BYDDF vs. TM
BYDDF (BYD Company Limited) and TM (Toyota Motor Corporation) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 10 years, BYDDF returned 19.39%/yr vs 7.93%/yr for TM. At a 0.23 correlation, their price movements are largely independent.
Performance
BYDDF vs. TM - 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 TM's -18.74% return. Over the past 10 years, BYDDF has outperformed TM with an annualized return of 19.39%, while TM has yielded a comparatively lower 7.93% annualized 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%
TM
- 1D
- 0.68%
- 1M
- -6.22%
- YTD
- -18.74%
- 6M
- -19.50%
- 1Y
- 0.53%
- 3Y*
- 4.35%
- 5Y*
- 2.18%
- 10Y*
- 7.93%
BYDDF vs. TM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | -14.89% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 432.27% | -21.10% | -27.99% | 72.50% |
TM Toyota Motor Corporation | -18.74% | 13.82% | 8.88% | 38.23% | -24.43% | 23.21% | 13.62% | 22.69% | -5.81% | 12.10% |
Correlation
The correlation between BYDDF and TM is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2007 | 0.23 |
Fundamentals
BYDDF:
$94.18B
TM:
$226.70B
BYDDF:
CN¥3.05
TM:
¥2.98K
BYDDF:
22.90
TM:
9.37
BYDDF:
0.17
TM:
0.49
BYDDF:
0.80
TM:
0.71
BYDDF:
2.55
TM:
0.91
BYDDF:
CN¥783.83B
TM:
¥51.16T
BYDDF:
CN¥132.11B
TM:
¥8.54T
BYDDF:
CN¥68.89B
TM:
¥7.11T
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Return for Risk
BYDDF vs. TM — Risk / Return Rank
BYDDF
TM
BYDDF vs. TM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and Toyota Motor Corporation (TM). 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 | TM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.03 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 0.02 | -0.92 |
| Martin ratioReturn relative to average drawdown | -1.49 | 0.04 | -1.54 |
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Drawdowns
BYDDF vs. TM - Drawdown Comparison
The maximum BYDDF drawdown since its inception was -86.78%, which is greater than TM's maximum drawdown of -60.15%. Use the drawdown chart below to compare losses from any high point for BYDDF and TM.
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Drawdown Indicators
| BYDDF | TM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -60.15% | -26.63% |
Max Drawdown (1Y)Largest decline over 1 year | -39.83% | -30.71% | -9.12% |
Max Drawdown (3Y)Largest decline over 3 years | -45.83% | -34.92% | -10.91% |
Max Drawdown (5Y)Largest decline over 5 years | -48.35% | -36.80% | -11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | -36.80% | -21.65% |
Current DrawdownCurrent decline from peak | -45.83% | -29.94% | -15.89% |
Average DrawdownAverage peak-to-trough decline | -40.96% | -22.17% | -18.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.03% | 11.91% | +12.12% |
Volatility
BYDDF vs. TM - Volatility Comparison
BYD Company Limited (BYDDF) has a higher volatility of 8.37% compared to Toyota Motor Corporation (TM) at 7.54%. This indicates that BYDDF's price experiences larger fluctuations and is considered to be riskier than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDF | TM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 7.54% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 26.89% | 20.39% | +6.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.59% | 29.41% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.34% | 26.93% | +18.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.09% | 23.67% | +23.42% |
Dividends
BYDDF vs. TM - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 0.51%, less than TM's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 0.51% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% | 0.00% | 0.00% |
TM Toyota Motor Corporation | 1.65% | 2.95% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 1.30% | 3.40% | 2.96% | 3.23% | 5.59% |
Financials
BYDDF vs. TM - Financials Comparison
This section allows you to compare key financial metrics between BYD Company Limited and Toyota Motor Corporation. 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. TM - 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%.
TM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a gross profit of 1.94T and revenue of 12.83T. Therefore, the gross margin over that period was 15.1%.
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%.
TM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported an operating income of 579.96B and revenue of 12.83T, resulting in an operating margin of 4.5%.
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%.
TM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a net income of 832.22B and revenue of 12.83T, resulting in a net margin of 6.5%.
Frequently Asked Questions
BYDDF and TM have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDF has higher volatility (8.37%) compared to TM (7.54%). In terms of maximum drawdown, BYDDF dropped -86.78% vs TM's -60.15%.
TM currently has the higher Sharpe Ratio (0.02 vs -1.01), 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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