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INCY vs. PDD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INCY and PDD is 0.38, 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.


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.

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Key characteristics

Sharpe Ratio

INCY:

0.30

PDD:

-0.35

Sortino Ratio

INCY:

0.58

PDD:

-0.13

Omega Ratio

INCY:

1.08

PDD:

0.98

Calmar Ratio

INCY:

0.13

PDD:

-0.36

Martin Ratio

INCY:

0.60

PDD:

-0.77

Ulcer Index

INCY:

14.18%

PDD:

26.31%

Daily Std Dev

INCY:

34.83%

PDD:

56.93%

Max Drawdown

INCY:

-98.54%

PDD:

-87.41%

Current Drawdown

INCY:

-61.37%

PDD:

-45.94%

Fundamentals

Market Cap

INCY:

$11.42B

PDD:

$155.66B

EPS

INCY:

$0.20

PDD:

$10.45

PE Ratio

INCY:

294.90

PDD:

10.49

PEG Ratio

INCY:

0.11

PDD:

1.83

PS Ratio

INCY:

2.62

PDD:

0.40

PB Ratio

INCY:

3.14

PDD:

3.59

Total Revenue (TTM)

INCY:

$4.41B

PDD:

$417.63B

Gross Profit (TTM)

INCY:

$4.07B

PDD:

$248.63B

EBITDA (TTM)

INCY:

$406.83M

PDD:

$113.52B

Returns By Period

In the year-to-date period, INCY achieves a -14.61% return, which is significantly lower than PDD's 13.05% return.


INCY

YTD

-14.61%

1M

6.91%

6M

-29.26%

1Y

11.16%

5Y*

-9.93%

10Y*

-5.55%

PDD

YTD

13.05%

1M

24.11%

6M

-6.93%

1Y

-19.53%

5Y*

14.87%

10Y*

N/A

*Annualized

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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 5858
Overall Rank
The Sharpe Ratio Rank of INCY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of INCY is 5454
Sortino Ratio Rank
The Omega Ratio Rank of INCY is 5454
Omega Ratio Rank
The Calmar Ratio Rank of INCY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of INCY is 6060
Martin Ratio Rank

PDD
The Risk-Adjusted Performance Rank of PDD is 3232
Overall Rank
The Sharpe Ratio Rank of PDD is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of PDD is 3333
Sortino Ratio Rank
The Omega Ratio Rank of PDD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of PDD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of PDD is 3535
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.


The current INCY Sharpe Ratio is 0.30, which is higher than the PDD Sharpe Ratio of -0.35. 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.


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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.


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Volatility

INCY vs. PDD - Volatility Comparison

Incyte Corporation (INCY) and Pinduoduo Inc. (PDD) have volatilities of 11.18% and 11.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20212022202320242025
1.05B
110.61B
(INCY) Total Revenue
(PDD) Total Revenue
Values in USD except per share items

INCY vs. PDD - Profitability Comparison

The chart below illustrates the profitability comparison between Incyte Corporation and Pinduoduo 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%60.0%70.0%80.0%90.0%100.0%20212022202320242025
93.1%
56.8%
(INCY) Gross Margin
(PDD) Gross Margin
INCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Incyte Corporation reported a gross profit of 979.70M and revenue of 1.05B. Therefore, the gross margin over that period was 93.1%.

PDD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Pinduoduo Inc. reported a gross profit of 62.81B and revenue of 110.61B. Therefore, the gross margin over that period was 56.8%.

INCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Incyte Corporation reported an operating income of 205.17M and revenue of 1.05B, resulting in an operating margin of 19.5%.

PDD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Pinduoduo Inc. reported an operating income of 25.59B and revenue of 110.61B, resulting in an operating margin of 23.1%.

INCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Incyte Corporation reported a net income of 158.20M and revenue of 1.05B, resulting in a net margin of 15.0%.

PDD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Pinduoduo Inc. reported a net income of 27.45B and revenue of 110.61B, resulting in a net margin of 24.8%.