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USD=X vs. JD
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. JD - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

JD

1D
1.78%
1M
-10.78%
YTD
3.06%
6M
0.47%
1Y
-9.71%
3Y*
-6.23%
5Y*
-14.46%
10Y*
4.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. JD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JD
JD.com, Inc.
3.06%-14.78%23.45%-47.76%-17.87%-20.28%149.50%68.32%-49.47%62.81%

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Return for Risk

USD=X vs. JD — Risk / Return Rank

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JD
JD Risk / Return Rank: 2727
Overall Rank
JD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
JD Sortino Ratio Rank: 2424
Sortino Ratio Rank
JD Omega Ratio Rank: 2525
Omega Ratio Rank
JD Calmar Ratio Rank: 3030
Calmar Ratio Rank
JD Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. JD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USD=XJDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.40

Martin ratioReturn relative to average drawdown

-0.80

USD=X vs. JD - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. JD - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum JD drawdown of -79.12%. Use the drawdown chart below to compare losses from any high point for USD=X and JD.


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Drawdown Indicators


USD=XJDDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-79.12%

+79.12%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-29.78%

+29.78%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-48.10%

+48.10%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-75.63%

+75.63%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-79.12%

+79.12%

Current Drawdown

Current decline from peak

0.00%

-69.50%

+69.50%

Average Drawdown

Average peak-to-trough decline

0.00%

-37.62%

+37.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

15.06%

-15.06%

Volatility

USD=X vs. JD - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while JD.com, Inc. (JD) has a volatility of 8.35%. This indicates that USD=X 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.


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Volatility by Period


USD=XJDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

8.35%

-8.35%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

22.73%

-22.73%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

32.27%

-32.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

53.75%

-53.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

47.77%

-47.77%

Frequently Asked Questions


JD has higher volatility (8.35%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs JD's -79.12%.

Portfolio Optimizer

Find the right allocation for USD=X and JD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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