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

Correlation

The correlation between ZLAB and JD is 0.43, 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.

ZLAB vs. JD

Last updated Jun 1, 2025

Compare and contrast key facts about Zai Lab Limited (ZLAB) and JD.com, Inc. (JD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZLAB or JD.

Performance

ZLAB vs. JD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ZLAB:

1.08

JD:

0.20

Sortino Ratio

ZLAB:

1.72

JD:

0.75

Omega Ratio

ZLAB:

1.22

JD:

1.09

Calmar Ratio

ZLAB:

0.69

JD:

0.15

Martin Ratio

ZLAB:

4.48

JD:

0.67

Ulcer Index

ZLAB:

14.11%

JD:

17.35%

Daily Std Dev

ZLAB:

61.17%

JD:

52.86%

Max Drawdown

ZLAB:

-92.84%

JD:

-79.14%

Current Drawdown

ZLAB:

-84.28%

JD:

-66.66%

Fundamentals

Market Cap

ZLAB:

$3.36B

JD:

$47.67B

EPS

ZLAB:

-$2.50

JD:

$4.09

PS Ratio

ZLAB:

8.04

JD:

0.04

PB Ratio

ZLAB:

4.07

JD:

1.44

Total Revenue (TTM)

ZLAB:

$418.33M

JD:

$1.25T

Gross Profit (TTM)

ZLAB:

$265.44M

JD:

$140.27B

EBITDA (TTM)

ZLAB:

-$246.64M

JD:

$51.32B

Returns By Period

In the year-to-date period, ZLAB achieves a 15.08% return, which is significantly higher than JD's -3.82% return.

ZLAB

YTD

15.08%

1M

-3.24%

6M

4.47%

1Y

69.52%

3Y*

1.18%

5Y*

-16.53%

10Y*

N/A

JD

YTD

-3.82%

1M

-1.34%

6M

-10.79%

1Y

12.58%

3Y*

-14.75%

5Y*

-8.09%

10Y*

0.24%

*Annualized

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Zai Lab Limited

JD.com, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ZLAB vs. JD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ZLAB
The Risk-Adjusted Performance Rank of ZLAB is 8181
Overall Rank
The Sharpe Ratio Rank of ZLAB is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ZLAB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ZLAB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ZLAB is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ZLAB is 8484
Martin Ratio Rank
JD
The Risk-Adjusted Performance Rank of JD is 5858
Overall Rank
The Sharpe Ratio Rank of JD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of JD is 5858
Sortino Ratio Rank
The Omega Ratio Rank of JD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of JD is 6060
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.

ZLAB vs. JD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zai Lab Limited (ZLAB) 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.

The current ZLAB Sharpe Ratio is 1.08, which is higher than the JD Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of ZLAB 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.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ZLAB vs. JD - Dividend Comparison

ZLAB has not paid dividends to shareholders, while JD's dividend yield for the trailing twelve months is around 3.02%.

TTM202420232022
ZLAB
Zai Lab Limited		0.00%0.00%0.00%0.00%
JD
JD.com, Inc.		3.02%2.13%2.08%2.21%

Drawdowns

ZLAB vs. JD - Drawdown Comparison

The maximum ZLAB drawdown since its inception was -92.84%, which is greater than JD's maximum drawdown of -79.14%. Use the drawdown chart below to compare losses from any high point for ZLAB and JD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ZLAB vs. JD - Volatility Comparison

Zai Lab Limited (ZLAB) has a higher volatility of 14.74% compared to JD.com, Inc. (JD) at 12.69%. This indicates that ZLAB's price experiences larger fluctuations and is considered to be riskier than JD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Financials

ZLAB vs. JD - Financials Comparison

This section allows you to compare key financial metrics between Zai Lab 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

0.0050.00B100.00B150.00B200.00B250.00B300.00B350.00B20212022202320242025
106.49M
346.99B
(ZLAB) Total Revenue
(JD) Total Revenue
Values in USD except per share items

ZLAB vs. JD - Profitability Comparison

The chart below illustrates the profitability comparison between Zai Lab Limited and JD.com, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.
Gross Margin
Operating Margin
Net Margin
Quarterly
Annual
10.0%20.0%30.0%40.0%50.0%60.0%70.0%20212022202320242025
63.7%
9.5%
(ZLAB) Gross Margin
(JD) Gross Margin
ZLAB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Zai Lab Limited reported a gross profit of 67.84M and revenue of 106.49M. Therefore, the gross margin over that period was 63.7%.

JD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported a gross profit of 33.00B and revenue of 346.99B. Therefore, the gross margin over that period was 9.5%.

ZLAB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Zai Lab Limited reported an operating income of -56.31M and revenue of 106.49M, resulting in an operating margin of -52.9%.

JD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported an operating income of 8.49B and revenue of 346.99B, resulting in an operating margin of 2.5%.

ZLAB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Zai Lab Limited reported a net income of -48.44M and revenue of 106.49M, resulting in a net margin of -45.5%.

JD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, JD.com, Inc. reported a net income of 9.85B and revenue of 346.99B, resulting in a net margin of 2.8%.