BYDDF vs. LI
BYDDF (BYD Company Limited) and LI (Li Auto Inc.) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 5 years, BYDDF returned 2.02%/yr vs -15.19%/yr for LI. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
BYDDF vs. LI - Performance Comparison
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Returns By Period
In the year-to-date period, BYDDF achieves a -14.89% return, which is significantly higher than LI's -21.97% return.
BYDDF
- 1D
- -1.05%
- 1M
- -13.51%
- YTD
- -14.89%
- 6M
- -14.17%
- 1Y
- -35.85%
- 3Y*
- -1.56%
- 5Y*
- 2.02%
- 10Y*
- 19.39%
LI
- 1D
- -2.72%
- 1M
- -18.36%
- YTD
- -21.97%
- 6M
- -18.36%
- 1Y
- -50.00%
- 3Y*
- -27.32%
- 5Y*
- -15.19%
- 10Y*
- —
BYDDF vs. LI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | -14.89% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 171.32% |
LI Li Auto Inc. | -21.97% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
Correlation
The correlation between BYDDF and LI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.56 |
The correlation between BYDDF and LI has been stable across timeframes, ranging from 0.56 to 0.59 - a consistent structural relationship.
Fundamentals
BYDDF:
$94.18B
LI:
$13.39B
BYDDF:
CN¥3.05
LI:
-CN¥1.74
BYDDF:
0.80
LI:
0.85
BYDDF:
2.55
LI:
1.30
BYDDF:
CN¥783.83B
LI:
CN¥108.98B
BYDDF:
CN¥132.11B
LI:
CN¥17.42B
BYDDF:
CN¥68.89B
LI:
-CN¥2.83B
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Return for Risk
BYDDF vs. LI — Risk / Return Rank
BYDDF
LI
BYDDF vs. LI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and Li Auto Inc. (LI). 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.
| BYDDF | LI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 0.78 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | -0.86 | -0.05 |
| Martin ratioReturn relative to average drawdown | -1.49 | -1.31 | -0.18 |
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Drawdowns
BYDDF vs. LI - Drawdown Comparison
The maximum BYDDF drawdown since its inception was -86.78%, which is greater than LI's maximum drawdown of -71.68%. Use the drawdown chart below to compare losses from any high point for BYDDF and LI.
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Drawdown Indicators
| BYDDF | LI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -71.68% | -15.10% |
Max Drawdown (1Y)Largest decline over 1 year | -39.83% | -58.46% | +18.63% |
Max Drawdown (3Y)Largest decline over 3 years | -45.83% | -71.68% | +25.85% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -71.68% | +23.33% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | — | — |
Current DrawdownCurrent decline from peak | -45.83% | -71.68% | +25.85% |
Average DrawdownAverage peak-to-trough decline | -40.96% | -40.01% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.03% | 38.06% | -14.03% |
Volatility
BYDDF vs. LI - Volatility Comparison
The current volatility for BYD Company Limited (BYDDF) is 8.37%, while Li Auto Inc. (LI) has a volatility of 11.65%. This indicates that BYDDF experiences smaller price fluctuations and is considered to be less risky than LI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDF | LI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 11.65% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 26.89% | 29.07% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 40.10% | -4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.34% | 63.45% | -18.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.09% | 68.26% | -21.17% |
Dividends
BYDDF vs. LI - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 0.51%, while LI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 0.51% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% |
LI Li Auto Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
BYDDF vs. LI - Financials Comparison
This section allows you to compare key financial metrics between BYD Company Limited and Li Auto Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BYDDF vs. LI - Profitability Comparison
BYDDF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BYD Company Limited reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.
LI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a gross profit of 1.80B and revenue of 22.84B. Therefore, the gross margin over that period was 7.9%.
BYDDF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.
LI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported an operating income of -2.95B and revenue of 22.84B, resulting in an operating margin of -12.9%.
BYDDF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.
LI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Li Auto Inc. reported a net income of -2.28B and revenue of 22.84B, resulting in a net margin of -10.0%.
Frequently Asked Questions
BYDDF and LI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LI has higher volatility (11.65%) compared to BYDDF (8.37%). In terms of maximum drawdown, BYDDF dropped -86.78% vs LI's -71.68%.
BYDDF currently has the higher Sharpe Ratio (-1.01 vs -1.25), 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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