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

Performance

PDD vs. NTES - Performance Comparison

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

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Returns By Period

In the year-to-date period, PDD achieves a -27.14% return, which is significantly lower than NTES's -12.37% return.


PDD

1D
-2.88%
1M
-16.36%
YTD
-27.14%
6M
-29.76%
1Y
-17.87%
3Y*
2.78%
5Y*
-8.02%
10Y*

NTES

1D
-0.65%
1M
3.01%
YTD
-12.37%
6M
-11.89%
1Y
-4.27%
3Y*
11.57%
5Y*
3.69%
10Y*
15.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDD vs. NTES - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PDD
Pinduoduo Inc.
-27.14%16.91%-33.71%79.41%39.88%-67.19%369.78%68.54%-15.96%
NTES
NetEase, Inc.
-12.37%58.28%-1.73%30.59%-27.35%7.11%57.88%34.66%-11.64%

Correlation

The correlation between PDD and NTES is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.45

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.49

The correlation between PDD and NTES has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

Fundamentals

Market Cap

PDD:

$122.28B

NTES:

$76.62B

EPS

PDD:

$64.39

NTES:

$52.95

PE Ratio

PDD:

1.28

NTES:

2.24

PEG Ratio

PDD:

0.01

NTES:

0.11

PS Ratio

PDD:

0.28

NTES:

0.67

PB Ratio

PDD:

0.29

NTES:

0.47

Total Revenue (TTM)

PDD:

$441.76B

NTES:

$114.39B

Gross Profit (TTM)

PDD:

$247.30B

NTES:

$75.14B

EBITDA (TTM)

PDD:

$134.30B

NTES:

$40.24B

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Return for Risk

PDD vs. NTES — Risk / Return Rank

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

PDD
PDD Risk / Return Rank: 2121
Overall Rank
PDD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PDD Sortino Ratio Rank: 1919
Sortino Ratio Rank
PDD Omega Ratio Rank: 1919
Omega Ratio Rank
PDD Calmar Ratio Rank: 2727
Calmar Ratio Rank
PDD Martin Ratio Rank: 2323
Martin Ratio Rank

NTES
NTES Risk / Return Rank: 3535
Overall Rank
NTES Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NTES Sortino Ratio Rank: 3131
Sortino Ratio Rank
NTES Omega Ratio Rank: 3131
Omega Ratio Rank
NTES Calmar Ratio Rank: 3838
Calmar Ratio Rank
NTES Martin Ratio Rank: 3838
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.

PDD vs. NTES - Risk-Adjusted Trends Comparison

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


PDDNTESDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

0.93

1.00

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.45

-0.14

-0.31

Martin ratioReturn relative to average drawdown

-0.95

-0.25

-0.70

PDD vs. NTES - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is -0.55, which is lower than the NTES Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of PDD and NTES, 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


PDDNTESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

-0.15

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.08

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.43

-0.20

Drawdowns

PDD vs. NTES - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, smaller than the maximum NTES drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for PDD and NTES.


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Drawdown Indicators


PDDNTESDifference

Max Drawdown

Largest peak-to-trough decline

-87.41%

-96.41%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-40.19%

-30.46%

-9.73%

Max Drawdown (3Y)

Largest decline over 3 years

-47.57%

-33.97%

-13.60%

Max Drawdown (5Y)

Largest decline over 5 years

-80.88%

-51.38%

-29.50%

Max Drawdown (10Y)

Largest decline over 10 years

-57.34%

Current Drawdown

Current decline from peak

-59.26%

-24.01%

-35.25%

Average Drawdown

Average peak-to-trough decline

-39.30%

-24.59%

-14.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.86%

16.99%

+1.87%

Volatility

PDD vs. NTES - Volatility Comparison

Pinduoduo Inc. (PDD) has a higher volatility of 15.43% compared to NetEase, Inc. (NTES) at 9.07%. This indicates that PDD's price experiences larger fluctuations and is considered to be riskier than NTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDDNTESDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.43%

9.07%

+6.36%

Volatility (6M)

Calculated over the trailing 6-month period

25.54%

20.57%

+4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

32.57%

29.20%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.12%

43.68%

+24.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.46%

41.84%

+27.62%

Dividends

PDD vs. NTES - Dividend Comparison

PDD has not paid dividends to shareholders, while NTES's dividend yield for the trailing twelve months is around 2.54%.


PositionTTM20252024202320222021202020192018201720162015
NTES
NetEase, Inc.
2.54%2.21%2.74%1.88%2.10%0.80%0.97%3.19%0.71%1.05%1.36%0.98%
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%

Financials

PDD vs. NTES - Financials Comparison

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


20.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
105.59B
30.59B
(PDD) Total Revenue
(NTES) Total Revenue
Values in USD except per share items

PDD vs. NTES - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%20222023202420252026
55.9%
69.4%
Portfolio components
PDD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pinduoduo Inc. reported a gross profit of 58.98B and revenue of 105.59B. Therefore, the gross margin over that period was 55.9%.

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%.

PDD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pinduoduo Inc. reported an operating income of 21.02B and revenue of 105.59B, resulting in an operating margin of 19.9%.

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%.

PDD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pinduoduo Inc. reported a net income of 12.47B and revenue of 105.59B, resulting in a net margin of 11.8%.

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%.


Frequently Asked Questions


PDD and NTES have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDD has higher volatility (15.43%) compared to NTES (9.07%). In terms of maximum drawdown, PDD dropped -87.41% vs NTES's -96.41%.

NTES currently has the higher Sharpe Ratio (-0.15 vs -0.55), 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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