PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BYDDF vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BYDDF vs. EPOL

Last updated Jul 16, 2026
Documentation

BYDDF (BYD Company Limited) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past 10 years, BYDDF returned 18.66%/yr vs 12.24%/yr for EPOL. At a 0.29 correlation, their price movements are largely independent.

Performance

BYDDF vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited (BYDDF) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BYDDF achieves a -8.26% return, which is significantly lower than EPOL's 17.52% return. Over the past 10 years, BYDDF has outperformed EPOL with an annualized return of 18.66%, while EPOL has yielded a comparatively lower 12.24% annualized return.

BYDDF

1D
1.88%
1M
2.06%
6M
-10.14%
YTD
-8.26%
1Y
-29.37%
3Y*
0.72%
5Y*
5.68%
10Y*
18.66%

EPOL

1D
0.66%
1M
2.86%
6M
14.78%
YTD
17.52%
1Y
35.02%
3Y*
32.45%
5Y*
17.90%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDF vs. EPOL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BYDDF
BYD Company Limited		-8.26%11.38%24.71%13.22%-27.71%28.77%432.27%-21.10%-27.99%72.50%
EPOL
iShares MSCI Poland ETF		17.52%77.34%-2.61%50.70%-24.62%12.21%-8.38%-6.13%-13.76%52.43%

Correlation

The correlation between BYDDF and EPOL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.27

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

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 26, 2010

0.29

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

BYD Company Limited

iShares MSCI Poland ETF

Often compared with BYDDF:
BYDDF vs. BYDDYBYDDF vs. NIOBYDDF vs. XIACYBYDDF vs. TSLABYDDF vs. NVDABYDDF vs. GELYYBYDDF vs. TM
Often compared with EPOL:
EPOL vs. SPYEPOL vs. EWQEPOL vs. IBCJ.DEEPOL vs. EIRLEPOL vs. EWPEPOL vs. EWWEPOL vs. EWK

Return for Risk

BYDDF vs. EPOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BYDDF
BYDDF Risk / Return Rank: 1515
Overall Rank
BYDDF Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BYDDF Sortino Ratio Rank: 1212
Sortino Ratio Rank
BYDDF Omega Ratio Rank: 1515
Omega Ratio Rank
BYDDF Calmar Ratio Rank: 2121
Calmar Ratio Rank
BYDDF Martin Ratio Rank: 2020
Martin Ratio Rank
EPOL
EPOL Risk / Return Rank: 5959
Overall Rank
EPOL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 5656
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4949
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7777
Calmar Ratio Rank
EPOL Martin Ratio Rank: 6060
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.

BYDDF vs. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and iShares MSCI Poland ETF (EPOL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BYDDFEPOLDifference
Sharpe ratioReturn per unit of total volatility
-0.80
1.52

-2.32

Sortino ratioReturn per unit of downside risk
-1.09
2.17

-3.26

Omega ratioGain probability vs. loss probability

0.88

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.64

3.19

-3.83

Martin ratioReturn relative to average drawdown

-1.12

8.48

-9.61

BYDDF vs. EPOL - Sharpe Ratio Comparison

The current BYDDF Sharpe Ratio is -0.80, which is lower than the EPOL Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of BYDDF and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

BYDDF vs. EPOL - Drawdown Comparison

The maximum BYDDF drawdown since its inception was -86.78%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for BYDDF and EPOL.

Loading charts...

Drawdown Indicators

BYDDFEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-86.78%

-63.72%

-23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-45.86%

-11.04%

-34.82%

Max Drawdown (3Y)

Largest decline over 3 years

-51.26%

-21.81%

-29.45%

Max Drawdown (5Y)

Largest decline over 5 years

-51.26%

-54.21%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-58.45%

-61.41%

+2.96%

Current Drawdown

Current decline from peak

-41.61%

0.00%

-41.61%

Average Drawdown

Average peak-to-trough decline

-40.98%

-26.72%

-14.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.18%

4.14%

+22.04%

Volatility

BYDDF vs. EPOL - Volatility Comparison

BYD Company Limited (BYDDF) has a higher volatility of 12.77% compared to iShares MSCI Poland ETF (EPOL) at 6.01%. This indicates that BYDDF's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

BYDDFEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.77%

6.01%

+6.76%

Volatility (6M)

Calculated over the trailing 6-month period

28.00%

18.43%

+9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

36.90%

23.27%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.36%

29.14%

+16.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.15%

27.41%

+19.74%

Dividends

BYDDF vs. EPOL - Dividend Comparison

BYDDF's dividend yield for the trailing twelve months is around 0.47%, less than EPOL's 3.58% yield.

PositionTTM20252024202320222021202020192018201720162015
BYDDF
BYD Company Limited		0.47%6.04%1.28%0.58%0.07%0.07%0.03%0.58%0.00%2.03%0.00%0.00%
EPOL
iShares MSCI Poland ETF		3.58%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%

Frequently Asked Questions

BYDDF and EPOL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDDF has higher volatility (12.77%) compared to EPOL (6.01%). In terms of maximum drawdown, BYDDF dropped -86.78% vs EPOL's -63.72%.

EPOL currently has the higher Sharpe Ratio (1.52 vs -0.80), 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.

Portfolio Optimizer

Find the right allocation for BYDDF and EPOL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer