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

Key characteristics


PDDMELI
YTD Return-22.49%22.90%
1Y Return2.17%35.01%
3Y Return (Ann)6.10%6.56%
5Y Return (Ann)21.62%28.66%
Sharpe Ratio0.071.09
Sortino Ratio0.501.55
Omega Ratio1.081.23
Calmar Ratio0.071.27
Martin Ratio0.224.19
Ulcer Index17.71%9.59%
Daily Std Dev55.88%36.72%
Max Drawdown-87.41%-89.49%
Current Drawdown-44.08%-9.75%

Fundamentals


PDDMELI
Market Cap$158.04B$100.25B
EPS$9.36$28.28
PE Ratio12.1669.92
PEG Ratio0.391.36
Total Revenue (TTM)$280.93B$18.43B
Gross Profit (TTM)$180.84B$8.78B
EBITDA (TTM)$65.66B$2.37B

Correlation

-0.50.00.51.00.4

The correlation between PDD and MELI is 0.40, 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. MELI - Performance Comparison

In the year-to-date period, PDD achieves a -22.49% return, which is significantly lower than MELI's 22.90% 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%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-19.74%
12.39%
PDD
MELI

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PDD vs. MELI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinduoduo Inc. (PDD) and MercadoLibre, Inc. (MELI). 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 0.07, compared to the broader market-4.00-2.000.002.004.000.07
Sortino ratio
The chart of Sortino ratio for PDD, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50
Omega ratio
The chart of Omega ratio for PDD, currently valued at 1.08, compared to the broader market0.501.001.502.001.08
Calmar ratio
The chart of Calmar ratio for PDD, currently valued at 0.07, compared to the broader market0.002.004.006.000.07
Martin ratio
The chart of Martin ratio for PDD, currently valued at 0.22, compared to the broader market0.0010.0020.0030.000.22
MELI
Sharpe ratio
The chart of Sharpe ratio for MELI, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.001.09
Sortino ratio
The chart of Sortino ratio for MELI, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.006.001.55
Omega ratio
The chart of Omega ratio for MELI, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for MELI, currently valued at 1.27, compared to the broader market0.002.004.006.001.27
Martin ratio
The chart of Martin ratio for MELI, currently valued at 4.19, compared to the broader market0.0010.0020.0030.004.19

PDD vs. MELI - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is 0.07, which is lower than the MELI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of PDD and MELI, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.07
1.09
PDD
MELI

Dividends

PDD vs. MELI - Dividend Comparison

Neither PDD nor MELI has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PDD
Pinduoduo Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%

Drawdowns

PDD vs. MELI - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, roughly equal to the maximum MELI drawdown of -89.49%. Use the drawdown chart below to compare losses from any high point for PDD and MELI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-44.08%
-9.75%
PDD
MELI

Volatility

PDD vs. MELI - Volatility Comparison

The current volatility for Pinduoduo Inc. (PDD) is 11.77%, while MercadoLibre, Inc. (MELI) has a volatility of 20.07%. This indicates that PDD experiences smaller price fluctuations and is considered to be less risky than MELI 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
11.77%
20.07%
PDD
MELI

Financials

PDD vs. MELI - Financials Comparison

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