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PESI vs. JD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PESI and JD is 0.04, 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.


-0.50.00.51.00.0

Performance

PESI vs. JD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perma-Fix Environmental Services, Inc. (PESI) and JD.com, Inc. (JD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025
-13.96%
61.84%
PESI
JD

Key characteristics

Sharpe Ratio

PESI:

0.39

JD:

1.54

Sortino Ratio

PESI:

1.08

JD:

2.44

Omega Ratio

PESI:

1.12

JD:

1.28

Calmar Ratio

PESI:

0.32

JD:

1.06

Martin Ratio

PESI:

1.32

JD:

4.79

Ulcer Index

PESI:

19.31%

JD:

17.53%

Daily Std Dev

PESI:

65.24%

JD:

54.56%

Max Drawdown

PESI:

-95.57%

JD:

-79.14%

Current Drawdown

PESI:

-74.82%

JD:

-59.28%

Fundamentals

Market Cap

PESI:

$188.00M

JD:

$64.93B

EPS

PESI:

-$1.05

JD:

$3.14

PEG Ratio

PESI:

0.00

JD:

1.27

Total Revenue (TTM)

PESI:

$44.42M

JD:

$843.18B

Gross Profit (TTM)

PESI:

-$619.00K

JD:

$119.78B

EBITDA (TTM)

PESI:

-$10.06M

JD:

$41.43B

Returns By Period

In the year-to-date period, PESI achieves a -7.59% return, which is significantly lower than JD's 17.45% return. Over the past 10 years, PESI has outperformed JD with an annualized return of 9.70%, while JD has yielded a comparatively lower 5.17% annualized return.


PESI

YTD

-7.59%

1M

-7.59%

6M

-13.96%

1Y

30.15%

5Y*

6.71%

10Y*

9.70%

JD

YTD

17.45%

1M

17.45%

6M

61.84%

1Y

88.37%

5Y*

2.92%

10Y*

5.17%

*Annualized

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Risk-Adjusted Performance

PESI vs. JD — Risk-Adjusted Performance Rank

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

PESI
The Risk-Adjusted Performance Rank of PESI is 6161
Overall Rank
The Sharpe Ratio Rank of PESI is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of PESI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PESI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PESI is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PESI is 6262
Martin Ratio Rank

JD
The Risk-Adjusted Performance Rank of JD is 8484
Overall Rank
The Sharpe Ratio Rank of JD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of JD is 8383
Omega Ratio Rank
The Calmar Ratio Rank of JD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of JD is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PESI vs. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Perma-Fix Environmental Services, Inc. (PESI) 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.


Sharpe ratio
The chart of Sharpe ratio for PESI, currently valued at 0.39, compared to the broader market-2.000.002.000.391.54
The chart of Sortino ratio for PESI, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.082.44
The chart of Omega ratio for PESI, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.28
The chart of Calmar ratio for PESI, currently valued at 0.60, compared to the broader market0.002.004.006.000.601.06
The chart of Martin ratio for PESI, currently valued at 1.32, compared to the broader market0.0010.0020.001.324.79
PESI
JD

The current PESI Sharpe Ratio is 0.39, which is lower than the JD Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of PESI and JD, 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 Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025
0.39
1.54
PESI
JD

Dividends

PESI vs. JD - Dividend Comparison

PESI has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 1.82%.


TTM202420232022
PESI
Perma-Fix Environmental Services, Inc.
0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
1.82%2.13%2.08%2.21%

Drawdowns

PESI vs. JD - Drawdown Comparison

The maximum PESI drawdown since its inception was -95.57%, which is greater than JD's maximum drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for PESI and JD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025
-34.00%
-59.28%
PESI
JD

Volatility

PESI vs. JD - Volatility Comparison

The current volatility for Perma-Fix Environmental Services, Inc. (PESI) is 9.61%, while JD.com, Inc. (JD) has a volatility of 15.00%. This indicates that PESI experiences smaller price fluctuations and is considered to be less risky than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025
9.61%
15.00%
PESI
JD

Financials

PESI vs. JD - Financials Comparison

This section allows you to compare key financial metrics between Perma-Fix Environmental Services, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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