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

Key characteristics


PDDJD
YTD Return-19.93%38.83%
1Y Return7.44%55.70%
3Y Return (Ann)7.28%-21.52%
5Y Return (Ann)23.03%4.57%
Sharpe Ratio0.151.05
Sortino Ratio0.601.90
Omega Ratio1.091.22
Calmar Ratio0.150.70
Martin Ratio0.463.40
Ulcer Index17.54%16.40%
Daily Std Dev55.91%52.96%
Max Drawdown-87.41%-79.14%
Current Drawdown-42.24%-60.98%

Fundamentals


PDDJD
Market Cap$162.69B$59.71B
EPS$9.36$2.76
PE Ratio12.5214.14
PEG Ratio0.391.27
Total Revenue (TTM)$280.93B$842.84B
Gross Profit (TTM)$180.84B$130.80B
EBITDA (TTM)$65.66B$22.67B

Correlation

-0.50.00.51.00.6

The correlation between PDD and JD is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

PDD vs. JD - Performance Comparison

In the year-to-date period, PDD achieves a -19.93% return, which is significantly lower than JD's 38.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-16.63%
15.52%
PDD
JD

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Risk-Adjusted Performance

PDD vs. JD - Risk-Adjusted Performance Comparison

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


PDD
Sharpe ratio
The chart of Sharpe ratio for PDD, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.15
Sortino ratio
The chart of Sortino ratio for PDD, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.006.000.60
Omega ratio
The chart of Omega ratio for PDD, currently valued at 1.09, compared to the broader market0.501.001.502.001.09
Calmar ratio
The chart of Calmar ratio for PDD, currently valued at 0.15, compared to the broader market0.002.004.006.000.15
Martin ratio
The chart of Martin ratio for PDD, currently valued at 0.46, compared to the broader market0.0010.0020.0030.000.46
JD
Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.05
Sortino ratio
The chart of Sortino ratio for JD, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for JD, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for JD, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for JD, currently valued at 3.40, compared to the broader market0.0010.0020.0030.003.40

PDD vs. JD - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is 0.15, which is lower than the JD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PDD and JD, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.15
1.05
PDD
JD

Dividends

PDD vs. JD - Dividend Comparison

PDD has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 1.90%.


TTM20232022
PDD
Pinduoduo Inc.
0.00%0.00%0.00%
JD
JD.com, Inc.
1.90%2.08%2.21%

Drawdowns

PDD vs. JD - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, which is greater than JD's maximum drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for PDD and JD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-42.24%
-60.98%
PDD
JD

Volatility

PDD vs. JD - Volatility Comparison

The current volatility for Pinduoduo Inc. (PDD) is 13.86%, while JD.com, Inc. (JD) has a volatility of 16.52%. This indicates that PDD experiences smaller price fluctuations and is considered to be less risky than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JuneJulyAugustSeptemberOctoberNovember
13.86%
16.52%
PDD
JD

Financials

PDD vs. JD - Financials Comparison

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



Values in USD except per share items