TCEHY vs. JD
Compare and contrast key facts about Tencent Holdings Limited (TCEHY) and JD.com, Inc. (JD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCEHY or JD.
Performance
TCEHY vs. JD - Performance Comparison
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
39.30%
-4.29%
8.07%
27.40%
6.39%
13.81%
JD
25.88%
-12.32%
13.40%
28.46%
3.43%
4.64%
Fundamentals
TCEHY | JD | |
---|---|---|
Market Cap | $484.38B | $56.92B |
EPS | $2.20 | $3.11 |
PE Ratio | 23.82 | 11.31 |
PEG Ratio | 0.61 | 1.27 |
Total Revenue (TTM) | $475.81B | $1.10T |
Gross Profit (TTM) | $242.59B | $159.13B |
EBITDA (TTM) | $180.48B | $51.43B |
Key characteristics
TCEHY | JD | |
---|---|---|
Sharpe Ratio | 0.78 | 0.55 |
Sortino Ratio | 1.34 | 1.25 |
Omega Ratio | 1.17 | 1.14 |
Calmar Ratio | 0.44 | 0.37 |
Martin Ratio | 2.89 | 1.73 |
Ulcer Index | 9.45% | 17.01% |
Daily Std Dev | 34.78% | 53.33% |
Max Drawdown | -73.15% | -79.14% |
Current Drawdown | -41.61% | -64.62% |
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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.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities