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NTES vs. TCEHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTES vs. TCEHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NetEase, Inc. (NTES) and Tencent Holdings Limited (TCEHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NTES achieves a -8.45% return, which is significantly higher than TCEHY's -20.27% return. Over the past 10 years, NTES has outperformed TCEHY with an annualized return of 15.52%, while TCEHY has yielded a comparatively lower 12.08% annualized return.


NTES

1D
1.20%
1M
5.74%
YTD
-8.45%
6M
-11.10%
1Y
3.12%
3Y*
15.84%
5Y*
3.98%
10Y*
15.52%

TCEHY

1D
9.10%
1M
-0.27%
YTD
-20.27%
6M
-22.90%
1Y
-4.93%
3Y*
13.21%
5Y*
-2.81%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTES vs. TCEHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTES
NetEase, Inc.
-8.45%58.28%-1.73%30.59%-27.35%7.11%57.88%34.66%-31.31%62.21%
TCEHY
Tencent Holdings Limited
-20.27%45.23%41.92%-5.48%-24.97%-18.69%50.09%21.93%-23.83%115.30%

Correlation

The correlation between NTES and TCEHY is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2008

0.46

The correlation between NTES and TCEHY shifts across timeframes, from 0.46 (all time) to 0.61 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NTES:

$80.52B

TCEHY:

$553.41B

EPS

NTES:

$52.95

TCEHY:

$25.30

PE Ratio

NTES:

2.36

TCEHY:

2.38

PEG Ratio

NTES:

0.11

TCEHY:

0.30

PS Ratio

NTES:

0.70

TCEHY:

0.73

PB Ratio

NTES:

0.49

TCEHY:

0.49

Total Revenue (TTM)

NTES:

$114.39B

TCEHY:

$763.32B

Gross Profit (TTM)

NTES:

$75.14B

TCEHY:

$422.60B

EBITDA (TTM)

NTES:

$40.24B

TCEHY:

$324.78B

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Return for Risk

NTES vs. TCEHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NTES
NTES Risk / Return Rank: 4141
Overall Rank
NTES Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NTES Sortino Ratio Rank: 3838
Sortino Ratio Rank
NTES Omega Ratio Rank: 3737
Omega Ratio Rank
NTES Calmar Ratio Rank: 4343
Calmar Ratio Rank
NTES Martin Ratio Rank: 4444
Martin Ratio Rank

TCEHY
TCEHY Risk / Return Rank: 3333
Overall Rank
TCEHY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TCEHY Sortino Ratio Rank: 2929
Sortino Ratio Rank
TCEHY Omega Ratio Rank: 2929
Omega Ratio Rank
TCEHY Calmar Ratio Rank: 3737
Calmar Ratio Rank
TCEHY Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NTES vs. TCEHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NetEase, Inc. (NTES) 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.


NTESTCEHYDifference

Sharpe ratio

Return per unit of total volatility

0.11

-0.16

+0.27

Sortino ratio

Return per unit of downside risk

0.37

-0.02

+0.39

Omega ratio

Gain probability vs. loss probability

1.04

1.00

+0.05

Calmar ratio

Return relative to maximum drawdown

0.14

-0.08

+0.22

Martin ratio

Return relative to average drawdown

0.26

-0.17

+0.43

NTES vs. TCEHY - Sharpe Ratio Comparison

The current NTES Sharpe Ratio is 0.11, which is higher than the TCEHY Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of NTES and TCEHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NTESTCEHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

-0.16

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.07

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.31

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.65

-0.22

Drawdowns

NTES vs. TCEHY - Drawdown Comparison

The maximum NTES drawdown since its inception was -96.41%, which is greater than TCEHY's maximum drawdown of -73.17%. Use the drawdown chart below to compare losses from any high point for NTES and TCEHY.


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Drawdown Indicators


NTESTCEHYDifference

Max Drawdown

Largest peak-to-trough decline

-96.41%

-73.17%

-23.24%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-36.75%

+6.29%

Max Drawdown (3Y)

Largest decline over 3 years

-33.97%

-36.75%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-51.38%

-66.67%

+15.29%

Max Drawdown (10Y)

Largest decline over 10 years

-57.34%

-73.17%

+15.83%

Current Drawdown

Current decline from peak

-20.60%

-31.26%

+10.66%

Average Drawdown

Average peak-to-trough decline

-24.59%

-19.66%

-4.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.74%

16.42%

+0.32%

Volatility

NTES vs. TCEHY - Volatility Comparison

The current volatility for NetEase, Inc. (NTES) is 9.25%, while Tencent Holdings Limited (TCEHY) has a volatility of 12.23%. This indicates that NTES experiences smaller price fluctuations and is considered to be less risky than TCEHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NTESTCEHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.25%

12.23%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

21.11%

24.21%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

29.18%

30.62%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.67%

43.23%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.83%

38.83%

+3.00%

Dividends

NTES vs. TCEHY - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 1.84%, more than TCEHY's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
NTES
NetEase, Inc.
1.84%2.21%2.74%1.88%2.10%0.80%0.97%3.19%0.71%1.05%1.36%0.98%
TCEHY
Tencent Holdings Limited
1.12%0.76%0.82%6.67%4.15%0.35%0.19%0.23%0.26%0.29%0.51%0.21%

Financials

NTES vs. TCEHY - Financials Comparison

This section allows you to compare key financial metrics between NetEase, 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


50.00B100.00B150.00B200.00B20222023202420252026
30.59B
195.27B
(NTES) Total Revenue
(TCEHY) Total Revenue
Values in USD except per share items

NTES vs. TCEHY - Profitability Comparison

The chart below illustrates the profitability comparison between NetEase, Inc. and Tencent Holdings Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%45.0%50.0%55.0%60.0%65.0%70.0%20222023202420252026
69.4%
54.6%
Portfolio components
NTES - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NetEase, Inc. reported a gross profit of 21.22B and revenue of 30.59B. Therefore, the gross margin over that period was 69.4%.

TCEHY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a gross profit of 106.58B and revenue of 195.27B. Therefore, the gross margin over that period was 54.6%.

NTES - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NetEase, Inc. reported an operating income of 12.66B and revenue of 30.59B, resulting in an operating margin of 41.4%.

TCEHY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported an operating income of 65.72B and revenue of 195.27B, resulting in an operating margin of 33.7%.

NTES - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NetEase, Inc. reported a net income of 10.67B and revenue of 30.59B, resulting in a net margin of 34.9%.

TCEHY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tencent Holdings Limited reported a net income of 57.74B and revenue of 195.27B, resulting in a net margin of 29.6%.


Frequently Asked Questions


NTES and TCEHY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCEHY has higher volatility (12.23%) compared to NTES (9.25%). In terms of maximum drawdown, NTES dropped -96.41% vs TCEHY's -73.17%.

NTES currently has the higher Sharpe Ratio (0.11 vs -0.16), 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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