0285.HK vs. VOO
Compare and contrast key facts about BYD Electronic International Co Ltd (0285.HK) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0285.HK or VOO.
Key characteristics
| 0285.HK | VOO | |
|---|---|---|
| YTD Return | -10.36% | 23.75% |
| 1Y Return | -14.56% | 35.49% |
| 3Y Return (Ann) | 9.43% | 11.02% |
| 5Y Return (Ann) | 25.15% | 16.24% |
| 10Y Return (Ann) | 14.45% | 14.04% |
| Sharpe Ratio | -0.14 | 2.85 |
| Sortino Ratio | 0.16 | 3.80 |
| Omega Ratio | 1.02 | 1.52 |
| Calmar Ratio | -0.11 | 3.05 |
| Martin Ratio | -0.31 | 17.77 |
| Ulcer Index | 22.16% | 2.00% |
| Daily Std Dev | 51.37% | 12.45% |
| Max Drawdown | -89.89% | -33.99% |
| Current Drawdown | -45.00% | -0.34% |
Correlation
The correlation between 0285.HK and VOO is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
0285.HK vs. VOO - Performance Comparison
In the year-to-date period, 0285.HK achieves a -10.36% return, which is significantly lower than VOO's 23.75% return. Both investments have delivered pretty close results over the past 10 years, with 0285.HK having a 14.45% annualized return and VOO not far behind at 14.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
0285.HK vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Electronic International Co Ltd (0285.HK) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
0285.HK vs. VOO - Dividend Comparison
0285.HK's dividend yield for the trailing twelve months is around 1.83%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0285.HK BYD Electronic International Co Ltd | 1.83% | 0.50% | 0.48% | 1.03% | 0.37% | 1.48% | 2.86% | 0.46% | 1.28% | 0.00% | 0.48% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
0285.HK vs. VOO - Drawdown Comparison
The maximum 0285.HK drawdown since its inception was -89.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 0285.HK and VOO. For additional features, visit the drawdowns tool.
Volatility
0285.HK vs. VOO - Volatility Comparison
BYD Electronic International Co Ltd (0285.HK) has a higher volatility of 23.62% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that 0285.HK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.