JD vs. TCOM
JD (JD.com, Inc.) and TCOM (Trip.com Group Limited) are both stocks. Both are in the Consumer Cyclical sector — JD in Internet Retail, TCOM in Travel Services. Over the past 10 years, JD returned 4.48%/yr vs 1.74%/yr for TCOM. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
JD vs. TCOM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, JD achieves a 3.17% return, which is significantly higher than TCOM's -34.35% return. Over the past 10 years, JD has outperformed TCOM with an annualized return of 4.48%, while TCOM has yielded a comparatively lower 1.74% annualized return.
JD
- 1D
- -1.00%
- 1M
- -5.11%
- YTD
- 3.17%
- 6M
- -1.04%
- 1Y
- -10.60%
- 3Y*
- -5.01%
- 5Y*
- -14.79%
- 10Y*
- 4.48%
TCOM
- 1D
- -1.01%
- 1M
- -10.38%
- YTD
- -34.35%
- 6M
- -32.70%
- 1Y
- -22.11%
- 3Y*
- 7.88%
- 5Y*
- 4.71%
- 10Y*
- 1.74%
JD vs. TCOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 3.17% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 149.50% | 68.32% | -49.47% | 62.81% |
TCOM Trip.com Group Limited | -34.35% | 5.24% | 90.67% | 4.68% | 39.72% | -27.01% | 0.57% | 23.95% | -38.64% | 10.25% |
Correlation
The correlation between JD and TCOM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 23, 2014 | 0.52 |
The correlation between JD and TCOM shifts across timeframes, from 0.39 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JD:
$40.96B
TCOM:
$33.07B
JD:
$9.38
TCOM:
$47.68
JD:
3.05
TCOM:
0.99
JD:
0.15
TCOM:
0.01
JD:
0.03
TCOM:
0.53
JD:
0.19
TCOM:
0.19
JD:
$1.32T
TCOM:
$62.20B
JD:
$126.44B
TCOM:
$50.12B
JD:
$27.03B
TCOM:
$34.17B
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. TCOM — Risk / Return Rank
JD
TCOM
JD vs. TCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Trip.com Group Limited (TCOM). 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.
| JD | TCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.90 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | -0.54 | +0.18 |
| Martin ratioReturn relative to average drawdown | -0.71 | -1.04 | +0.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| JD | TCOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | -0.61 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.10 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.04 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.30 | -0.22 |
Drawdowns
JD vs. TCOM - Drawdown Comparison
The maximum JD drawdown since its inception was -79.12%, roughly equal to the maximum TCOM drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for JD and TCOM.
Loading charts...
Drawdown Indicators
| JD | TCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.12% | -76.34% | -2.78% |
Max Drawdown (1Y)Largest decline over 1 year | -29.78% | -41.27% | +11.49% |
Max Drawdown (3Y)Largest decline over 3 years | -48.10% | -41.27% | -6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -75.63% | -55.36% | -20.27% |
Max Drawdown (10Y)Largest decline over 10 years | -79.12% | -71.96% | -7.16% |
Current DrawdownCurrent decline from peak | -69.47% | -40.21% | -29.26% |
Average DrawdownAverage peak-to-trough decline | -37.59% | -27.83% | -9.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.91% | 21.25% | -6.34% |
Volatility
JD vs. TCOM - Volatility Comparison
JD.com, Inc. (JD) has a higher volatility of 11.79% compared to Trip.com Group Limited (TCOM) at 6.70%. This indicates that JD's price experiences larger fluctuations and is considered to be riskier than TCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| JD | TCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.79% | 6.70% | +5.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.61% | 27.46% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.34% | 36.34% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.77% | 49.09% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.79% | 44.30% | +3.49% |
Dividends
JD vs. TCOM - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 3.50%, while TCOM has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JD JD.com, Inc. | 3.50% | 3.48% | 2.19% | 2.15% | 2.24% |
TCOM Trip.com Group Limited | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% |
Financials
JD vs. TCOM - Financials Comparison
This section allows you to compare key financial metrics between JD.com, Inc. and Trip.com Group 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.
Total Revenue: Total amount of money received from sales and other business activities
JD vs. TCOM - Profitability Comparison
JD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JD.com, Inc. reported a gross profit of 52.43B and revenue of 313.78B. Therefore, the gross margin over that period was 16.7%.
TCOM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Trip.com Group Limited reported a gross profit of 11.99B and revenue of 15.19B. Therefore, the gross margin over that period was 79.0%.
JD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JD.com, Inc. reported an operating income of 3.78B and revenue of 313.78B, resulting in an operating margin of 1.2%.
TCOM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Trip.com Group Limited reported an operating income of 2.50B and revenue of 15.19B, resulting in an operating margin of 16.5%.
JD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JD.com, Inc. reported a net income of 5.07B and revenue of 313.78B, resulting in a net margin of 1.6%.
TCOM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Trip.com Group Limited reported a net income of 4.22B and revenue of 15.19B, resulting in a net margin of 27.8%.
Frequently Asked Questions
JD and TCOM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JD has higher volatility (11.79%) compared to TCOM (6.70%). In terms of maximum drawdown, JD dropped -79.12% vs TCOM's -76.34%.
JD currently has the higher Sharpe Ratio (-0.33 vs -0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for JD and TCOM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer