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

Correlation

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.


-0.50.00.51.00.3

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.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
58.10%
-1.60%
JD
CRSP

Key characteristics

Sharpe Ratio

JD:

1.62

CRSP:

-0.78

Sortino Ratio

JD:

2.51

CRSP:

-1.09

Omega Ratio

JD:

1.30

CRSP:

0.89

Calmar Ratio

JD:

1.11

CRSP:

-0.48

Martin Ratio

JD:

4.92

CRSP:

-0.94

Ulcer Index

JD:

17.81%

CRSP:

41.81%

Daily Std Dev

JD:

54.37%

CRSP:

50.34%

Max Drawdown

JD:

-79.14%

CRSP:

-81.74%

Current Drawdown

JD:

-57.58%

CRSP:

-77.19%

Fundamentals

Market Cap

JD:

$66.96B

CRSP:

$4.11B

EPS

JD:

$3.09

CRSP:

-$4.34

PEG Ratio

JD:

1.27

CRSP:

-0.21

Total Revenue (TTM)

JD:

$843.18B

CRSP:

$36.62M

Gross Profit (TTM)

JD:

$119.78B

CRSP:

-$83.31M

EBITDA (TTM)

JD:

$41.43B

CRSP:

-$447.31M

Returns By Period

The year-to-date returns for both stocks are quite close, with JD having a 22.35% return and CRSP slightly lower at 21.72%.


JD

YTD

22.35%

1M

8.44%

6M

58.11%

1Y

81.98%

5Y*

2.33%

10Y*

5.14%

CRSP

YTD

21.72%

1M

8.39%

6M

-1.60%

1Y

-44.41%

5Y*

-2.01%

10Y*

N/A

*Annualized

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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 8484
Overall Rank
The Sharpe Ratio Rank of JD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of JD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JD is 8181
Calmar Ratio Rank
The Martin Ratio Rank of JD is 8181
Martin Ratio Rank

CRSP
The Risk-Adjusted Performance Rank of CRSP is 1515
Overall Rank
The Sharpe Ratio Rank of CRSP is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of CRSP is 99
Sortino Ratio Rank
The Omega Ratio Rank of CRSP is 1313
Omega Ratio Rank
The Calmar Ratio Rank of CRSP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CRSP is 2525
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.


Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 1.61, compared to the broader market-2.000.002.001.62-0.78
The chart of Sortino ratio for JD, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.006.002.51-1.09
The chart of Omega ratio for JD, currently valued at 1.29, compared to the broader market0.501.001.502.001.300.89
The chart of Calmar ratio for JD, currently valued at 1.11, compared to the broader market0.002.004.006.001.11-0.48
The chart of Martin ratio for JD, currently valued at 4.92, compared to the broader market-10.000.0010.0020.0030.004.92-0.94
JD
CRSP

The current JD Sharpe Ratio is 1.62, which is higher than the CRSP Sharpe Ratio of -0.78. 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-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.62
-0.78
JD
CRSP

Dividends

JD vs. CRSP - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 1.74%, while CRSP has not paid dividends to shareholders.


TTM202420232022
JD
JD.com, Inc.
1.74%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%, roughly equal to the maximum CRSP drawdown of -81.74%. 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%SeptemberOctoberNovemberDecember2025February
-57.58%
-77.19%
JD
CRSP

Volatility

JD vs. CRSP - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 15.67%, while CRISPR Therapeutics AG (CRSP) has a volatility of 20.81%. 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%SeptemberOctoberNovemberDecember2025February
15.67%
20.81%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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