BYDDF vs. MRNA

Last updated Jun 13, 2026

BYDDF (BYD Company Limited) and MRNA (Moderna, Inc.) are both stocks. BYDDF operates in Auto Manufacturers (Consumer Cyclical), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, BYDDF returned 4.98%/yr vs -25.59%/yr for MRNA. At a 0.15 correlation, their price movements are largely independent.

Performance

BYDDF vs. MRNA - Performance Comparison

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

Returns By Period

In the year-to-date period, BYDDF achieves a -8.79% return, which is significantly lower than MRNA's 69.24% return.

BYDDF

• 1D: 0.54%
• 1M: -12.16%
• YTD: -8.79%
• 6M: -10.23%
• 1Y: -34.03%
• 3Y*: 1.99%
• 5Y*: 4.98%
• 10Y*: 20.79%

MRNA

• 1D: 0.54%
• 1M: -0.24%
• YTD: 69.24%
• 6M: 69.42%
• 1Y: 87.14%
• 3Y*: -26.94%
• 5Y*: -25.59%
• 10Y*: —

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

BYDDF vs. MRNA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BYDDF BYD Company Limited	-8.79%	11.38%	24.71%	13.22%	-27.71%	28.77%	432.27%	-21.10%	-10.84%
MRNA Moderna, Inc.	69.24%	-29.08%	-58.19%	-44.63%	-29.28%	143.11%	434.10%	28.09%	-30.59%

Correlation

The correlation between BYDDF and MRNA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018	0.15

Fundamentals

Market Cap BYDDF : $100.93B MRNA : $19.71B
EPS BYDDF : CN¥3.05 MRNA : -$8.16
PS Ratio BYDDF : 0.86 MRNA : 8.78
PB Ratio BYDDF : 2.74 MRNA : 2.66
Total Revenue (TTM) BYDDF : CN¥783.83B MRNA : $2.23B
Gross Profit (TTM) BYDDF : CN¥132.11B MRNA : -$309.00M
EBITDA (TTM) BYDDF : CN¥68.89B MRNA : -$3.02B

Return for Risk

BYDDF vs. MRNA — Risk / Return Rank

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

BYDDF

BYDDF Risk / Return Rank: 5
BYDDF Sharpe Ratio Rank: 5
BYDDF Sortino Ratio Rank: 6
BYDDF Omega Ratio Rank: 9
BYDDF Calmar Ratio Rank: 0
BYDDF Martin Ratio Rank: 6

MRNA

MRNA Risk / Return Rank: 78
MRNA Sharpe Ratio Rank: 80
MRNA Sortino Ratio Rank: 79
MRNA Omega Ratio Rank: 75
MRNA Calmar Ratio Rank: 79
MRNA Martin Ratio Rank: 76

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. MRNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and Moderna, Inc. (MRNA). 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	MRNA	Difference
Sharpe ratio: Return per unit of total volatility	-1.02	1.28	-2.30
Sortino ratio: Return per unit of downside risk	-1.52	2.13	-3.65
Omega ratio: Gain probability vs. loss probability	0.84	1.24	-0.40
Calmar ratio: Return relative to maximum drawdown	-1.01	2.34	-3.34
Martin ratio: Return relative to average drawdown	-1.53	4.59	-6.12

BYDDF vs. MRNA - Sharpe Ratio Comparison

The current BYDDF Sharpe Ratio is -1.02, which is lower than the MRNA Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BYDDF and MRNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BYDDF vs. MRNA - Drawdown Comparison

The maximum BYDDF drawdown since its inception was -86.78%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for BYDDF and MRNA.

Drawdown Indicators

	BYDDF	MRNA	Difference
Max Drawdown Largest peak-to-trough decline	-86.78%	-95.38%	+8.60%
Max Drawdown (1Y) Largest decline over 1 year	-35.94%	-35.51%	-0.43%
Max Drawdown (3Y) Largest decline over 3 years	-42.33%	-86.58%	+44.25%
Max Drawdown (5Y) Largest decline over 5 years	-48.35%	-95.38%	+47.03%
Max Drawdown (10Y) Largest decline over 10 years	-58.45%	—	—
Current Drawdown Current decline from peak	-41.95%	-89.70%	+47.75%
Average Drawdown Average peak-to-trough decline	-40.96%	-57.06%	+16.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.18%	18.06%	+6.12%

Volatility

BYDDF vs. MRNA - Volatility Comparison

The current volatility for BYD Company Limited (BYDDF) is 8.62%, while Moderna, Inc. (MRNA) has a volatility of 17.56%. This indicates that BYDDF experiences smaller price fluctuations and is considered to be less risky than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BYDDF	MRNA	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.62%	17.56%	-8.94%
Volatility (6M) Calculated over the trailing 6-month period	26.73%	48.82%	-22.09%
Volatility (1Y) Calculated over the trailing 1-year period	35.63%	64.75%	-29.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.54%	66.49%	-20.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.10%	72.15%	-25.05%

Dividends

BYDDF vs. MRNA - Dividend Comparison

BYDDF's dividend yield for the trailing twelve months is around 0.47%, while MRNA has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BYDDF BYD Company Limited	0.47%	6.04%	1.28%	0.58%	0.07%	0.07%	0.03%	0.58%	0.00%	2.03%
MRNA Moderna, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both BYDDF and MRNA in my portfolio?

BYDDF and MRNA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BYDDF or MRNA?

MRNA has higher volatility (17.56%) compared to BYDDF (8.62%). In terms of maximum drawdown, BYDDF dropped -86.78% vs MRNA's -95.38%.

Which has better risk-adjusted returns?

MRNA currently has the higher Sharpe Ratio (1.28 vs -1.02), 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.