
2022-12-015992.246437552389
2023-01-017055.74182732607
2023-02-017213.432523051132
2023-03-017906.538139145012
2023-04-016318.62950544845
2023-05-016435.980720871751
2023-06-017172.569153394803
2023-07-018172.150041911149
2023-08-017482.711651299246
2023-09-017038.453478625314
2023-10-015500.838222967309
2023-11-016216.471081307627
2023-12-016238.998323554066
2024-01-015517.078792958927
2024-02-015308.570829840737
2024-03-015515.507124895223
2024-04-015417.0159262363795
2024-05-015092.204526404023
2024-06-014530.5951383067895
2024-07-014640.088013411568
2024-08-014433.151718357083
2024-09-015516.03101424979
2024-10-014779.442581726739
2024-11-014455.678960603521
2024-12-014416.911148365465
2025-01-014746.437552388935
2025-02-014529.023470243084
2025-03-014821.353730092205
2025-04-014600.796311818944
2025-05-014290.653813914501
2025-06-014492.8751047778715
2025-07-014603.415758591786
2025-08-014992.665549036044
2025-09-016903.29002514669
2025-10-016332.250628667225
2025-11-016123.742665549035
2025-12-016845.138306789607
2026-01-018024.937133277452
2026-02-016519.279128248115
2026-03-015837.1751886001675
2026-04-016550.188600167645
Annual Return Matrix
YearAnnual Return
20170.42454838513472426
2018-0.32282993894368306
2019-0.20302648171500626
20200.7107594936708861
2021-0.31192193858675554
2022-0.23126554203911553
20230.04117852771463548
2024-0.2920480309009993
20250.5497568497212666
2026-0.043088933108831995
Total Factor Risk
0.4883039585688515
VTI.US Exposure
-0.05765800122902416
VEA.US Exposure
-0.09360414798390755
VWO.US Exposure
0.5391236049678485
QQQ.US Exposure
0.12472915837261753
VTV.US Exposure
0.012757666502594382
IJR.US Exposure
0.07596020804508342
QUAL.US Exposure
-0.027593308793447437
SHV.US Exposure
0.05724780867119133
TLT.US Exposure
0.040707661697261595
LQD.US Exposure
0.0806355725665622
HYG.US Exposure
-0.007722799939707275
GLD.US Exposure
-0.010421294923641676
USO.US Exposure
0.001016860426498199
VNQ.US Exposure
-0.01384148274882201
BTC-USD.CC Exposure
-0.0019610041450553737
CPER.US Exposure
0.03414755343391348
VIX.INDX Exposure
-0.014190608298856428
UUP.US Exposure
0.008114817349336443
TIP.US Exposure
0.01625729779093326
Idiosyncratic Exposure
0.23629443823862153
Value Score
24
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →64.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$37.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
23.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.43
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Baidu Inc a high-risk investment?

Baidu Inc (BIDU.US) has an annualized volatility of 48.8% and experienced a maximum drawdown of 73.0% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of BIDU.US?

Over the past 10 years, BIDU.US has generated a Compound Annual Growth Rate (CAGR) of -3.5%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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