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

Correlation

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.


-0.50.00.51.00.6

Performance

PDD vs. JD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
279.59%
6.29%
PDD
JD

Key characteristics

Sharpe Ratio

PDD:

-0.58

JD:

0.74

Sortino Ratio

PDD:

-0.52

JD:

1.51

Omega Ratio

PDD:

0.92

JD:

1.17

Calmar Ratio

PDD:

-0.57

JD:

0.51

Martin Ratio

PDD:

-1.54

JD:

2.28

Ulcer Index

PDD:

20.60%

JD:

17.83%

Daily Std Dev

PDD:

55.08%

JD:

54.61%

Max Drawdown

PDD:

-87.41%

JD:

-79.14%

Current Drawdown

PDD:

-50.03%

JD:

-63.56%

Fundamentals

Market Cap

PDD:

$142.24B

JD:

$58.94B

EPS

PDD:

$10.10

JD:

$3.09

PE Ratio

PDD:

10.14

JD:

12.06

PEG Ratio

PDD:

0.36

JD:

1.27

Total Revenue (TTM)

PDD:

$372.11B

JD:

$1.10T

Gross Profit (TTM)

PDD:

$230.93B

JD:

$159.13B

EBITDA (TTM)

PDD:

$110.70B

JD:

$53.31B

Returns By Period

In the year-to-date period, PDD achieves a -30.73% return, which is significantly lower than JD's 29.65% return.


PDD

YTD

-30.73%

1M

-13.60%

6M

-29.71%

1Y

-32.47%

5Y*

22.17%

10Y*

N/A

JD

YTD

29.65%

1M

3.14%

6M

25.44%

1Y

35.71%

5Y*

1.99%

10Y*

4.72%

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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.


Sharpe ratio
The chart of Sharpe ratio for PDD, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.580.74
The chart of Sortino ratio for PDD, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.521.51
The chart of Omega ratio for PDD, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.17
The chart of Calmar ratio for PDD, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.570.51
The chart of Martin ratio for PDD, currently valued at -1.54, compared to the broader market0.0010.0020.00-1.542.28
PDD
JD

The current PDD Sharpe Ratio is -0.58, which is lower than the JD Sharpe Ratio of 0.74. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.58
0.74
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 2.03%.


TTM20232022
PDD
Pinduoduo Inc.
0.00%0.00%0.00%
JD
JD.com, Inc.
2.03%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%JulyAugustSeptemberOctoberNovemberDecember
-50.03%
-63.56%
PDD
JD

Volatility

PDD vs. JD - Volatility Comparison

Pinduoduo Inc. (PDD) has a higher volatility of 17.76% compared to JD.com, Inc. (JD) at 14.95%. This indicates that PDD's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
17.76%
14.95%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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