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JD vs. XPEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between JD and XPEV is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

JD vs. XPEV

Last updated Jun 1, 2025

Compare and contrast key facts about JD.com, Inc. (JD) and XPeng Inc. (XPEV).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JD or XPEV.

Performance

JD vs. XPEV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JD:

0.20

XPEV:

1.63

Sortino Ratio

JD:

0.75

XPEV:

2.38

Omega Ratio

JD:

1.09

XPEV:

1.26

Calmar Ratio

JD:

0.15

XPEV:

1.42

Martin Ratio

JD:

0.67

XPEV:

8.02

Ulcer Index

JD:

17.35%

XPEV:

16.07%

Daily Std Dev

JD:

52.86%

XPEV:

76.33%

Max Drawdown

JD:

-79.14%

XPEV:

-91.12%

Current Drawdown

JD:

-66.66%

XPEV:

-73.24%

Fundamentals

Market Cap

JD:

$47.67B

XPEV:

$18.74B

EPS

JD:

$4.09

XPEV:

-$0.74

PS Ratio

JD:

0.04

XPEV:

0.37

PB Ratio

JD:

1.44

XPEV:

4.48

Total Revenue (TTM)

JD:

$1.25T

XPEV:

$50.42B

Gross Profit (TTM)

JD:

$140.27B

XPEV:

$7.33B

EBITDA (TTM)

JD:

$51.32B

XPEV:

-$4.95B

Returns By Period

In the year-to-date period, JD achieves a -3.82% return, which is significantly lower than XPEV's 63.37% return.

JD

YTD

-3.82%

1M

-1.34%

6M

-10.79%

1Y

12.58%

3Y*

-14.75%

5Y*

-8.09%

10Y*

0.24%

XPEV

YTD

63.37%

1M

3.43%

6M

60.25%

1Y

132.37%

3Y*

-6.34%

5Y*

N/A

10Y*

N/A

*Annualized

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JD.com, Inc.

XPeng Inc.

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Risk-Adjusted Performance

JD vs. XPEV — 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 5858
Overall Rank
The Sharpe Ratio Rank of JD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JD is 6060
Martin Ratio Rank
XPEV
The Risk-Adjusted Performance Rank of XPEV is 8989
Overall Rank
The Sharpe Ratio Rank of XPEV is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 9090
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 8484
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 9292
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. XPEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JD.com, Inc. (JD) and XPeng Inc. (XPEV). 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.

The current JD Sharpe Ratio is 0.20, which is lower than the XPEV Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of JD and XPEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

JD vs. XPEV - Dividend Comparison

JD's dividend yield for the trailing twelve months is around 3.02%, while XPEV has not paid dividends to shareholders.

TTM202420232022
JD
JD.com, Inc.		3.02%2.13%2.08%2.21%
XPEV
XPeng Inc.		0.00%0.00%0.00%0.00%

Drawdowns

JD vs. XPEV - Drawdown Comparison

The maximum JD drawdown since its inception was -79.14%, smaller than the maximum XPEV drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for JD and XPEV.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

JD vs. XPEV - Volatility Comparison

The current volatility for JD.com, Inc. (JD) is 12.69%, while XPeng Inc. (XPEV) has a volatility of 20.09%. This indicates that JD experiences smaller price fluctuations and is considered to be less risky than XPEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Financials

JD vs. XPEV - Financials Comparison

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

0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20212022202320242025
346.99B
16.11B
(JD) Total Revenue
(XPEV) Total Revenue
Values in USD except per share items

JD vs. XPEV - Profitability Comparison

The chart below illustrates the profitability comparison between JD.com, Inc. and XPeng Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
-5.0%0.0%5.0%10.0%15.0%20212022202320242025
9.5%
14.4%
(JD) Gross Margin
(XPEV) Gross Margin
JD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported a gross profit of 33.00B and revenue of 346.99B. Therefore, the gross margin over that period was 9.5%.

XPEV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, XPeng Inc. reported a gross profit of 2.32B and revenue of 16.11B. Therefore, the gross margin over that period was 14.4%.

JD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported an operating income of 8.49B and revenue of 346.99B, resulting in an operating margin of 2.5%.

XPEV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, XPeng Inc. reported an operating income of -1.56B and revenue of 16.11B, resulting in an operating margin of -9.7%.

JD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported a net income of 9.85B and revenue of 346.99B, resulting in a net margin of 2.8%.

XPEV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, XPeng Inc. reported a net income of -1.33B and revenue of 16.11B, resulting in a net margin of -8.3%.