PENN vs. JD
PENN (Penn National Gaming, Inc.) and JD (JD.com, Inc.) are both stocks. Both are in the Consumer Cyclical sector — PENN in Resorts & Casinos, JD in Internet Retail. Over the past 10 years, PENN returned 2.40%/yr vs 3.63%/yr for JD. At a 0.26 correlation, their price movements are largely independent.
Performance
PENN vs. JD - Performance Comparison
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Returns By Period
In the year-to-date period, PENN achieves a 33.08% return, which is significantly higher than JD's 5.33% return. Over the past 10 years, PENN has underperformed JD with an annualized return of 2.40%, while JD has yielded a comparatively higher 3.63% annualized return.
PENN
- 1D
- -0.10%
- 1M
- 14.80%
- YTD
- 33.08%
- 6M
- 37.37%
- 1Y
- 27.30%
- 3Y*
- -8.72%
- 5Y*
- -24.60%
- 10Y*
- 2.40%
JD
- 1D
- -0.75%
- 1M
- -1.65%
- YTD
- 5.33%
- 6M
- 1.65%
- 1Y
- -9.30%
- 3Y*
- -4.09%
- 5Y*
- -15.08%
- 10Y*
- 3.63%
PENN vs. JD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PENN Penn National Gaming, Inc. | 33.08% | -25.58% | -23.83% | -12.39% | -42.72% | -39.97% | 237.91% | 35.74% | -39.90% | 127.19% |
JD JD.com, Inc. | 5.33% | -14.78% | 23.45% | -47.76% | -17.87% | -20.28% | 149.50% | 68.32% | -49.47% | 62.81% |
Correlation
The correlation between PENN and JD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 23, 2014 | 0.26 |
The correlation between PENN and JD shifts across timeframes, from 0.15 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
PENN:
$2.62B
JD:
$41.81B
PENN:
-$6.84
JD:
$9.38
PENN:
0.39
JD:
0.03
PENN:
1.43
JD:
0.19
PENN:
$7.07B
JD:
$1.32T
PENN:
$2.10B
JD:
$126.44B
PENN:
-$131.70M
JD:
$27.03B
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Return for Risk
PENN vs. JD — Risk / Return Rank
PENN
JD
PENN vs. JD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) 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.
| PENN | JD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.98 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | -0.31 | +0.96 |
| Martin ratioReturn relative to average drawdown | 1.24 | -0.63 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PENN | JD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | -0.29 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | -0.28 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.08 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.08 | +0.21 |
Drawdowns
PENN vs. JD - Drawdown Comparison
The maximum PENN drawdown since its inception was -91.38%, which is greater than JD's maximum drawdown of -79.12%. Use the drawdown chart below to compare losses from any high point for PENN and JD.
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Drawdown Indicators
| PENN | JD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.38% | -79.12% | -12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -42.55% | -29.78% | -12.77% |
Max Drawdown (3Y)Largest decline over 3 years | -57.42% | -48.10% | -9.32% |
Max Drawdown (5Y)Largest decline over 5 years | -86.14% | -75.63% | -10.51% |
Max Drawdown (10Y)Largest decline over 10 years | -91.38% | -79.12% | -12.26% |
Current DrawdownCurrent decline from peak | -85.62% | -68.83% | -16.79% |
Average DrawdownAverage peak-to-trough decline | -33.88% | -37.57% | +3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.11% | 14.82% | +7.29% |
Volatility
PENN vs. JD - Volatility Comparison
Penn National Gaming, Inc. (PENN) has a higher volatility of 16.06% compared to JD.com, Inc. (JD) at 12.35%. This indicates that PENN'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.
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Volatility by Period
| PENN | JD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 12.35% | +3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 41.66% | 22.58% | +19.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.40% | 32.37% | +20.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.14% | 53.77% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.45% | 47.82% | +13.63% |
Dividends
PENN vs. JD - Dividend Comparison
PENN has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
JD JD.com, Inc. | 3.43% | 3.48% | 2.19% | 2.15% | 2.24% |
PENN Penn National Gaming, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PENN vs. JD - Financials Comparison
This section allows you to compare key financial metrics between Penn National Gaming, 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.
Total Revenue: Total amount of money received from sales and other business activities
PENN vs. JD - Profitability Comparison
PENN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported a gross profit of 524.80M and revenue of 1.78B. Therefore, the gross margin over that period was 29.5%.
JD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JD.com, Inc. reported a gross profit of 52.43B and revenue of 313.78B. Therefore, the gross margin over that period was 16.7%.
PENN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported an operating income of 97.10M and revenue of 1.78B, resulting in an operating margin of 5.5%.
JD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JD.com, Inc. reported an operating income of 3.78B and revenue of 313.78B, resulting in an operating margin of 1.2%.
PENN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported a net income of -2.30M and revenue of 1.78B, resulting in a net margin of -0.1%.
JD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JD.com, Inc. reported a net income of 5.07B and revenue of 313.78B, resulting in a net margin of 1.6%.
Frequently Asked Questions
PENN and JD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PENN has higher volatility (16.06%) compared to JD (12.35%). In terms of maximum drawdown, PENN dropped -91.38% vs JD's -79.12%.
PENN currently has the higher Sharpe Ratio (0.52 vs -0.29), 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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