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BYD Company Ltd (BY6.F)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Company Info

Share Price Chart


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BYD Company Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in BYD Company Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

BY6.F is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

BYD Company Ltd (BY6.F) has returned 10.28% so far this year and -24.84% over the past 12 months. Looking at the last ten years, BY6.F has achieved an annualized return of 21.77%, outperforming the S&P 500 Index benchmark, which averaged 11.99% per year.


BYD Company Ltd

1D
1.72%
1M
15.01%
YTD
10.28%
6M
-1.87%
1Y
-24.84%
3Y*
9.35%
5Y*
12.89%
10Y*
21.77%

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 18, 2007, BY6.F's average daily return is +0.14%, while the average monthly return is +2.79%. At this rate, your investment would double in approximately 2.1 years.

Historically, 52% of months were positive and 48% were negative. The best month was Sep 2020 with a return of +63.3%, while the worst month was Aug 2011 at -34.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, BY6.F closed higher 49% of trading days. The best single day was Sep 29, 2008 with a return of +68.6%, while the worst single day was Oct 24, 2008 at -20.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.45%-2.70%15.01%10.28%
20251.88%36.99%2.24%-10.38%4.07%-8.59%-3.88%-8.20%1.82%-6.24%-3.37%-1.79%-2.76%
2024-16.59%10.02%2.87%8.32%1.18%7.34%-0.33%0.07%15.48%6.75%-8.44%6.04%32.57%
202327.29%-12.04%5.76%1.74%2.56%4.02%10.62%-10.84%-0.09%0.33%-14.99%0.83%8.90%
2022-11.58%4.68%-8.73%9.52%20.95%15.25%-7.46%-14.03%-16.96%-9.14%6.96%-7.05%-23.04%
202122.45%-14.52%-13.54%-6.81%11.74%32.13%2.64%8.76%-4.88%15.90%12.66%-15.48%45.92%

Benchmark Metrics

BYD Company Ltd has an annualized alpha of 29.17%, beta of 0.67, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since April 19, 2007.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.16%) than losses (35.68%) — typical of diversified or defensive assets.
  • Beta of 0.67 may look defensive, but with R² of 0.05 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.05 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
29.17%
Beta
0.67
0.05
Upside Capture
84.16%
Downside Capture
35.68%

Return for Risk

Risk / Return Rank

BY6.F ranks 20 for risk / return — below 20% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BY6.F Risk / Return Rank: 2020
Overall Rank
BY6.F Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BY6.F Sortino Ratio Rank: 1616
Sortino Ratio Rank
BY6.F Omega Ratio Rank: 1717
Omega Ratio Rank
BY6.F Calmar Ratio Rank: 2525
Calmar Ratio Rank
BY6.F 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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BYD Company Ltd (BY6.F) and compare them to a chosen benchmark (S&P 500 Index).


BY6.FBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.59

0.43

-1.02

Sortino ratio

Return per unit of downside risk

-0.67

0.73

-1.40

Omega ratio

Gain probability vs. loss probability

0.93

1.11

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.50

0.67

-1.17

Martin ratio

Return relative to average drawdown

-0.74

2.80

-3.54

Explore BY6.F risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

BYD Company Ltd provided a 0.00% dividend yield over the last twelve months, with an annual payout of €0.00 per share. The company has been increasing its dividends for 2 consecutive years.


BYD Company Ltd doesn't pay dividends

Monthly Dividends

The table displays the monthly dividend distributions for BYD Company Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€0.00€0.00€0.00€0.00
2025€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the BYD Company Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BYD Company Ltd was 86.51%, occurring on Sep 26, 2011. Recovery took 1521 trading sessions.

The current BYD Company Ltd drawdown is 32.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-86.51%Apr 7, 2010380Sep 26, 20111521Sep 27, 20171901
-66.12%Oct 17, 2007188Jul 16, 200870Oct 22, 2008258
-53.77%Oct 9, 2017616Mar 18, 202079Jul 13, 2020695
-51.1%Jul 8, 2022405Feb 5, 2024257Feb 10, 2025662
-48.83%Jan 26, 202173May 10, 202161Aug 4, 2021134

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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