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

Key characteristics


TCEHYJD
YTD Return30.77%16.27%
1Y Return14.79%-4.13%
3Y Return (Ann)-11.35%-21.72%
5Y Return (Ann)5.13%5.84%
10Y Return (Ann)14.19%5.69%
Sharpe Ratio0.40-0.14
Daily Std Dev32.62%47.80%
Max Drawdown-73.35%-79.14%
Current Drawdown-46.43%-67.32%

Fundamentals


TCEHYJD
Market Cap$481.15B$49.58B
EPS$1.64$2.11
PE Ratio31.1515.26
PEG Ratio0.761.20
Revenue (TTM)$618.53B$1.08T
Gross Profit (TTM)$245.93B$84.06B
EBITDA (TTM)$198.45B$37.20B

Correlation

-0.50.00.51.00.3

The correlation between TCEHY and JD is 0.34, 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

TCEHY vs. JD - Performance Comparison

In the year-to-date period, TCEHY achieves a 30.77% return, which is significantly higher than JD's 16.27% return. Over the past 10 years, TCEHY has outperformed JD with an annualized return of 14.19%, while JD has yielded a comparatively lower 5.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
272.59%
67.11%
TCEHY
JD

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Tencent Holdings Limited

JD.com, Inc.

Risk-Adjusted Performance

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.


TCEHY
Sharpe ratio
The chart of Sharpe ratio for TCEHY, currently valued at 0.40, compared to the broader market-2.00-1.000.001.002.003.000.40
Sortino ratio
The chart of Sortino ratio for TCEHY, currently valued at 0.80, compared to the broader market-4.00-2.000.002.004.006.000.80
Omega ratio
The chart of Omega ratio for TCEHY, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for TCEHY, currently valued at 0.21, compared to the broader market0.002.004.006.000.21
Martin ratio
The chart of Martin ratio for TCEHY, currently valued at 0.87, compared to the broader market-10.000.0010.0020.0030.000.87
JD
Sharpe ratio
The chart of Sharpe ratio for JD, currently valued at -0.14, compared to the broader market-2.00-1.000.001.002.003.00-0.14
Sortino ratio
The chart of Sortino ratio for JD, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.006.000.14
Omega ratio
The chart of Omega ratio for JD, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for JD, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.08
Martin ratio
The chart of Martin ratio for JD, currently valued at -0.22, compared to the broader market-10.000.0010.0020.0030.00-0.22

TCEHY vs. JD - Sharpe Ratio Comparison

The current TCEHY Sharpe Ratio is 0.40, which is higher than the JD Sharpe Ratio of -0.14. The chart below compares the 12-month rolling Sharpe Ratio of TCEHY and JD.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.50December2024FebruaryMarchAprilMay
0.40
-0.14
TCEHY
JD

Dividends

TCEHY vs. JD - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.89%, less than JD's 2.26% yield.


TTM20232022202120202019201820172016201520142013
TCEHY
Tencent Holdings Limited
0.89%5.19%3.49%0.35%0.21%0.26%0.25%0.15%0.25%0.24%0.21%0.20%
JD
JD.com, Inc.
2.26%2.08%2.21%0.00%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 -73.35%, 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%December2024FebruaryMarchAprilMay
-46.43%
-67.32%
TCEHY
JD

Volatility

TCEHY vs. JD - Volatility Comparison

The current volatility for Tencent Holdings Limited (TCEHY) is 9.15%, while JD.com, Inc. (JD) has a volatility of 15.58%. 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.


10.00%15.00%20.00%December2024FebruaryMarchAprilMay
9.15%
15.58%
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