DQ vs. JD
DQ (Daqo New Energy Corp.) and JD (JD.com, Inc.) are both stocks. DQ operates in Semiconductor Equipment & Materials (Technology), while JD operates in Internet Retail (Consumer Cyclical). Over the past 10 years, DQ returned 12.31%/yr vs 3.75%/yr for JD. At a 0.34 correlation, their price movements are largely independent.
Performance
DQ vs. JD - Performance Comparison
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Returns By Period
In the year-to-date period, DQ achieves a -54.34% return, which is significantly lower than JD's -5.74% return. Over the past 10 years, DQ has outperformed JD with an annualized return of 12.31%, while JD has yielded a comparatively lower 3.75% annualized return.
DQ
- 1D
- -3.09%
- 1M
- -24.24%
- YTD
- -54.34%
- 6M
- -56.96%
- 1Y
- -4.06%
- 3Y*
- -29.08%
- 5Y*
- -24.93%
- 10Y*
- 12.31%
JD
- 1D
- -3.33%
- 1M
- -14.42%
- YTD
- -5.74%
- 6M
- -6.98%
- 1Y
- -14.37%
- 3Y*
- -6.34%
- 5Y*
- -16.83%
- 10Y*
- 3.75%
DQ vs. JD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DQ Daqo New Energy Corp. | -54.34% | 51.75% | -26.92% | -31.11% | -4.24% | -29.71% | 460.16% | 118.80% | -60.63% | 207.98% |
JD JD.com, Inc. | -5.74% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 149.50% | 68.32% | -49.47% | 62.81% |
Correlation
The correlation between DQ and JD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 22, 2014 | 0.34 |
The correlation between DQ and JD shifts across timeframes, from 0.33 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DQ:
$911.47M
JD:
$37.42B
DQ:
-$2.78
JD:
CN¥9.38
DQ:
1.60
JD:
0.20
DQ:
0.21
JD:
1.17
DQ:
$568.81M
JD:
CN¥1.32T
DQ:
-$195.95M
JD:
CN¥126.44B
DQ:
-$101.58M
JD:
CN¥27.03B
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Return for Risk
DQ vs. JD — Risk / Return Rank
DQ
JD
DQ vs. JD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Daqo New Energy Corp. (DQ) 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.
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.
| DQ | JD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.95 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | -0.48 | +0.42 |
| Martin ratioReturn relative to average drawdown | -0.14 | -0.94 | +0.79 |
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Drawdowns
DQ vs. JD - Drawdown Comparison
The maximum DQ drawdown since its inception was -94.98%, which is greater than JD's maximum drawdown of -79.12%. Use the drawdown chart below to compare losses from any high point for DQ and JD.
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Drawdown Indicators
| DQ | JD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.98% | -79.12% | -15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -62.26% | -29.78% | -32.48% |
Max Drawdown (3Y)Largest decline over 3 years | -68.22% | -48.10% | -20.12% |
Max Drawdown (5Y)Largest decline over 5 years | -83.95% | -75.63% | -8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -89.74% | -79.12% | -10.62% |
Current DrawdownCurrent decline from peak | -89.15% | -72.11% | -17.04% |
Average DrawdownAverage peak-to-trough decline | -60.96% | -37.69% | -23.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.87% | 15.38% | +13.49% |
Volatility
DQ vs. JD - Volatility Comparison
Daqo New Energy Corp. (DQ) has a higher volatility of 15.18% compared to JD.com, Inc. (JD) at 7.45%. This indicates that DQ'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.
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Volatility by Period
| DQ | JD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.18% | 7.45% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 38.42% | 23.07% | +15.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.03% | 32.17% | +36.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.31% | 53.80% | +16.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.80% | 47.76% | +26.04% |
Dividends
DQ vs. JD - Dividend Comparison
DQ has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 3.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DQ Daqo New Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JD JD.com, Inc. | 3.83% | 3.48% | 2.19% | 2.15% | 2.24% |
Financials
DQ vs. JD - Financials Comparison
This section allows you to compare key financial metrics between Daqo New Energy Corp. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DQ and JD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DQ has higher volatility (15.18%) compared to JD (7.45%). In terms of maximum drawdown, DQ dropped -94.98% vs JD's -79.12%.
DQ currently has the higher Sharpe Ratio (-0.06 vs -0.45), 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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