PortfoliosLab logoPortfoliosLab logo

BYDIY's Sortino Ratio of 0.44 indicates that for each unit of downside volatility, it generates 0.44 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

BYDIY Sortino Ratio Rank


BYDIY Sortino Ratio Rank: 40.340
Average

BYDIY ranks above 40.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns are proportional to downside risk—neither strong nor weak
  • Evaluate whether downside volatility aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

BYDIY Sortino Ratio Market Positioning

The chart shows BYDIY's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.


  • Red zone (bottom 25%): -0.27 or lower
  • Yellow zone (middle 50%): -0.27 to 1.99
  • Green zone (top 25%): 1.99 or higher
  • Top 1%: 6.55+
  • Median: 0.80 — half of all investments score higher

How it compares to other similar stocks

The table compares BYD Electronic (International) Company Limited's Sortino Ratio with other stocks in the Electronic Components industry across multiple time periods, showing how BYDIY's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 4, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
KGBLYKingboard Laminates Holdings Limited24.79
MRAAYMurata Manufacturing Inc6.90
TYOYYTaiyo Yuden Co Ltd ADR5.45
VICRVicor Corporation5.36
FLEXFlex Ltd.5.09
GLWCorning Incorporated4.94
TTMITTM Technologies, Inc.4.85
BELFBBel Fuse Inc.4.80
BELFABel Fuse Inc.4.51
BHEBenchmark Electronics, Inc.4.49
BYDIYBYD Electronic (International) Company Limited0.44

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows BYDIY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BYDIY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does BYDIY fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio