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

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.


-0.50.00.51.0
Correlation: 0.6

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.

100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
104.03%
393.00%
JD
TCEHY

Key characteristics

Sharpe Ratio

JD:

0.90

TCEHY:

1.77

Sortino Ratio

JD:

1.66

TCEHY:

2.47

Omega Ratio

JD:

1.19

TCEHY:

1.32

Calmar Ratio

JD:

0.63

TCEHY:

1.12

Martin Ratio

JD:

2.62

TCEHY:

6.15

Ulcer Index

JD:

18.15%

TCEHY:

10.45%

Daily Std Dev

JD:

52.81%

TCEHY:

36.38%

Max Drawdown

JD:

-79.14%

TCEHY:

-73.15%

Current Drawdown

JD:

-60.10%

TCEHY:

-28.12%

Fundamentals

Market Cap

JD:

$60.35B

TCEHY:

$585.51B

EPS

JD:

$3.69

TCEHY:

$2.81

PE Ratio

JD:

10.81

TCEHY:

22.87

PEG Ratio

JD:

1.27

TCEHY:

1.53

Total Revenue (TTM)

JD:

$898.77B

TCEHY:

$328.31B

Gross Profit (TTM)

JD:

$107.27B

TCEHY:

$174.72B

EBITDA (TTM)

JD:

$40.00B

TCEHY:

$121.01B

Returns By Period

In the year-to-date period, JD achieves a 15.09% return, which is significantly lower than TCEHY's 20.83% return. Over the past 10 years, JD has underperformed TCEHY with an annualized return of 3.58%, while TCEHY has yielded a comparatively higher 13.99% annualized return.


JD

YTD

15.09%

1M

-2.56%

6M

-10.54%

1Y

50.40%

5Y*

1.35%

10Y*

3.58%

TCEHY

YTD

20.83%

1M

1.36%

6M

8.13%

1Y

64.14%

5Y*

8.39%

10Y*

13.99%

*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. TCEHY — 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 7979
Overall Rank
The Sharpe Ratio Rank of JD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of JD is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JD is 7878
Martin Ratio Rank

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 9090
Overall Rank
The Sharpe Ratio Rank of TCEHY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 8989
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. 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 0.90, compared to the broader market-2.00-1.000.001.002.003.00
JD: 0.90
TCEHY: 1.77
The chart of Sortino ratio for JD, currently valued at 1.66, compared to the broader market-6.00-4.00-2.000.002.004.00
JD: 1.66
TCEHY: 2.47
The chart of Omega ratio for JD, currently valued at 1.19, compared to the broader market0.501.001.502.00
JD: 1.19
TCEHY: 1.32
The chart of Calmar ratio for JD, currently valued at 0.63, compared to the broader market0.001.002.003.004.005.00
JD: 0.63
TCEHY: 1.12
The chart of Martin ratio for JD, currently valued at 2.62, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
JD: 2.62
TCEHY: 6.15

The current JD Sharpe Ratio is 0.90, which is lower than the TCEHY Sharpe Ratio of 1.77. 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.90
1.77
JD
TCEHY

Dividends

JD vs. TCEHY - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 1.85%, more than TCEHY's 0.68% yield.


TTM20242023202220212020201920182017201620152014
JD
JD.com, Inc.
0.00%2.13%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TCEHY
Tencent Holdings Limited
0.68%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%

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.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-60.10%
-28.12%
JD
TCEHY

Volatility

JD vs. TCEHY - Volatility Comparison

JD.com, Inc. (JD) has a higher volatility of 11.69% compared to Tencent Holdings Limited (TCEHY) at 9.41%. 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.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
11.69%
9.41%
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
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