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

Key characteristics


PDDSPGI
YTD Return-19.48%14.83%
1Y Return8.75%30.76%
3Y Return (Ann)12.31%3.78%
5Y Return (Ann)22.24%15.53%
Sharpe Ratio0.131.95
Sortino Ratio0.582.49
Omega Ratio1.091.35
Calmar Ratio0.131.76
Martin Ratio0.436.56
Ulcer Index17.46%4.75%
Daily Std Dev55.81%15.97%
Max Drawdown-87.41%-74.68%
Current Drawdown-41.91%-4.95%

Fundamentals


PDDSPGI
Market Cap$163.61B$156.03B
EPS$8.77$11.31
PE Ratio13.4344.46
PEG Ratio0.391.50
Total Revenue (TTM)$280.93B$13.77B
Gross Profit (TTM)$180.84B$9.17B
EBITDA (TTM)$65.66B$6.39B

Correlation

-0.50.00.51.00.2

The correlation between PDD and SPGI is 0.21, 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.

Performance

PDD vs. SPGI - Performance Comparison

In the year-to-date period, PDD achieves a -19.48% return, which is significantly lower than SPGI's 14.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-13.55%
16.97%
PDD
SPGI

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Risk-Adjusted Performance

PDD vs. SPGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinduoduo Inc. (PDD) and S&P Global Inc. (SPGI). 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 0.13, compared to the broader market-4.00-2.000.002.004.000.13
Sortino ratio
The chart of Sortino ratio for PDD, currently valued at 0.58, compared to the broader market-4.00-2.000.002.004.006.000.58
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 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for PDD, currently valued at 0.43, compared to the broader market0.0010.0020.0030.000.43
SPGI
Sharpe ratio
The chart of Sharpe ratio for SPGI, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.95
Sortino ratio
The chart of Sortino ratio for SPGI, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.006.002.49
Omega ratio
The chart of Omega ratio for SPGI, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for SPGI, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Martin ratio
The chart of Martin ratio for SPGI, currently valued at 6.56, compared to the broader market0.0010.0020.0030.006.56

PDD vs. SPGI - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is 0.13, which is lower than the SPGI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PDD and SPGI, 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
0.13
1.95
PDD
SPGI

Dividends

PDD vs. SPGI - Dividend Comparison

PDD has not paid dividends to shareholders, while SPGI's dividend yield for the trailing twelve months is around 0.72%.


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%
SPGI
S&P Global Inc.
0.72%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%

Drawdowns

PDD vs. SPGI - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, which is greater than SPGI's maximum drawdown of -74.68%. Use the drawdown chart below to compare losses from any high point for PDD and SPGI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-41.91%
-4.95%
PDD
SPGI

Volatility

PDD vs. SPGI - Volatility Comparison

Pinduoduo Inc. (PDD) has a higher volatility of 14.23% compared to S&P Global Inc. (SPGI) at 5.67%. This indicates that PDD's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
14.23%
5.67%
PDD
SPGI

Financials

PDD vs. SPGI - Financials Comparison

This section allows you to compare key financial metrics between Pinduoduo Inc. and S&P Global 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