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

Correlation

The correlation between JD and PDD is 0.62, 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.


-0.50.00.51.00.6

Performance

JD vs. PDD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
45.25%
-21.36%
JD
PDD

Key characteristics

Sharpe Ratio

JD:

1.45

PDD:

-0.46

Sortino Ratio

JD:

2.35

PDD:

-0.32

Omega Ratio

JD:

1.27

PDD:

0.95

Calmar Ratio

JD:

1.00

PDD:

-0.46

Martin Ratio

JD:

4.55

PDD:

-1.16

Ulcer Index

JD:

17.33%

PDD:

22.19%

Daily Std Dev

JD:

54.49%

PDD:

55.67%

Max Drawdown

JD:

-79.14%

PDD:

-87.41%

Current Drawdown

JD:

-61.00%

PDD:

-47.95%

Fundamentals

Market Cap

JD:

$57.98B

PDD:

$146.61B

EPS

JD:

$3.38

PDD:

$10.56

PE Ratio

JD:

11.54

PDD:

10.00

PEG Ratio

JD:

1.27

PDD:

0.38

Total Revenue (TTM)

JD:

$843.18B

PDD:

$285.29B

Gross Profit (TTM)

JD:

$119.78B

PDD:

$176.81B

EBITDA (TTM)

JD:

$41.43B

PDD:

$84.53B

Returns By Period

In the year-to-date period, JD achieves a 12.49% return, which is significantly higher than PDD's 8.85% return.


JD

YTD

12.49%

1M

8.60%

6M

48.51%

1Y

79.85%

5Y*

0.65%

10Y*

5.48%

PDD

YTD

8.85%

1M

4.16%

6M

-20.65%

1Y

-25.69%

5Y*

21.83%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

JD vs. PDD — 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

PDD
The Risk-Adjusted Performance Rank of PDD is 2121
Overall Rank
The Sharpe Ratio Rank of PDD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PDD is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PDD is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PDD is 1919
Calmar Ratio Rank
The Martin Ratio Rank of PDD is 1717
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. PDD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Pinduoduo Inc. (PDD). 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-2.000.002.004.001.45-0.46
The chart of Sortino ratio for JD, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.35-0.32
The chart of Omega ratio for JD, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.95
The chart of Calmar ratio for JD, currently valued at 1.00, compared to the broader market0.002.004.006.001.00-0.46
The chart of Martin ratio for JD, currently valued at 4.55, compared to the broader market-10.000.0010.0020.0030.004.55-1.16
JD
PDD

The current JD Sharpe Ratio is 1.45, which is higher than the PDD Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of JD and PDD, 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.45
-0.46
JD
PDD

Dividends

JD vs. PDD - Dividend Comparison

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


TTM202420232022
JD
JD.com, Inc.
1.90%2.13%2.08%2.21%
PDD
Pinduoduo Inc.
0.00%0.00%0.00%0.00%

Drawdowns

JD vs. PDD - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, smaller than the maximum PDD drawdown of -87.41%. Use the drawdown chart below to compare losses from any high point for JD and PDD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-61.00%
-47.95%
JD
PDD

Volatility

JD vs. PDD - Volatility Comparison

JD.com, Inc. (JD) has a higher volatility of 13.63% compared to Pinduoduo Inc. (PDD) at 10.91%. This indicates that JD's price experiences larger fluctuations and is considered to be riskier than PDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AugustSeptemberOctoberNovemberDecember2025
13.63%
10.91%
JD
PDD

Financials

JD vs. PDD - Financials Comparison

This section allows you to compare key financial metrics between JD.com, Inc. and Pinduoduo Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab