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JD vs. TCEHY
Performance
Risk-Adjusted Performance
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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
1.67%
3.88%
JD
TCEHY

Returns By Period

In the year-to-date period, JD achieves a 25.70% return, which is significantly lower than TCEHY's 39.38% return. Over the past 10 years, JD has underperformed TCEHY with an annualized return of 4.61%, while TCEHY has yielded a comparatively higher 13.69% annualized return.


JD

YTD

25.70%

1M

-11.63%

6M

1.67%

1Y

31.53%

5Y (annualized)

3.58%

10Y (annualized)

4.61%

TCEHY

YTD

39.38%

1M

-5.11%

6M

3.88%

1Y

28.63%

5Y (annualized)

6.48%

10Y (annualized)

13.69%

Fundamentals


JDTCEHY
Market Cap$56.71B$488.06B
EPS$2.75$2.22
PE Ratio13.1323.65
PEG Ratio1.270.60
Total Revenue (TTM)$842.84B$475.81B
Gross Profit (TTM)$130.80B$242.59B
EBITDA (TTM)$22.67B$181.91B

Key characteristics


JDTCEHY
Sharpe Ratio0.550.81
Sortino Ratio1.241.36
Omega Ratio1.141.17
Calmar Ratio0.370.45
Martin Ratio1.752.88
Ulcer Index16.79%9.77%
Daily Std Dev53.56%35.01%
Max Drawdown-79.14%-73.15%
Current Drawdown-64.67%-41.58%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

JD vs. TCEHY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.550.81
The chart of Sortino ratio for JD, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.36
The chart of Omega ratio for JD, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.17
The chart of Calmar ratio for JD, currently valued at 0.37, compared to the broader market0.002.004.006.000.370.45
The chart of Martin ratio for JD, currently valued at 1.75, compared to the broader market-10.000.0010.0020.0030.001.752.88
JD
TCEHY

The current JD Sharpe Ratio is 0.55, which is lower than the TCEHY Sharpe Ratio of 0.81. 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.55
0.81
JD
TCEHY

Dividends

JD vs. TCEHY - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 2.09%, more than TCEHY's 0.83% yield.


TTM20232022202120202019201820172016201520142013
JD
JD.com, Inc.
2.09%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCEHY
Tencent Holdings Limited
0.83%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%0.20%

Drawdowns

JD vs. TCEHY - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, which is greater than TCEHY's maximum drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for JD and TCEHY. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-64.67%
-41.58%
JD
TCEHY

Volatility

JD vs. TCEHY - Volatility Comparison

JD.com, Inc. (JD) has a higher volatility of 16.96% compared to Tencent Holdings Limited (TCEHY) at 9.93%. This indicates that JD's price experiences larger fluctuations and is considered to be riskier than TCEHY 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%JuneJulyAugustSeptemberOctoberNovember
16.96%
9.93%
JD
TCEHY

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


Values in USD except per share items