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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
1.67%
-14.73%
JD
CRSP

Returns By Period

In the year-to-date period, JD achieves a 25.70% return, which is significantly higher than CRSP's -24.44% return.


JD

YTD

25.70%

1M

-11.63%

6M

1.67%

1Y

31.53%

5Y (annualized)

3.58%

10Y (annualized)

4.61%

CRSP

YTD

-24.44%

1M

-3.31%

6M

-14.73%

1Y

-30.33%

5Y (annualized)

-6.86%

10Y (annualized)

N/A

Fundamentals


JDCRSP
Market Cap$56.71B$4.03B
EPS$2.75-$2.79
PEG Ratio1.27-0.21
Total Revenue (TTM)$842.84B$201.62M
Gross Profit (TTM)$130.80B$61.70M
EBITDA (TTM)$22.67B-$287.95M

Key characteristics


JDCRSP
Sharpe Ratio0.55-0.38
Sortino Ratio1.24-0.24
Omega Ratio1.140.97
Calmar Ratio0.37-0.26
Martin Ratio1.75-0.60
Ulcer Index16.79%33.67%
Daily Std Dev53.56%51.67%
Max Drawdown-79.14%-81.61%
Current Drawdown-64.67%-77.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between JD and CRSP is 0.31, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55-0.38
The chart of Sortino ratio for JD, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.24-0.24
The chart of Omega ratio for JD, currently valued at 1.14, compared to the broader market0.501.001.502.001.140.97
The chart of Calmar ratio for JD, currently valued at 0.37, compared to the broader market0.002.004.006.000.37-0.26
The chart of Martin ratio for JD, currently valued at 1.75, compared to the broader market-10.000.0010.0020.0030.001.75-0.60
JD
CRSP

The current JD Sharpe Ratio is 0.55, which is higher than the CRSP Sharpe Ratio of -0.38. 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.55
-0.38
JD
CRSP

Dividends

JD vs. CRSP - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 2.09%, while CRSP has not paid dividends to shareholders.


TTM20232022
JD
JD.com, Inc.
2.09%2.08%2.21%
CRSP
CRISPR Therapeutics AG
0.00%0.00%0.00%

Drawdowns

JD vs. CRSP - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, roughly equal to the maximum CRSP drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for JD and CRSP. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-64.67%
-77.48%
JD
CRSP

Volatility

JD vs. CRSP - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 16.96%, while CRISPR Therapeutics AG (CRSP) has a volatility of 17.94%. 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.96%
17.94%
JD
CRSP

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


Values in USD except per share items