BYDDF vs. SLV
BYDDF (BYD Company Limited) is a stock, while SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price. Over the past 10 years, BYDDF returned 20.28%/yr vs 15.63%/yr for SLV. At a 0.12 correlation, their price movements are largely independent.
Performance
BYDDF vs. SLV - 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 SLV's 3.97% return. Over the past 10 years, BYDDF has outperformed SLV with an annualized return of 20.28%, while SLV has yielded a comparatively lower 15.63% 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%
SLV
- 1D
- 1.16%
- 1M
- 1.62%
- YTD
- 3.97%
- 6M
- 29.40%
- 1Y
- 113.72%
- 3Y*
- 45.73%
- 5Y*
- 21.04%
- 10Y*
- 15.63%
BYDDF vs. SLV - 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% |
SLV iShares Silver Trust | 3.97% | 144.66% | 20.89% | -1.09% | 2.37% | -12.45% | 47.30% | 14.88% | -9.19% | 5.82% |
Correlation
The correlation between BYDDF and SLV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.12 |
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Return for Risk
BYDDF vs. SLV — Risk / Return Rank
BYDDF
SLV
BYDDF vs. SLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and iShares Silver Trust (SLV). 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 | SLV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.36 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.69 | -3.55 |
| Martin ratioReturn relative to average drawdown | -1.26 | 5.76 | -7.02 |
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 | SLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 1.94 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.58 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.49 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.25 | -0.07 |
Drawdowns
BYDDF vs. SLV - Drawdown Comparison
The maximum BYDDF drawdown since its inception was -86.78%, which is greater than SLV's maximum drawdown of -76.28%. Use the drawdown chart below to compare losses from any high point for BYDDF and SLV.
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Drawdown Indicators
| BYDDF | SLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -76.28% | -10.50% |
Max Drawdown (1Y)Largest decline over 1 year | -36.12% | -42.45% | +6.33% |
Max Drawdown (3Y)Largest decline over 3 years | -41.23% | -42.45% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -42.45% | -5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | -42.81% | -15.64% |
Current DrawdownCurrent decline from peak | -38.94% | -36.57% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -40.97% | -44.67% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.47% | 19.81% | +4.66% |
Volatility
BYDDF vs. SLV - Volatility Comparison
The current volatility for BYD Company Limited (BYDDF) is 8.94%, while iShares Silver Trust (SLV) has a volatility of 16.34%. This indicates that BYDDF experiences smaller price fluctuations and is considered to be less risky than SLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDF | SLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.94% | 16.34% | -7.40% |
Volatility (6M)Calculated over the trailing 6-month period | 26.63% | 58.31% | -31.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.37% | 58.90% | -22.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.70% | 36.15% | +9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.11% | 31.83% | +15.28% |
Dividends
BYDDF vs. SLV - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 6.29%, while SLV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 6.29% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BYDDF and SLV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLV has higher volatility (16.34%) compared to BYDDF (8.94%). In terms of maximum drawdown, BYDDF dropped -86.78% vs SLV's -76.28%.
SLV currently has the higher Sharpe Ratio (1.94 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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