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

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%JuneJulyAugustSeptemberOctoberNovember
1.67%
-20.07%
JD
PDD

Returns By Period

In the year-to-date period, JD achieves a 25.70% return, which is significantly higher than PDD's -19.82% return.


JD

YTD

25.70%

1M

-11.63%

6M

1.67%

1Y

31.53%

5Y (annualized)

3.58%

10Y (annualized)

4.61%

PDD

YTD

-19.82%

1M

-5.87%

6M

-20.07%

1Y

1.88%

5Y (annualized)

30.27%

10Y (annualized)

N/A

Fundamentals


JDPDD
Market Cap$56.71B$158.04B
EPS$2.75$9.36
PE Ratio13.1312.16
PEG Ratio1.270.39
Total Revenue (TTM)$842.84B$280.93B
Gross Profit (TTM)$130.80B$180.84B
EBITDA (TTM)$22.67B$65.66B

Key characteristics


JDPDD
Sharpe Ratio0.550.07
Sortino Ratio1.240.49
Omega Ratio1.141.08
Calmar Ratio0.370.07
Martin Ratio1.750.21
Ulcer Index16.79%17.96%
Daily Std Dev53.56%55.94%
Max Drawdown-79.14%-87.41%
Current Drawdown-64.67%-42.16%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 0.55, compared to the broader market-4.00-2.000.002.004.000.550.07
The chart of Sortino ratio for JD, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.240.49
The chart of Omega ratio for JD, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.08
The chart of Calmar ratio for JD, currently valued at 0.37, compared to the broader market0.002.004.006.000.370.07
The chart of Martin ratio for JD, currently valued at 1.75, compared to the broader market-10.000.0010.0020.0030.001.750.21
JD
PDD

The current JD Sharpe Ratio is 0.55, which is higher than the PDD Sharpe Ratio of 0.07. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.55
0.07
JD
PDD

Dividends

JD vs. PDD - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 2.09%, while PDD has not paid dividends to shareholders.


TTM20232022
JD
JD.com, Inc.
2.09%2.08%2.21%
PDD
Pinduoduo Inc.
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%JuneJulyAugustSeptemberOctoberNovember
-64.67%
-42.16%
JD
PDD

Volatility

JD vs. PDD - Volatility Comparison

JD.com, Inc. (JD) has a higher volatility of 16.96% compared to Pinduoduo Inc. (PDD) at 12.06%. 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%JuneJulyAugustSeptemberOctoberNovember
16.96%
12.06%
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