JD vs. DQ
JD (JD.com, Inc.) and DQ (Daqo New Energy Corp.) are both stocks. JD operates in Internet Retail (Consumer Cyclical), while DQ operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, JD returned 4.10%/yr vs 13.21%/yr for DQ. At a 0.34 correlation, their price movements are largely independent.
Performance
JD vs. DQ - Performance Comparison
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Returns By Period
In the year-to-date period, JD achieves a -0.51% return, which is significantly higher than DQ's -51.93% return. Over the past 10 years, JD has underperformed DQ with an annualized return of 4.10%, while DQ has yielded a comparatively higher 13.21% annualized return.
JD
- 1D
- -1.22%
- 1M
- -14.85%
- YTD
- -0.51%
- 6M
- -0.86%
- 1Y
- -12.14%
- 3Y*
- -8.79%
- 5Y*
- -15.17%
- 10Y*
- 4.10%
DQ
- 1D
- -1.94%
- 1M
- -16.98%
- YTD
- -51.93%
- 6M
- -56.06%
- 1Y
- 0.28%
- 3Y*
- -30.72%
- 5Y*
- -25.19%
- 10Y*
- 13.21%
JD vs. DQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | -0.51% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 149.50% | 68.32% | -49.47% | 62.81% |
DQ Daqo New Energy Corp. | -51.93% | 51.75% | -26.92% | -31.11% | -4.24% | -29.71% | 460.16% | 118.80% | -60.63% | 207.98% |
Correlation
The correlation between JD and DQ is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 22, 2014 | 0.34 |
The correlation between JD and DQ shifts across timeframes, from 0.33 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JD:
$39.49B
DQ:
$959.51M
JD:
CN¥9.38
DQ:
-$2.78
JD:
0.21
DQ:
1.68
JD:
1.24
DQ:
0.22
JD:
CN¥1.32T
DQ:
$568.81M
JD:
CN¥126.44B
DQ:
-$195.95M
JD:
CN¥27.03B
DQ:
-$101.58M
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Return for Risk
JD vs. DQ — Risk / Return Rank
JD
DQ
JD vs. DQ - Risk-Adjusted Trends 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.
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 | DQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.06 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 0.00 | -0.41 |
| Martin ratioReturn relative to average drawdown | -0.80 | 0.01 | -0.81 |
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Drawdowns
JD vs. DQ - Drawdown Comparison
The maximum JD drawdown since its inception was -79.12%, 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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Drawdown Indicators
| JD | DQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.12% | -94.98% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -29.78% | -60.27% | +30.49% |
Max Drawdown (3Y)Largest decline over 3 years | -48.10% | -68.22% | +20.12% |
Max Drawdown (5Y)Largest decline over 5 years | -75.63% | -83.95% | +8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -79.12% | -89.74% | +10.62% |
Current DrawdownCurrent decline from peak | -70.56% | -88.58% | +18.02% |
Average DrawdownAverage peak-to-trough decline | -37.66% | -60.94% | +23.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.23% | 28.34% | -13.11% |
Volatility
JD vs. DQ - Volatility Comparison
The current volatility for JD.com, Inc. (JD) is 7.33%, while Daqo New Energy Corp. (DQ) has a volatility of 15.91%. 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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Volatility by Period
| JD | DQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 15.91% | -8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 22.76% | 38.35% | -15.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.16% | 68.96% | -36.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.75% | 70.30% | -16.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.75% | 73.77% | -26.02% |
Dividends
JD vs. DQ - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 3.63%, while DQ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DQ Daqo New Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JD JD.com, Inc. | 3.63% | 3.48% | 2.19% | 2.15% | 2.24% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JD and DQ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DQ has higher volatility (15.91%) compared to JD (7.33%). In terms of maximum drawdown, JD dropped -79.12% vs DQ's -94.98%.
DQ currently has the higher Sharpe Ratio (0.00 vs -0.38), 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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