1211.HK vs. GC=F

Last updated Jun 5, 2026

1211.HK (BYD Co Ltd-H) is a stock, while GC=F (Gold Futures) is an asset. At a 0.05 correlation, their price movements are largely independent.

Performance

1211.HK vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in BYD Co Ltd-H (1211.HK) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

1211.HK is traded in HKD, while GC=F is traded in USD. To make them comparable, the GC=F values have been converted to HKD using the latest available exchange rates.

Returns By Period

1211.HK

• 1D: -1.55%
• 1M: -7.97%
• YTD: -3.72%
• 6M: -7.55%
• 1Y: -29.35%
• 3Y*: 5.38%
• 5Y*: 8.67%
• 10Y*: 20.35%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

1211.HK vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
1211.HK BYD Co Ltd-H	-3.72%	10.93%	26.23%	11.87%	-12.34%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	6.52%

Correlation

The correlation between 1211.HK and GC=F is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	0.05

Return for Risk

1211.HK vs. GC=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

1211.HK

1211.HK Risk / Return Rank: 11
1211.HK Sharpe Ratio Rank: 8
1211.HK Sortino Ratio Rank: 10
1211.HK Omega Ratio Rank: 12
1211.HK Calmar Ratio Rank: 9
1211.HK Martin Ratio Rank: 16

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.

1211.HK vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd-H (1211.HK) and Gold Futures (GC=F). 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.

	1211.HK	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.83	—	—
Sortino ratio: Return per unit of downside risk	-1.14	—	—
Omega ratio: Gain probability vs. loss probability	0.88	—	—
Calmar ratio: Return relative to maximum drawdown	-0.85	—	—
Martin ratio: Return relative to average drawdown	-1.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	1211.HK	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.83	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

Drawdowns

Drawdown Indicators

	1211.HK	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-87.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-36.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-39.99%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-50.00%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-57.94%	—	—
Current Drawdown Current decline from peak	-38.79%	—	—
Average Drawdown Average peak-to-trough decline	-34.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	25.67%	—	—

Volatility

Volatility by Period

	1211.HK	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.07%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	36.97%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.28%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.13%	—	—

Frequently Asked Questions

Can I hold both 1211.HK and GC=F in my portfolio?

1211.HK and GC=F have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.