PortfoliosLab logoPortfoliosLab logo
JD vs. TCEHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

JD vs. TCEHY - Performance Comparison

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

Loading graphics...

JD vs. TCEHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JD
JD.com, Inc.
3.03%-14.78%23.45%-47.76%-17.87%-20.28%149.50%68.32%-49.47%62.81%
TCEHY
Tencent Holdings Limited
-17.41%45.23%41.92%-5.48%-24.97%-18.69%50.09%21.93%-23.83%115.30%

Fundamentals

Market Cap

JD:

$41.56B

TCEHY:

$586.89B

EPS

JD:

$13.49

TCEHY:

$24.17

PE Ratio

JD:

2.19

TCEHY:

2.62

PEG Ratio

JD:

0.11

TCEHY:

0.33

PS Ratio

JD:

0.03

TCEHY:

0.78

PB Ratio

JD:

0.18

TCEHY:

0.51

Total Revenue (TTM)

JD:

$1.30T

TCEHY:

$748.08B

Gross Profit (TTM)

JD:

$187.00B

TCEHY:

$416.51B

EBITDA (TTM)

JD:

$30.61B

TCEHY:

$308.68B

Returns By Period

In the year-to-date period, JD achieves a 3.03% return, which is significantly higher than TCEHY's -17.41% return. Over the past 10 years, JD has underperformed TCEHY with an annualized return of 1.99%, while TCEHY has yielded a comparatively higher 13.31% annualized return.


JD

1D
2.18%
1M
11.46%
YTD
3.03%
6M
-15.47%
1Y
-25.97%
3Y*
-10.20%
5Y*
-17.31%
10Y*
1.99%

TCEHY

1D
3.59%
1M
-3.77%
YTD
-17.41%
6M
-25.75%
1Y
-0.09%
3Y*
9.83%
5Y*
-3.39%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

JD vs. TCEHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JD
JD Risk / Return Rank: 1414
Overall Rank
JD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
JD Sortino Ratio Rank: 1111
Sortino Ratio Rank
JD Omega Ratio Rank: 1313
Omega Ratio Rank
JD Calmar Ratio Rank: 1717
Calmar Ratio Rank
JD Martin Ratio Rank: 1919
Martin Ratio Rank

TCEHY
TCEHY Risk / Return Rank: 3939
Overall Rank
TCEHY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TCEHY Sortino Ratio Rank: 3636
Sortino Ratio Rank
TCEHY Omega Ratio Rank: 3636
Omega Ratio Rank
TCEHY Calmar Ratio Rank: 4141
Calmar Ratio Rank
TCEHY Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JD vs. TCEHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Tencent Holdings Limited (TCEHY). 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.


JDTCEHYDifference

Sharpe ratio

Return per unit of total volatility

-0.76

-0.00

-0.76

Sortino ratio

Return per unit of downside risk

-1.03

0.23

-1.26

Omega ratio

Gain probability vs. loss probability

0.89

1.03

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.73

-0.06

-0.67

Martin ratio

Return relative to average drawdown

-1.20

-0.18

-1.02

JD vs. TCEHY - Sharpe Ratio Comparison

The current JD Sharpe Ratio is -0.76, which is lower than the TCEHY Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of JD and TCEHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JDTCEHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

-0.00

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.08

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.35

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.67

-0.59

Correlation

The correlation between JD and TCEHY is 0.60, 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.


Dividends

JD vs. TCEHY - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 3.38%, more than TCEHY's 0.92% yield.


TTM20252024202320222021202020192018201720162015
JD
JD.com, Inc.
3.38%3.48%2.19%2.15%2.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCEHY
Tencent Holdings Limited
0.92%0.76%0.82%6.67%4.15%0.35%0.19%0.23%0.26%0.29%0.51%0.21%

Drawdowns

JD vs. TCEHY - Drawdown Comparison

The maximum JD drawdown since its inception was -79.12%, which is greater than TCEHY's maximum drawdown of -73.17%. Use the drawdown chart below to compare losses from any high point for JD and TCEHY.


Loading graphics...

Drawdown Indicators


JDTCEHYDifference

Max Drawdown

Largest peak-to-trough decline

-79.12%

-73.17%

-5.95%

Max Drawdown (1Y)

Largest decline over 1 year

-36.72%

-30.12%

-6.60%

Max Drawdown (5Y)

Largest decline over 5 years

-75.63%

-68.59%

-7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-79.12%

-73.17%

-5.95%

Current Drawdown

Current decline from peak

-69.51%

-28.80%

-40.71%

Average Drawdown

Average peak-to-trough decline

-37.11%

-19.54%

-17.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.39%

11.01%

+11.38%

Volatility

JD vs. TCEHY - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 11.73%, while Tencent Holdings Limited (TCEHY) has a volatility of 15.10%. This indicates that JD experiences smaller price fluctuations and is considered to be less risky than TCEHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JDTCEHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.73%

15.10%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

21.30%

22.50%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

34.35%

31.79%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.69%

43.24%

+10.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.93%

38.71%

+9.22%

Financials

JD vs. TCEHY - Financials Comparison

This section allows you to compare key financial metrics between JD.com, Inc. and Tencent Holdings Limited. 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


150.00B200.00B250.00B300.00B350.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
347.42B
191.69B
(JD) Total Revenue
(TCEHY) Total Revenue
Values in USD except per share items

JD vs. TCEHY - Profitability Comparison

The chart below illustrates the profitability comparison between JD.com, Inc. and Tencent Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
15.6%
55.7%
Portfolio components
JD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JD.com, Inc. reported a gross profit of 54.04B and revenue of 347.42B. Therefore, the gross margin over that period was 15.6%.

TCEHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tencent Holdings Limited reported a gross profit of 106.79B and revenue of 191.69B. Therefore, the gross margin over that period was 55.7%.

JD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JD.com, Inc. reported an operating income of -4.48B and revenue of 347.42B, resulting in an operating margin of -1.3%.

TCEHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tencent Holdings Limited reported an operating income of 58.21B and revenue of 191.69B, resulting in an operating margin of 30.4%.

JD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JD.com, Inc. reported a net income of -2.68B and revenue of 347.42B, resulting in a net margin of -0.8%.

TCEHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tencent Holdings Limited reported a net income of 57.46B and revenue of 191.69B, resulting in a net margin of 30.0%.