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

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.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
8.07%
13.40%
TCEHY
JD

Returns By Period

In the year-to-date period, TCEHY achieves a 39.30% return, which is significantly higher than JD's 25.88% return. Over the past 10 years, TCEHY has outperformed JD with an annualized return of 13.81%, while JD has yielded a comparatively lower 4.64% annualized return.


TCEHY

YTD

39.30%

1M

-4.29%

6M

8.07%

1Y

27.40%

5Y (annualized)

6.39%

10Y (annualized)

13.81%

JD

YTD

25.88%

1M

-12.32%

6M

13.40%

1Y

28.46%

5Y (annualized)

3.43%

10Y (annualized)

4.64%

Fundamentals


TCEHYJD
Market Cap$484.38B$56.92B
EPS$2.20$3.11
PE Ratio23.8211.31
PEG Ratio0.611.27
Total Revenue (TTM)$475.81B$1.10T
Gross Profit (TTM)$242.59B$159.13B
EBITDA (TTM)$180.48B$51.43B

Key characteristics


TCEHYJD
Sharpe Ratio0.780.55
Sortino Ratio1.341.25
Omega Ratio1.171.14
Calmar Ratio0.440.37
Martin Ratio2.891.73
Ulcer Index9.45%17.01%
Daily Std Dev34.78%53.33%
Max Drawdown-73.15%-79.14%
Current Drawdown-41.61%-64.62%

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Correlation

-0.50.00.51.00.6

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.

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.


Sharpe ratio
The chart of Sharpe ratio for TCEHY, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.780.55
The chart of Sortino ratio for TCEHY, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.341.25
The chart of Omega ratio for TCEHY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.14
The chart of Calmar ratio for TCEHY, currently valued at 0.44, compared to the broader market0.002.004.006.000.440.37
The chart of Martin ratio for TCEHY, currently valued at 2.89, compared to the broader market0.0010.0020.0030.002.891.73
TCEHY
JD

The current TCEHY Sharpe Ratio is 0.78, which is higher than the JD Sharpe Ratio of 0.55. 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.78
0.55
TCEHY
JD

Dividends

TCEHY vs. JD - Dividend Comparison

TCEHY's dividend yield for the trailing twelve months is around 0.83%, less than JD's 2.09% yield.


TTM20232022202120202019201820172016201520142013
TCEHY
Tencent Holdings Limited
0.83%6.80%4.27%0.35%0.22%0.26%0.29%0.15%0.25%0.23%0.04%0.20%
JD
JD.com, Inc.
2.09%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 -73.15%, 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%JuneJulyAugustSeptemberOctoberNovember
-41.61%
-64.62%
TCEHY
JD

Volatility

TCEHY vs. JD - Volatility Comparison

The current volatility for Tencent Holdings Limited (TCEHY) is 9.87%, while JD.com, Inc. (JD) has a volatility of 16.85%. 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%JuneJulyAugustSeptemberOctoberNovember
9.87%
16.85%
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