JD vs. CME
JD (JD.com, Inc.) and CME (CME Group Inc.) are both stocks. JD operates in Internet Retail (Consumer Cyclical), while CME operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, JD returned 4.77%/yr vs 13.48%/yr for CME. At a 0.10 correlation, their price movements are largely independent.
Performance
JD vs. CME - Performance Comparison
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Returns By Period
In the year-to-date period, JD achieves a 10.42% return, which is significantly higher than CME's -7.62% return. Over the past 10 years, JD has underperformed CME with an annualized return of 4.77%, while CME has yielded a comparatively higher 13.48% annualized return.
JD
- 1D
- 3.31%
- 1M
- 10.99%
- 6M
- 9.66%
- YTD
- 10.42%
- 1Y
- -6.57%
- 3Y*
- -3.26%
- 5Y*
- -14.24%
- 10Y*
- 4.77%
- ALL TIME*
- 3.97%
CME
- 1D
- 0.02%
- 1M
- -0.52%
- 6M
- -9.74%
- YTD
- -7.62%
- 1Y
- -7.30%
- 3Y*
- 13.77%
- 5Y*
- 7.36%
- 10Y*
- 13.48%
- ALL TIME*
- 19.41%
JD vs. CME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 10.42% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 149.50% | 68.32% | -49.47% | 62.81% |
CME CME Group Inc. | -7.62% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
Correlation
The correlation between JD and CME is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 22, 2014 | 0.10 |
The correlation between JD and CME shifts across timeframes, from -0.01 (3 years) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JD:
$42.96B
CME:
$88.82B
JD:
CN¥9.41
CME:
$11.74
JD:
22.02
CME:
20.87
JD:
1.08
CME:
1.82
JD:
0.23
CME:
13.10
JD:
1.38
CME:
3.34
JD:
CN¥1.32T
CME:
$6.76B
JD:
CN¥126.44B
CME:
$5.84B
JD:
CN¥27.03B
CME:
$5.69B
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Return for Risk
JD vs. CME — Risk / Return Rank
JD
CME
JD vs. CME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and CME Group Inc. (CME). 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.
| JD | CME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.96 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.24 | +0.01 |
| Martin ratioReturn relative to average drawdown | -0.40 | -0.73 | +0.32 |
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Drawdowns
JD vs. CME - Drawdown Comparison
The maximum JD drawdown since its inception was -79.12%, roughly equal to the maximum CME drawdown of -77.50%. Use the drawdown chart below to compare losses from any high point for JD and CME.
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Drawdown Indicators
| JD | CME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.12% | -77.50% | -1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -29.78% | -31.09% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -48.10% | -31.09% | -17.01% |
Max Drawdown (5Y)Largest decline over 5 years | -75.63% | -31.74% | -43.89% |
Max Drawdown (10Y)Largest decline over 10 years | -79.12% | -37.36% | -41.76% |
Current DrawdownCurrent decline from peak | -67.32% | -22.73% | -44.59% |
Average DrawdownAverage peak-to-trough decline | -37.88% | -20.70% | -17.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.44% | 10.08% | +6.36% |
Volatility
JD vs. CME - Volatility Comparison
JD.com, Inc. (JD) and CME Group Inc. (CME) have volatilities of 8.96% and 9.30%, 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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Volatility by Period
| JD | CME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.96% | 9.30% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 23.34% | 18.97% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.04% | 22.66% | +9.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.68% | 20.49% | +33.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.73% | 24.06% | +23.67% |
Dividends
JD vs. CME - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 3.27%, less than CME's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 4.59% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
JD JD.com, Inc. | 3.27% | 3.48% | 2.19% | 2.15% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
JD vs. CME - Financials Comparison
This section allows you to compare key financial metrics between JD.com, Inc. and CME Group 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
JD vs. CME - Profitability Comparison
JD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, JD.com, Inc. reported a gross profit of 52.43B and revenue of 313.78B. Therefore, the gross margin over that period was 16.7%.
CME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a gross profit of 1.66B and revenue of 1.88B. Therefore, the gross margin over that period was 88.1%.
JD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, JD.com, Inc. reported an operating income of 3.78B and revenue of 313.78B, resulting in an operating margin of 1.2%.
CME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported an operating income of 1.31B and revenue of 1.88B, resulting in an operating margin of 69.7%.
JD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, JD.com, Inc. reported a net income of 5.07B and revenue of 313.78B, resulting in a net margin of 1.6%.
CME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, CME Group Inc. reported a net income of 1.15B and revenue of 1.88B, resulting in a net margin of 61.4%.
Frequently Asked Questions
JD and CME have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (9.30%) compared to JD (8.96%). In terms of maximum drawdown, JD dropped -79.12% vs CME's -77.50%.
JD currently has the higher Sharpe Ratio (-0.21 vs -0.32), 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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