According to the three principles of cross-border export trade such as the main business, physical transaction, and data availability, eight domestic A-share listed cross-border e-commerce export enterprises are selected to build a performance evaluation index system integrating operation ability, solvency, profitability, and growth ability. Based on the three-year annual public report data from 2018 to 2020, the grey correlation degree and ranking of the performance of eight enterprises are calculated by using the hierarchical method and grey theory. Excluding the factors of COVID-19 outbreak, the two aspects of operation capability and solvency are the key factors that affect the performance of such enterprises at the present stage. It provides reference for the development of cross-border e-commerce enterprises in China and also provides some reference for other types of e-commerce enterprises.