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

Correlation

The correlation between DQ and JD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DQ vs. JD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daqo New Energy Corp. (DQ) and JD.com, Inc. (JD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DQ:

-0.29

JD:

-0.03

Sortino Ratio

DQ:

0.06

JD:

0.50

Omega Ratio

DQ:

1.01

JD:

1.06

Calmar Ratio

DQ:

-0.28

JD:

0.04

Martin Ratio

DQ:

-0.75

JD:

0.15

Ulcer Index

DQ:

33.34%

JD:

20.11%

Daily Std Dev

DQ:

80.30%

JD:

53.17%

Max Drawdown

DQ:

-94.98%

JD:

-79.14%

Current Drawdown

DQ:

-88.44%

JD:

-65.34%

Fundamentals

Market Cap

DQ:

$978.36M

JD:

$48.97B

EPS

DQ:

-$6.51

JD:

$4.09

PEG Ratio

DQ:

0.17

JD:

1.27

PS Ratio

DQ:

1.33

JD:

0.04

PB Ratio

DQ:

0.23

JD:

1.49

Total Revenue (TTM)

DQ:

$737.68M

JD:

$1.25T

Gross Profit (TTM)

DQ:

-$366.55M

JD:

$140.27B

EBITDA (TTM)

DQ:

-$375.18M

JD:

$51.32B

Returns By Period

In the year-to-date period, DQ achieves a -26.18% return, which is significantly lower than JD's -0.02% return. Over the past 10 years, DQ has outperformed JD with an annualized return of 12.14%, while JD has yielded a comparatively lower 0.60% annualized return.


DQ

YTD

-26.18%

1M

3.02%

6M

-24.63%

1Y

-23.30%

3Y*

-32.88%

5Y*

3.83%

10Y*

12.14%

JD

YTD

-0.02%

1M

-2.97%

6M

-1.89%

1Y

-1.72%

3Y*

-11.51%

5Y*

-7.37%

10Y*

0.60%

*Annualized

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Daqo New Energy Corp.

JD.com, Inc.

Risk-Adjusted Performance

DQ vs. JD — Risk-Adjusted Performance Rank

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

DQ
The Risk-Adjusted Performance Rank of DQ is 3535
Overall Rank
The Sharpe Ratio Rank of DQ is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 3232
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 3434
Martin Ratio Rank

JD
The Risk-Adjusted Performance Rank of JD is 5151
Overall Rank
The Sharpe Ratio Rank of JD is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of JD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JD is 5353
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.

DQ vs. JD - Risk-Adjusted Performance 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.


The current DQ Sharpe Ratio is -0.29, which is lower than the JD Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of DQ 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.


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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 2.91%.


TTM202420232022
DQ
Daqo New Energy Corp.
0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
2.91%2.13%2.08%2.21%

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 -79.14%. Use the drawdown chart below to compare losses from any high point for DQ and JD. For additional features, visit the drawdowns tool.


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Volatility

DQ vs. JD - Volatility Comparison

Daqo New Energy Corp. (DQ) has a higher volatility of 20.85% compared to JD.com, Inc. (JD) at 11.79%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20212022202320242025
123.91M
346.99B
(DQ) Total Revenue
(JD) Total Revenue
Values in USD except per share items

DQ vs. JD - Profitability Comparison

The chart below illustrates the profitability comparison between Daqo New Energy Corp. and JD.com, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
-65.8%
9.5%
(DQ) Gross Margin
(JD) Gross Margin
DQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a gross profit of -81.54M and revenue of 123.91M. Therefore, the gross margin over that period was -65.8%.

JD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JD.com, Inc. reported a gross profit of 33.00B and revenue of 346.99B. Therefore, the gross margin over that period was 9.5%.

DQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported an operating income of -114.05M and revenue of 123.91M, resulting in an operating margin of -92.0%.

JD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JD.com, Inc. reported an operating income of 8.49B and revenue of 346.99B, resulting in an operating margin of 2.5%.

DQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a net income of -71.84M and revenue of 123.91M, resulting in a net margin of -58.0%.

JD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JD.com, Inc. reported a net income of 9.85B and revenue of 346.99B, resulting in a net margin of 2.8%.