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

Correlation

The correlation between JD and DQ is 0.34, 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. 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.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
45.25%
11.20%
JD
DQ

Key characteristics

Sharpe Ratio

JD:

1.45

DQ:

-0.10

Sortino Ratio

JD:

2.35

DQ:

0.40

Omega Ratio

JD:

1.27

DQ:

1.05

Calmar Ratio

JD:

1.00

DQ:

-0.09

Martin Ratio

JD:

4.55

DQ:

-0.24

Ulcer Index

JD:

17.33%

DQ:

32.64%

Daily Std Dev

JD:

54.49%

DQ:

77.15%

Max Drawdown

JD:

-79.14%

DQ:

-94.98%

Current Drawdown

JD:

-61.00%

DQ:

-84.64%

Fundamentals

Market Cap

JD:

$57.98B

DQ:

$1.42B

EPS

JD:

$3.38

DQ:

-$1.68

PEG Ratio

JD:

1.27

DQ:

0.17

Total Revenue (TTM)

JD:

$843.18B

DQ:

$895.54M

Gross Profit (TTM)

JD:

$119.78B

DQ:

-$132.56M

EBITDA (TTM)

JD:

$41.43B

DQ:

-$123.52M

Returns By Period

In the year-to-date period, JD achieves a 12.49% return, which is significantly higher than DQ's -1.90% return. Over the past 10 years, JD has underperformed DQ with an annualized return of 5.48%, while DQ has yielded a comparatively higher 17.36% annualized return.


JD

YTD

12.49%

1M

8.60%

6M

48.51%

1Y

79.85%

5Y*

0.65%

10Y*

5.48%

DQ

YTD

-1.90%

1M

8.91%

6M

11.20%

1Y

-6.43%

5Y*

12.48%

10Y*

17.36%

*Annualized

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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 8282
Overall Rank
The Sharpe Ratio Rank of JD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of JD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JD is 7979
Martin Ratio Rank

DQ
The Risk-Adjusted Performance Rank of DQ is 4141
Overall Rank
The Sharpe Ratio Rank of DQ is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 4242
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 4242
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 4141
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.


Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 1.45, compared to the broader market-2.000.002.004.001.45-0.10
The chart of Sortino ratio for JD, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.350.40
The chart of Omega ratio for JD, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.05
The chart of Calmar ratio for JD, currently valued at 1.00, compared to the broader market0.002.004.006.001.00-0.09
The chart of Martin ratio for JD, currently valued at 4.55, compared to the broader market-10.000.0010.0020.0030.004.55-0.24
JD
DQ

The current JD Sharpe Ratio is 1.45, which is higher than the DQ Sharpe Ratio of -0.10. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.45
-0.10
JD
DQ

Dividends

JD vs. DQ - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 1.90%, while DQ has not paid dividends to shareholders.


TTM202420232022
JD
JD.com, Inc.
1.90%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. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%AugustSeptemberOctoberNovemberDecember2025
-61.00%
-84.64%
JD
DQ

Volatility

JD vs. DQ - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 13.63%, while Daqo New Energy Corp. (DQ) has a volatility of 15.45%. 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.


10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
13.63%
15.45%
JD
DQ

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


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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