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JD vs. 3690.HK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

JD vs. 3690.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JD.com, Inc. (JD) and Meituan (3690.HK). The values are adjusted to include any dividend payments, if applicable.

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JD vs. 3690.HK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
JD
JD.com, Inc.
3.03%-14.78%23.45%-47.76%-17.87%-20.28%149.50%68.32%-22.28%
3690.HK
Meituan
-20.26%-32.02%86.17%-53.11%-22.63%-23.92%190.53%133.34%-39.48%
Different Trading Currencies

JD is traded in USD, while 3690.HK is traded in HKD. To make them comparable, the 3690.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, JD achieves a 3.03% return, which is significantly higher than 3690.HK's -20.26% return.


JD

1D
2.18%
1M
11.46%
YTD
3.03%
6M
-15.47%
1Y
-25.97%
3Y*
-10.20%
5Y*
-17.31%
10Y*
1.99%

3690.HK

1D
-1.50%
1M
2.05%
YTD
-20.26%
6M
-21.17%
1Y
-47.14%
3Y*
-16.65%
5Y*
-24.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JD vs. 3690.HK — Risk / Return Rank

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

JD
JD Risk / Return Rank: 1414
Overall Rank
JD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JD Sortino Ratio Rank: 1111
Sortino Ratio Rank
JD Omega Ratio Rank: 1313
Omega Ratio Rank
JD Calmar Ratio Rank: 1717
Calmar Ratio Rank
JD Martin Ratio Rank: 1919
Martin Ratio Rank

3690.HK
3690.HK Risk / Return Rank: 66
Overall Rank
3690.HK Sharpe Ratio Rank: 33
Sharpe Ratio Rank
3690.HK Sortino Ratio Rank: 44
Sortino Ratio Rank
3690.HK Omega Ratio Rank: 55
Omega Ratio Rank
3690.HK Calmar Ratio Rank: 77
Calmar Ratio Rank
3690.HK Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JD vs. 3690.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Meituan (3690.HK). 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.


JD3690.HKDifference

Sharpe ratio

Return per unit of total volatility

-0.76

-1.12

+0.36

Sortino ratio

Return per unit of downside risk

-1.03

-1.70

+0.67

Omega ratio

Gain probability vs. loss probability

0.89

0.79

+0.10

Calmar ratio

Return relative to maximum drawdown

-0.73

-0.92

+0.19

Martin ratio

Return relative to average drawdown

-1.20

-1.45

+0.25

JD vs. 3690.HK - Sharpe Ratio Comparison

The current JD Sharpe Ratio is -0.76, which is higher than the 3690.HK Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of JD and 3690.HK, 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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Sharpe Ratios by Period


JD3690.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

-1.12

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.42

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.03

+0.05

Correlation

The correlation between JD and 3690.HK 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.


Dividends

JD vs. 3690.HK - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 3.38%, while 3690.HK has not paid dividends to shareholders.


TTM2025202420232022
JD
JD.com, Inc.
3.38%3.48%2.19%2.15%2.24%
3690.HK
Meituan
0.00%0.00%0.00%0.00%0.00%

Drawdowns

JD vs. 3690.HK - Drawdown Comparison

The maximum JD drawdown since its inception was -79.12%, smaller than the maximum 3690.HK drawdown of -86.26%. Use the drawdown chart below to compare losses from any high point for JD and 3690.HK.


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Drawdown Indicators


JD3690.HKDifference

Max Drawdown

Largest peak-to-trough decline

-79.12%

-86.14%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-36.72%

-52.82%

+16.10%

Max Drawdown (5Y)

Largest decline over 5 years

-75.63%

-81.05%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-79.12%

Current Drawdown

Current decline from peak

-69.51%

-81.62%

+12.11%

Average Drawdown

Average peak-to-trough decline

-37.11%

-47.88%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.39%

34.87%

-12.48%

Volatility

JD vs. 3690.HK - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 11.73%, while Meituan (3690.HK) has a volatility of 16.52%. This indicates that JD experiences smaller price fluctuations and is considered to be less risky than 3690.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JD3690.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.73%

16.52%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.30%

26.37%

-5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

34.35%

42.96%

-8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.69%

58.27%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.93%

57.33%

-9.40%

Financials

JD vs. 3690.HK - Financials Comparison

This section allows you to compare key financial metrics between JD.com, Inc. and Meituan. 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


Please note, different currencies. JD values in USD, 3690.HK values in HKD