BYDDF vs. EMB
BYDDF (BYD Company Limited) is a stock, while EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) is Emerging Markets Bonds fund tracking the JPMorgan EMBI Global Core Index. Over the past 10 years, BYDDF returned 20.28%/yr vs 3.29%/yr for EMB. At a 0.19 correlation, their price movements are largely independent.
Performance
BYDDF vs. EMB - Performance Comparison
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Returns By Period
In the year-to-date period, BYDDF achieves a -4.06% return, which is significantly lower than EMB's 2.01% return. Over the past 10 years, BYDDF has outperformed EMB with an annualized return of 20.28%, while EMB has yielded a comparatively lower 3.29% annualized return.
BYDDF
- 1D
- -1.13%
- 1M
- -10.00%
- YTD
- -4.06%
- 6M
- -6.77%
- 1Y
- -30.80%
- 3Y*
- 5.24%
- 5Y*
- 8.14%
- 10Y*
- 20.28%
EMB
- 1D
- 0.21%
- 1M
- 1.03%
- YTD
- 2.01%
- 6M
- 2.23%
- 1Y
- 11.38%
- 3Y*
- 9.69%
- 5Y*
- 1.90%
- 10Y*
- 3.29%
BYDDF vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | -4.06% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 432.27% | -21.10% | -27.99% | 72.50% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.01% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
Correlation
The correlation between BYDDF and EMB is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2007 | 0.19 |
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Return for Risk
BYDDF vs. EMB — Risk / Return Rank
BYDDF
EMB
BYDDF vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
| BYDDF | EMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -4.20 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.40 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.54 | -3.39 |
| Martin ratioReturn relative to average drawdown | -1.26 | 10.84 | -12.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BYDDF | EMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 2.06 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.20 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.33 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.44 | -0.26 |
Drawdowns
BYDDF vs. EMB - Drawdown Comparison
The maximum BYDDF drawdown since its inception was -86.78%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for BYDDF and EMB.
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Drawdown Indicators
| BYDDF | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -34.70% | -52.08% |
Max Drawdown (1Y)Largest decline over 1 year | -36.12% | -4.51% | -31.61% |
Max Drawdown (3Y)Largest decline over 3 years | -41.23% | -7.95% | -33.28% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -28.74% | -19.61% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | -28.74% | -29.71% |
Current DrawdownCurrent decline from peak | -38.94% | -0.17% | -38.77% |
Average DrawdownAverage peak-to-trough decline | -40.97% | -5.06% | -35.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.47% | 1.05% | +23.42% |
Volatility
BYDDF vs. EMB - Volatility Comparison
BYD Company Limited (BYDDF) has a higher volatility of 8.94% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.81%. This indicates that BYDDF's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDF | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.94% | 1.81% | +7.13% |
Volatility (6M)Calculated over the trailing 6-month period | 26.63% | 4.51% | +22.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.37% | 5.56% | +30.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.70% | 9.75% | +35.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.11% | 9.95% | +37.16% |
Dividends
BYDDF vs. EMB - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 6.29%, more than EMB's 5.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 6.29% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% | 0.00% | 0.00% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.04% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
Frequently Asked Questions
BYDDF and EMB have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDF has higher volatility (8.94%) compared to EMB (1.81%). In terms of maximum drawdown, BYDDF dropped -86.78% vs EMB's -34.70%.
EMB currently has the higher Sharpe Ratio (2.06 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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