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

Correlation

The correlation between JD and CRSP is 0.42, 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

JD vs. CRSP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JD:

0.20

CRSP:

-0.59

Sortino Ratio

JD:

0.75

CRSP:

-0.69

Omega Ratio

JD:

1.09

CRSP:

0.93

Calmar Ratio

JD:

0.15

CRSP:

-0.40

Martin Ratio

JD:

0.67

CRSP:

-1.09

Ulcer Index

JD:

17.35%

CRSP:

31.08%

Daily Std Dev

JD:

52.86%

CRSP:

56.25%

Max Drawdown

JD:

-79.14%

CRSP:

-85.11%

Current Drawdown

JD:

-66.66%

CRSP:

-82.72%

Fundamentals

Market Cap

JD:

$47.67B

CRSP:

$3.13B

EPS

JD:

$4.09

CRSP:

-$4.49

PEG Ratio

JD:

1.27

CRSP:

-0.21

PS Ratio

JD:

0.04

CRSP:

83.19

PB Ratio

JD:

1.44

CRSP:

1.71

Total Revenue (TTM)

JD:

$1.25T

CRSP:

$36.12M

Gross Profit (TTM)

JD:

$140.27B

CRSP:

-$93.67M

EBITDA (TTM)

JD:

$51.32B

CRSP:

-$455.24M

Returns By Period

In the year-to-date period, JD achieves a -3.82% return, which is significantly higher than CRSP's -7.80% return.


JD

YTD

-3.82%

1M

-1.34%

6M

-10.79%

1Y

12.58%

3Y*

-14.75%

5Y*

-8.09%

10Y*

0.24%

CRSP

YTD

-7.80%

1M

-3.82%

6M

-29.08%

1Y

-32.47%

3Y*

-14.49%

5Y*

-10.89%

10Y*

N/A

*Annualized

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JD.com, Inc.

CRISPR Therapeutics AG

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

JD vs. CRSP — Risk-Adjusted Performance Rank

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

JD
The Risk-Adjusted Performance Rank of JD is 5858
Overall Rank
The Sharpe Ratio Rank of JD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JD is 6060
Martin Ratio Rank

CRSP
The Risk-Adjusted Performance Rank of CRSP is 2121
Overall Rank
The Sharpe Ratio Rank of CRSP is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSP is 1818
Sortino Ratio Rank
The Omega Ratio Rank of CRSP is 2121
Omega Ratio Rank
The Calmar Ratio Rank of CRSP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of CRSP is 2323
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.

JD vs. CRSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and CRISPR Therapeutics AG (CRSP). 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 JD Sharpe Ratio is 0.20, which is higher than the CRSP Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of JD and CRSP, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JD vs. CRSP - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 3.02%, while CRSP has not paid dividends to shareholders.


TTM202420232022
JD
JD.com, Inc.
3.02%2.13%2.08%2.21%
CRSP
CRISPR Therapeutics AG
0.00%0.00%0.00%0.00%

Drawdowns

JD vs. CRSP - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, smaller than the maximum CRSP drawdown of -85.11%. Use the drawdown chart below to compare losses from any high point for JD and CRSP.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JD vs. CRSP - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 12.69%, while CRISPR Therapeutics AG (CRSP) has a volatility of 19.35%. This indicates that JD experiences smaller price fluctuations and is considered to be less risky than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JD vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between JD.com, Inc. and CRISPR Therapeutics AG. 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
346.99B
0
(JD) Total Revenue
(CRSP) Total Revenue
Values in USD except per share items