JD vs. VTI
JD (JD.com, Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, JD returned 3.86%/yr vs 15.05%/yr for VTI. At a 0.41 correlation, their price movements are largely independent.
Performance
JD vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, JD achieves a 6.13% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, JD has underperformed VTI with an annualized return of 3.86%, while VTI has yielded a comparatively higher 15.05% annualized return.
JD
- 1D
- -2.45%
- 1M
- -2.10%
- YTD
- 6.13%
- 6M
- 1.97%
- 1Y
- -6.02%
- 3Y*
- -3.08%
- 5Y*
- -14.95%
- 10Y*
- 3.86%
VTI
- 1D
- -0.72%
- 1M
- 4.99%
- YTD
- 11.20%
- 6M
- 11.09%
- 1Y
- 28.18%
- 3Y*
- 22.07%
- 5Y*
- 12.69%
- 10Y*
- 15.05%
JD vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 6.13% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 149.50% | 68.32% | -49.47% | 62.81% |
VTI Vanguard Total Stock Market ETF | 11.20% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between JD and VTI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 23, 2014 | 0.41 |
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Return for Risk
JD vs. VTI — Risk / Return Rank
JD
VTI
JD vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.17 | -3.38 |
| Martin ratioReturn relative to average drawdown | -0.41 | 14.62 | -15.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JD | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.33 | -2.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.73 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.82 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.51 | -0.42 |
Drawdowns
JD vs. VTI - Drawdown Comparison
The maximum JD drawdown since its inception was -79.12%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for JD and VTI.
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Drawdown Indicators
| JD | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.12% | -55.45% | -23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -29.78% | -8.92% | -20.86% |
Max Drawdown (3Y)Largest decline over 3 years | -48.10% | -19.30% | -28.80% |
Max Drawdown (5Y)Largest decline over 5 years | -75.63% | -25.36% | -50.27% |
Max Drawdown (10Y)Largest decline over 10 years | -79.12% | -35.00% | -44.12% |
Current DrawdownCurrent decline from peak | -68.59% | -0.72% | -67.87% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -8.03% | -29.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.79% | 1.93% | +12.86% |
Volatility
JD vs. VTI - Volatility Comparison
JD.com, Inc. (JD) has a higher volatility of 12.38% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that JD's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JD | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 2.96% | +9.42% |
Volatility (6M)Calculated over the trailing 6-month period | 22.57% | 9.13% | +13.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.39% | 12.17% | +20.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.77% | 17.40% | +36.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.83% | 18.30% | +29.53% |
Dividends
JD vs. VTI - Dividend Comparison
JD's dividend yield for the trailing twelve months is around 3.40%, more than VTI's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JD JD.com, Inc. | 3.40% | 3.48% | 2.19% | 2.15% | 2.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
JD and VTI have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JD has higher volatility (12.38%) compared to VTI (2.96%). In terms of maximum drawdown, JD dropped -79.12% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.33 vs -0.19), 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.
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