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

Correlation

The correlation between CRSP and JD is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

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.

50.00%100.00%150.00%200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
131.72%
49.58%
CRSP
JD

Key characteristics

Sharpe Ratio

CRSP:

-0.96

JD:

0.73

Sortino Ratio

CRSP:

-1.52

JD:

1.44

Omega Ratio

CRSP:

0.84

JD:

1.17

Calmar Ratio

CRSP:

-0.59

JD:

0.52

Martin Ratio

CRSP:

-1.85

JD:

2.13

Ulcer Index

CRSP:

26.79%

JD:

18.20%

Daily Std Dev

CRSP:

51.78%

JD:

53.36%

Max Drawdown

CRSP:

-84.46%

JD:

-79.14%

Current Drawdown

CRSP:

-84.46%

JD:

-63.19%

Fundamentals

Market Cap

CRSP:

$2.80B

JD:

$60.40B

EPS

CRSP:

-$4.34

JD:

$3.70

PEG Ratio

CRSP:

-0.21

JD:

1.27

Total Revenue (TTM)

CRSP:

$36.12M

JD:

$898.77B

Gross Profit (TTM)

CRSP:

-$32.01M

JD:

$107.27B

EBITDA (TTM)

CRSP:

-$311.55M

JD:

$40.00B

Returns By Period

In the year-to-date period, CRSP achieves a -17.05% return, which is significantly lower than JD's 6.17% return.


CRSP

YTD

-17.05%

1M

-25.52%

6M

-28.04%

1Y

-49.82%

5Y*

-3.69%

10Y*

N/A

JD

YTD

6.17%

1M

-15.88%

6M

-21.63%

1Y

40.93%

5Y*

-0.28%

10Y*

2.42%

*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

CRSP vs. JD — Risk-Adjusted Performance Rank

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

CRSP
The Risk-Adjusted Performance Rank of CRSP is 1010
Overall Rank
The Sharpe Ratio Rank of CRSP is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSP is 88
Sortino Ratio Rank
The Omega Ratio Rank of CRSP is 1212
Omega Ratio Rank
The Calmar Ratio Rank of CRSP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CRSP is 44
Martin Ratio Rank

JD
The Risk-Adjusted Performance Rank of JD is 7676
Overall Rank
The Sharpe Ratio Rank of JD is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 7878
Sortino Ratio Rank
The Omega Ratio Rank of JD is 7474
Omega Ratio Rank
The Calmar Ratio Rank of JD is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JD is 7676
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.

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 -0.96, compared to the broader market-2.00-1.000.001.002.00
CRSP: -0.96
JD: 0.73
The chart of Sortino ratio for CRSP, currently valued at -1.52, compared to the broader market-6.00-4.00-2.000.002.004.00
CRSP: -1.52
JD: 1.44
The chart of Omega ratio for CRSP, currently valued at 0.84, compared to the broader market0.501.001.502.00
CRSP: 0.84
JD: 1.17
The chart of Calmar ratio for CRSP, currently valued at -0.59, compared to the broader market0.001.002.003.004.00
CRSP: -0.59
JD: 0.52
The chart of Martin ratio for CRSP, currently valued at -1.85, compared to the broader market-10.000.0010.0020.00
CRSP: -1.85
JD: 2.13

The current CRSP Sharpe Ratio is -0.96, which is lower than the JD Sharpe Ratio of 0.73. 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.96
0.73
CRSP
JD

Dividends

CRSP vs. JD - Dividend Comparison

Neither CRSP nor JD has paid dividends to shareholders.


TTM202420232022
CRSP
CRISPR Therapeutics AG
0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
0.00%2.13%2.08%2.21%

Drawdowns

CRSP vs. JD - Drawdown Comparison

The maximum CRSP drawdown since its inception was -84.46%, which is greater than JD's maximum 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.


-90.00%-80.00%-70.00%-60.00%-50.00%NovemberDecember2025FebruaryMarchApril
-84.46%
-63.19%
CRSP
JD

Volatility

CRSP vs. JD - Volatility Comparison

CRISPR Therapeutics AG (CRSP) has a higher volatility of 15.78% compared to JD.com, Inc. (JD) at 13.91%. 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%NovemberDecember2025FebruaryMarchApril
15.78%
13.91%
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
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