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1211.HK vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

1211.HK vs. XRP-USD - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, 1211.HK achieves a -3.72% return, which is significantly higher than XRP-USD's -36.81% return.


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%

XRP-USD

1D
-0.07%
1M
-18.53%
YTD
-36.81%
6M
-43.91%
1Y
-49.19%
3Y*
28.96%
5Y*
4.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

1211.HK vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1211.HK
BYD Co Ltd-H
-3.72%10.93%26.23%11.87%-27.73%31.32%423.60%-21.84%-26.39%67.43%
XRP-USD
XRP
-36.81%-11.39%232.03%80.55%-58.42%280.11%13.46%-45.60%-84.04%37,085.48%

Correlation

The correlation between 1211.HK and XRP-USD is 0.09, 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 (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.02

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Return for Risk

1211.HK vs. XRP-USD — 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: 1111
Overall Rank
1211.HK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
1211.HK Sortino Ratio Rank: 1010
Sortino Ratio Rank
1211.HK Omega Ratio Rank: 1212
Omega Ratio Rank
1211.HK Calmar Ratio Rank: 99
Calmar Ratio Rank
1211.HK Martin Ratio Rank: 1616
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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.

1211.HK vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd-H (1211.HK) and XRP (XRP-USD). 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.HKXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

0.88

0.90

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.71

-0.13

Martin ratioReturn relative to average drawdown

-1.17

-1.13

-0.04

1211.HK vs. XRP-USD - Sharpe Ratio Comparison

The current 1211.HK Sharpe Ratio is -0.83, which is comparable to the XRP-USD Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of 1211.HK and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


1211.HKXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

-0.73

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.06

+0.14

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

0.60

-0.18

Drawdowns

1211.HK vs. XRP-USD - Drawdown Comparison

The maximum 1211.HK drawdown since its inception was -87.01%, smaller than the maximum XRP-USD drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for 1211.HK and XRP-USD.


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Drawdown Indicators


1211.HKXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-87.01%

-95.65%

+8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-36.08%

-69.17%

+33.09%

Max Drawdown (3Y)

Largest decline over 3 years

-39.99%

-69.17%

+29.18%

Max Drawdown (5Y)

Largest decline over 5 years

-50.00%

-77.41%

+27.41%

Max Drawdown (10Y)

Largest decline over 10 years

-57.94%

Current Drawdown

Current decline from peak

-38.79%

-67.57%

+28.78%

Average Drawdown

Average peak-to-trough decline

-34.53%

-69.95%

+35.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.67%

43.81%

-18.14%

Volatility

1211.HK vs. XRP-USD - Volatility Comparison

The current volatility for BYD Co Ltd-H (1211.HK) is 11.07%, while XRP (XRP-USD) has a volatility of 14.11%. This indicates that 1211.HK experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1211.HKXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

14.11%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

28.09%

46.23%

-18.14%

Volatility (1Y)

Calculated over the trailing 1-year period

36.97%

56.04%

-19.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.28%

71.76%

-26.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.13%

103.28%

-56.15%

Frequently Asked Questions


1211.HK and XRP-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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