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

Correlation

The correlation between INCY and PDD is 0.19, 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: 0.2

Performance

INCY vs. PDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Incyte Corporation (INCY) and Pinduoduo Inc. (PDD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-16.74%
250.90%
INCY
PDD

Key characteristics

Sharpe Ratio

INCY:

0.27

PDD:

-0.30

Sortino Ratio

INCY:

0.61

PDD:

-0.03

Omega Ratio

INCY:

1.08

PDD:

1.00

Calmar Ratio

INCY:

0.14

PDD:

-0.31

Martin Ratio

INCY:

0.76

PDD:

-0.70

Ulcer Index

INCY:

12.39%

PDD:

25.03%

Daily Std Dev

INCY:

34.32%

PDD:

58.29%

Max Drawdown

INCY:

-98.54%

PDD:

-87.41%

Current Drawdown

INCY:

-61.87%

PDD:

-53.81%

Fundamentals

Market Cap

INCY:

$11.27B

PDD:

$130.11B

EPS

INCY:

$0.15

PDD:

$10.29

PE Ratio

INCY:

388.07

PDD:

9.11

PEG Ratio

INCY:

0.37

PDD:

1.56

PS Ratio

INCY:

2.66

PDD:

0.33

PB Ratio

INCY:

3.27

PDD:

3.07

Total Revenue (TTM)

INCY:

$3.36B

PDD:

$307.02B

Gross Profit (TTM)

INCY:

$3.09B

PDD:

$185.82B

EBITDA (TTM)

INCY:

$149.62M

PDD:

$87.73B

Returns By Period

In the year-to-date period, INCY achieves a -15.72% return, which is significantly lower than PDD's -3.40% return.


INCY

YTD

-15.72%

1M

-3.53%

6M

-12.32%

1Y

10.20%

5Y*

-10.28%

10Y*

-6.11%

PDD

YTD

-3.40%

1M

-25.60%

6M

-24.82%

1Y

-17.60%

5Y*

16.12%

10Y*

N/A

*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

INCY vs. PDD — Risk-Adjusted Performance Rank

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

INCY
The Risk-Adjusted Performance Rank of INCY is 6161
Overall Rank
The Sharpe Ratio Rank of INCY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of INCY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of INCY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of INCY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of INCY is 6363
Martin Ratio Rank

PDD
The Risk-Adjusted Performance Rank of PDD is 3838
Overall Rank
The Sharpe Ratio Rank of PDD is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of PDD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of PDD is 3838
Omega Ratio Rank
The Calmar Ratio Rank of PDD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of PDD is 4040
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.

INCY vs. PDD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) and Pinduoduo Inc. (PDD). 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 INCY, currently valued at 0.27, compared to the broader market-2.00-1.000.001.002.003.00
INCY: 0.27
PDD: -0.30
The chart of Sortino ratio for INCY, currently valued at 0.61, compared to the broader market-6.00-4.00-2.000.002.004.00
INCY: 0.61
PDD: -0.03
The chart of Omega ratio for INCY, currently valued at 1.08, compared to the broader market0.501.001.502.00
INCY: 1.08
PDD: 1.00
The chart of Calmar ratio for INCY, currently valued at 0.18, compared to the broader market0.001.002.003.004.00
INCY: 0.18
PDD: -0.31
The chart of Martin ratio for INCY, currently valued at 0.76, compared to the broader market-5.000.005.0010.0015.0020.00
INCY: 0.76
PDD: -0.70

The current INCY Sharpe Ratio is 0.27, which is higher than the PDD Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of INCY and PDD, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.27
-0.30
INCY
PDD

Dividends

INCY vs. PDD - Dividend Comparison

Neither INCY nor PDD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INCY vs. PDD - Drawdown Comparison

The maximum INCY drawdown since its inception was -98.54%, which is greater than PDD's maximum drawdown of -87.41%. Use the drawdown chart below to compare losses from any high point for INCY and PDD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-46.93%
-53.81%
INCY
PDD

Volatility

INCY vs. PDD - Volatility Comparison

The current volatility for Incyte Corporation (INCY) is 12.11%, while Pinduoduo Inc. (PDD) has a volatility of 16.36%. This indicates that INCY experiences smaller price fluctuations and is considered to be less risky than PDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.11%
16.36%
INCY
PDD

Financials

INCY vs. PDD - Financials Comparison

This section allows you to compare key financial metrics between Incyte Corporation and Pinduoduo 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