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PDD vs. USD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDD vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinduoduo Inc. (PDD) and ProShares Ultra Semiconductors (USD). 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 -24.68% return, which is significantly lower than USD's 114.00% return.


PDD

1D
-3.15%
1M
-12.67%
YTD
-24.68%
6M
-27.13%
1Y
-13.15%
3Y*
7.09%
5Y*
-8.36%
10Y*

USD

1D
-1.14%
1M
44.53%
YTD
114.00%
6M
111.06%
1Y
274.62%
3Y*
127.67%
5Y*
69.52%
10Y*
62.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDD vs. USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PDD
Pinduoduo Inc.
-24.68%16.91%-33.71%79.41%39.88%-67.19%369.78%68.54%-15.96%
USD
ProShares Ultra Semiconductors
114.00%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-36.25%

Correlation

The correlation between PDD and USD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.31

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

0.34

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

0.36

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Return for Risk

PDD vs. USD — Risk / Return Rank

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

PDD
PDD Risk / Return Rank: 2525
Overall Rank
PDD Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
PDD Sortino Ratio Rank: 2222
Sortino Ratio Rank
PDD Omega Ratio Rank: 2222
Omega Ratio Rank
PDD Calmar Ratio Rank: 2929
Calmar Ratio Rank
PDD Martin Ratio Rank: 2727
Martin Ratio Rank

USD
USD Risk / Return Rank: 9090
Overall Rank
USD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8383
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9595
Calmar Ratio Rank
USD Martin Ratio Rank: 9393
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. USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinduoduo Inc. (PDD) and ProShares Ultra Semiconductors (USD). 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.


PDDUSDDifference
Sharpe ratioReturn per unit of total volatility

-4.94

Sortino ratioReturn per unit of downside risk

-4.17

Omega ratioGain probability vs. loss probability

0.95

1.51

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.33

8.70

-9.03

Martin ratioReturn relative to average drawdown

-0.72

25.16

-25.88

PDD vs. USD - Sharpe Ratio Comparison

The current PDD Sharpe Ratio is -0.41, which is lower than the USD Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of PDD and USD, 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


PDDUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

4.53

-4.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.91

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.49

-0.26

Drawdowns

PDD vs. USD - Drawdown Comparison

The maximum PDD drawdown since its inception was -87.41%, roughly equal to the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for PDD and USD.


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Drawdown Indicators


PDDUSDDifference

Max Drawdown

Largest peak-to-trough decline

-87.41%

-88.63%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-39.89%

-31.80%

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-47.31%

-64.46%

+17.15%

Max Drawdown (5Y)

Largest decline over 5 years

-80.88%

-77.85%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-77.85%

Current Drawdown

Current decline from peak

-57.89%

-1.14%

-56.75%

Average Drawdown

Average peak-to-trough decline

-39.27%

-32.35%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.38%

10.97%

+7.41%

Volatility

PDD vs. USD - Volatility Comparison

The current volatility for Pinduoduo Inc. (PDD) is 16.57%, while ProShares Ultra Semiconductors (USD) has a volatility of 20.36%. This indicates that PDD experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PDDUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.57%

20.36%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

25.42%

46.39%

-20.97%

Volatility (1Y)

Calculated over the trailing 1-year period

32.48%

61.22%

-28.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.13%

76.55%

-8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.50%

69.23%

+0.27%

Dividends

PDD vs. USD - Dividend Comparison

PDD has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.21%.


PositionTTM20252024202320222021202020192018201720162015
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%
USD
ProShares Ultra Semiconductors
0.21%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Frequently Asked Questions


PDD and USD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USD has higher volatility (20.36%) compared to PDD (16.57%). In terms of maximum drawdown, PDD dropped -87.41% vs USD's -88.63%.

USD currently has the higher Sharpe Ratio (4.53 vs -0.41), 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.

Portfolio Optimizer

Find the right allocation for PDD and USD

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