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CRSP vs. JD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CRSP vs. JD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CRISPR Therapeutics AG (CRSP) and JD.com, Inc. (JD). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-14.82%
1.18%
CRSP
JD

Returns By Period

In the year-to-date period, CRSP achieves a -24.52% return, which is significantly lower than JD's 25.09% return.


CRSP

YTD

-24.52%

1M

-3.41%

6M

-15.96%

1Y

-30.40%

5Y (annualized)

-7.17%

10Y (annualized)

N/A

JD

YTD

25.09%

1M

-12.06%

6M

-0.32%

1Y

30.89%

5Y (annualized)

2.99%

10Y (annualized)

4.71%

Fundamentals


CRSPJD
Market Cap$4.68B$56.71B
EPS-$2.79$2.75
PEG Ratio-0.211.27
Total Revenue (TTM)$201.62M$842.84B
Gross Profit (TTM)$61.70M$130.80B
EBITDA (TTM)-$317.82M$22.67B

Key characteristics


CRSPJD
Sharpe Ratio-0.300.54
Sortino Ratio-0.091.22
Omega Ratio0.991.14
Calmar Ratio-0.200.36
Martin Ratio-0.481.71
Ulcer Index33.54%16.79%
Daily Std Dev53.90%53.55%
Max Drawdown-81.61%-79.14%
Current Drawdown-77.50%-64.84%

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Correlation

-0.50.00.51.00.3

The correlation between CRSP and JD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CRSP vs. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CRISPR Therapeutics AG (CRSP) and JD.com, Inc. (JD). 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 CRSP, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.00-0.380.54
The chart of Sortino ratio for CRSP, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.241.22
The chart of Omega ratio for CRSP, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.14
The chart of Calmar ratio for CRSP, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.36
The chart of Martin ratio for CRSP, currently valued at -0.60, compared to the broader market0.0010.0020.0030.00-0.601.71
CRSP
JD

The current CRSP Sharpe Ratio is -0.30, which is lower than the JD Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of CRSP and JD, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.38
0.54
CRSP
JD

Dividends

CRSP vs. JD - Dividend Comparison

CRSP has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 2.10%.


TTM20232022
CRSP
CRISPR Therapeutics AG
0.00%0.00%0.00%
JD
JD.com, Inc.
2.10%2.08%2.21%

Drawdowns

CRSP vs. JD - Drawdown Comparison

The maximum CRSP drawdown since its inception was -81.61%, roughly equal to the maximum JD drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for CRSP and JD. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-77.50%
-64.84%
CRSP
JD

Volatility

CRSP vs. JD - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 17.94% compared to JD.com, Inc. (JD) at 16.92%. This indicates that CRSP's price experiences larger fluctuations and is considered to be riskier than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
17.94%
16.92%
CRSP
JD

Financials

CRSP vs. JD - Financials Comparison

This section allows you to compare key financial metrics between CRISPR Therapeutics AG and JD.com, 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