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

Correlation

The correlation between JD and DQ is 0.41, 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. DQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JD:

0.20

DQ:

-0.41

Sortino Ratio

JD:

0.48

DQ:

-0.28

Omega Ratio

JD:

1.06

DQ:

0.97

Calmar Ratio

JD:

0.03

DQ:

-0.42

Martin Ratio

JD:

0.14

DQ:

-1.10

Ulcer Index

JD:

17.42%

DQ:

34.12%

Daily Std Dev

JD:

52.73%

DQ:

77.94%

Max Drawdown

JD:

-79.14%

DQ:

-94.98%

Current Drawdown

JD:

-66.52%

DQ:

-88.73%

Fundamentals

Market Cap

JD:

$48.07B

DQ:

$920.69M

EPS

JD:

$4.10

DQ:

-$6.51

PEG Ratio

JD:

1.27

DQ:

0.17

PS Ratio

JD:

0.04

DQ:

1.25

PB Ratio

JD:

1.48

DQ:

0.21

Total Revenue (TTM)

JD:

$1.25T

DQ:

$737.68M

Gross Profit (TTM)

JD:

$140.27B

DQ:

-$366.55M

EBITDA (TTM)

JD:

$51.32B

DQ:

-$375.18M

Returns By Period

In the year-to-date period, JD achieves a -3.43% return, which is significantly higher than DQ's -28.03% return. Over the past 10 years, JD has underperformed DQ with an annualized return of 0.61%, while DQ has yielded a comparatively higher 12.24% annualized return.


JD

YTD

-3.43%

1M

0.03%

6M

-5.24%

1Y

10.60%

3Y*

-13.36%

5Y*

-6.85%

10Y*

0.61%

DQ

YTD

-28.03%

1M

-5.41%

6M

-27.29%

1Y

-31.39%

3Y*

-33.49%

5Y*

6.82%

10Y*

12.24%

*Annualized

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JD.com, Inc.

Daqo New Energy Corp.

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

Risk-Adjusted Performance

JD vs. DQ — 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 5454
Overall Rank
The Sharpe Ratio Rank of JD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 5252
Sortino Ratio Rank
The Omega Ratio Rank of JD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of JD is 5353
Calmar Ratio Rank
The Martin Ratio Rank of JD is 5454
Martin Ratio Rank

DQ
The Risk-Adjusted Performance Rank of DQ is 2626
Overall Rank
The Sharpe Ratio Rank of DQ is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 2424
Calmar Ratio Rank
The Martin Ratio Rank of DQ 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. DQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Daqo New Energy Corp. (DQ). 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 DQ Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of JD and DQ, 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. DQ - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 3.01%, while DQ has not paid dividends to shareholders.


TTM202420232022
JD
JD.com, Inc.
3.01%2.13%2.08%2.21%
DQ
Daqo New Energy Corp.
0.00%0.00%0.00%0.00%

Drawdowns

JD vs. DQ - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, smaller than the maximum DQ drawdown of -94.98%. Use the drawdown chart below to compare losses from any high point for JD and DQ.


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

Volatility

JD vs. DQ - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 11.47%, while Daqo New Energy Corp. (DQ) has a volatility of 19.22%. This indicates that JD experiences smaller price fluctuations and is considered to be less risky than DQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

JD vs. DQ - Financials Comparison

This section allows you to compare key financial metrics between JD.com, Inc. and Daqo New Energy Corp.. 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
123.91M
(JD) Total Revenue
(DQ) Total Revenue
Values in USD except per share items

JD vs. DQ - Profitability Comparison

The chart below illustrates the profitability comparison between JD.com, Inc. and Daqo New Energy Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%20212022202320242025
9.5%
-65.8%
(JD) Gross Margin
(DQ) Gross Margin
JD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, JD.com, Inc. reported a gross profit of 33.00B and revenue of 346.99B. Therefore, the gross margin over that period was 9.5%.

DQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a gross profit of -81.54M and revenue of 123.91M. Therefore, the gross margin over that period was -65.8%.

JD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, JD.com, Inc. reported an operating income of 8.49B and revenue of 346.99B, resulting in an operating margin of 2.5%.

DQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported an operating income of -114.05M and revenue of 123.91M, resulting in an operating margin of -92.0%.

JD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, JD.com, Inc. reported a net income of 9.85B and revenue of 346.99B, resulting in a net margin of 2.8%.

DQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a net income of -71.84M and revenue of 123.91M, resulting in a net margin of -58.0%.