PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TCEHY vs. JD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCEHY and JD is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

TCEHY vs. JD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tencent Holdings Limited (TCEHY) and JD.com, Inc. (JD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%AugustSeptemberOctoberNovemberDecember2025
278.53%
99.43%
TCEHY
JD

Key characteristics

Sharpe Ratio

TCEHY:

1.21

JD:

1.45

Sortino Ratio

TCEHY:

1.89

JD:

2.35

Omega Ratio

TCEHY:

1.23

JD:

1.27

Calmar Ratio

TCEHY:

0.66

JD:

1.00

Martin Ratio

TCEHY:

4.28

JD:

4.55

Ulcer Index

TCEHY:

9.62%

JD:

17.33%

Daily Std Dev

TCEHY:

33.95%

JD:

54.49%

Max Drawdown

TCEHY:

-73.15%

JD:

-79.14%

Current Drawdown

TCEHY:

-44.81%

JD:

-61.00%

Fundamentals

Market Cap

TCEHY:

$448.79B

JD:

$57.98B

EPS

TCEHY:

$2.20

JD:

$3.38

PE Ratio

TCEHY:

22.43

JD:

11.54

PEG Ratio

TCEHY:

0.58

JD:

1.27

Total Revenue (TTM)

TCEHY:

$487.81B

JD:

$843.18B

Gross Profit (TTM)

TCEHY:

$258.59B

JD:

$119.78B

EBITDA (TTM)

TCEHY:

$179.30B

JD:

$41.43B

Returns By Period

In the year-to-date period, TCEHY achieves a -7.22% return, which is significantly lower than JD's 12.49% return. Over the past 10 years, TCEHY has outperformed JD with an annualized return of 13.24%, while JD has yielded a comparatively lower 5.48% annualized return.


TCEHY

YTD

-7.22%

1M

-4.23%

6M

5.74%

1Y

40.20%

5Y*

1.23%

10Y*

13.24%

JD

YTD

12.49%

1M

8.60%

6M

48.51%

1Y

79.85%

5Y*

0.65%

10Y*

5.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TCEHY vs. JD — Risk-Adjusted Performance Rank

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

TCEHY
The Risk-Adjusted Performance Rank of TCEHY is 7878
Overall Rank
The Sharpe Ratio Rank of TCEHY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TCEHY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TCEHY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of TCEHY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of TCEHY is 7979
Martin Ratio Rank

JD
The Risk-Adjusted Performance Rank of JD is 8282
Overall Rank
The Sharpe Ratio Rank of JD is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of JD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of JD is 7979
Calmar Ratio Rank
The Martin Ratio Rank of JD is 7979
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.

TCEHY vs. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Limited (TCEHY) 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 TCEHY, currently valued at 1.21, compared to the broader market-2.000.002.004.001.211.45
The chart of Sortino ratio for TCEHY, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.892.35
The chart of Omega ratio for TCEHY, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.27
The chart of Calmar ratio for TCEHY, currently valued at 0.66, compared to the broader market0.002.004.006.000.661.00
The chart of Martin ratio for TCEHY, currently valued at 4.28, compared to the broader market-10.000.0010.0020.0030.004.284.55
TCEHY
JD

The current TCEHY Sharpe Ratio is 1.21, which is comparable to the JD Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of TCEHY 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.21
1.45
TCEHY
JD

Dividends

TCEHY vs. JD - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.88%, less than JD's 1.90% yield.


TTM20242023202220212020201920182017201620152014
TCEHY
Tencent Holdings Limited
0.88%0.82%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%
JD
JD.com, Inc.
1.90%2.13%2.08%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TCEHY vs. JD - Drawdown Comparison

The maximum TCEHY drawdown since its inception was -73.15%, smaller than the maximum JD drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for TCEHY and JD. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-44.81%
-61.00%
TCEHY
JD

Volatility

TCEHY vs. JD - Volatility Comparison

The current volatility for Tencent Holdings Limited (TCEHY) is 10.52%, while JD.com, Inc. (JD) has a volatility of 13.63%. This indicates that TCEHY 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.


5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
10.52%
13.63%
TCEHY
JD

Financials

TCEHY vs. JD - Financials Comparison

This section allows you to compare key financial metrics between Tencent Holdings Limited 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab