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NTES vs. TCEHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NTES and TCEHY is 0.37, 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.


-0.50.00.51.0
Correlation: 0.4

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.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%NovemberDecember2025FebruaryMarchApril
1,492.01%
1,467.50%
NTES
TCEHY

Key characteristics

Sharpe Ratio

NTES:

0.36

TCEHY:

1.33

Sortino Ratio

NTES:

0.81

TCEHY:

1.93

Omega Ratio

NTES:

1.10

TCEHY:

1.25

Calmar Ratio

NTES:

0.38

TCEHY:

0.96

Martin Ratio

NTES:

1.09

TCEHY:

4.53

Ulcer Index

NTES:

13.54%

TCEHY:

11.18%

Daily Std Dev

NTES:

41.27%

TCEHY:

37.97%

Max Drawdown

NTES:

-57.34%

TCEHY:

-73.15%

Current Drawdown

NTES:

-13.26%

TCEHY:

-31.49%

Fundamentals

Market Cap

NTES:

$65.67B

TCEHY:

$559.40B

EPS

NTES:

$6.33

TCEHY:

$2.84

PE Ratio

NTES:

16.38

TCEHY:

21.63

PEG Ratio

NTES:

1.16

TCEHY:

1.57

PS Ratio

NTES:

0.62

TCEHY:

0.85

PB Ratio

NTES:

3.45

TCEHY:

4.15

Total Revenue (TTM)

NTES:

$105.19B

TCEHY:

$500.76B

Gross Profit (TTM)

NTES:

$65.06B

TCEHY:

$265.43B

EBITDA (TTM)

NTES:

$32.33B

TCEHY:

$171.80B

Returns By Period

In the year-to-date period, NTES achieves a 20.14% return, which is significantly higher than TCEHY's 15.17% return. Over the past 10 years, NTES has outperformed TCEHY with an annualized return of 17.73%, while TCEHY has yielded a comparatively lower 12.68% annualized return.


NTES

YTD

20.14%

1M

6.19%

6M

36.54%

1Y

15.82%

5Y*

10.70%

10Y*

17.73%

TCEHY

YTD

15.17%

1M

-5.52%

6M

12.99%

1Y

40.86%

5Y*

5.21%

10Y*

12.68%

*Annualized

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Risk-Adjusted Performance

NTES vs. TCEHY — Risk-Adjusted Performance Rank

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

NTES
The Risk-Adjusted Performance Rank of NTES is 6565
Overall Rank
The Sharpe Ratio Rank of NTES is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of NTES is 6161
Sortino Ratio Rank
The Omega Ratio Rank of NTES is 6060
Omega Ratio Rank
The Calmar Ratio Rank of NTES is 7070
Calmar Ratio Rank
The Martin Ratio Rank of NTES is 6666
Martin Ratio Rank

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 8686
Overall Rank
The Sharpe Ratio Rank of TCEHY is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 8686
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.

NTES vs. TCEHY - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for NTES, currently valued at 0.36, compared to the broader market-2.00-1.000.001.002.003.00
NTES: 0.36
TCEHY: 1.33
The chart of Sortino ratio for NTES, currently valued at 0.81, compared to the broader market-6.00-4.00-2.000.002.004.00
NTES: 0.81
TCEHY: 1.93
The chart of Omega ratio for NTES, currently valued at 1.10, compared to the broader market0.501.001.502.00
NTES: 1.10
TCEHY: 1.25
The chart of Calmar ratio for NTES, currently valued at 0.38, compared to the broader market0.001.002.003.004.005.00
NTES: 0.38
TCEHY: 0.96
The chart of Martin ratio for NTES, currently valued at 1.09, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
NTES: 1.09
TCEHY: 4.53

The current NTES Sharpe Ratio is 0.36, which is lower than the TCEHY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of NTES 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.36
1.33
NTES
TCEHY

Dividends

NTES vs. TCEHY - Dividend Comparison

NTES's dividend yield for the trailing twelve months is around 2.44%, more than TCEHY's 0.71% yield.


TTM20242023202220212020201920182017201620152014
NTES
NetEase, Inc.
2.44%2.74%1.88%2.10%0.81%0.97%3.20%0.71%1.05%1.36%0.98%2.50%
TCEHY
Tencent Holdings Limited
0.71%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%

Drawdowns

NTES vs. TCEHY - Drawdown Comparison

The maximum NTES drawdown since its inception was -57.34%, smaller than the maximum TCEHY drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for NTES and TCEHY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-13.26%
-31.49%
NTES
TCEHY

Volatility

NTES vs. TCEHY - Volatility Comparison

The current volatility for NetEase, Inc. (NTES) is 12.70%, while Tencent Holdings Limited (TCEHY) has a volatility of 13.94%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.70%
13.94%
NTES
TCEHY

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


Values in USD except per share items