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BYDDF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BYDDF and VOO is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

BYDDF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited (BYDDF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BYDDF:

1.98

VOO:

0.72

Sortino Ratio

BYDDF:

2.55

VOO:

1.15

Omega Ratio

BYDDF:

1.32

VOO:

1.17

Calmar Ratio

BYDDF:

2.42

VOO:

0.77

Martin Ratio

BYDDF:

8.06

VOO:

2.94

Ulcer Index

BYDDF:

11.29%

VOO:

4.87%

Daily Std Dev

BYDDF:

45.92%

VOO:

19.40%

Max Drawdown

BYDDF:

-86.72%

VOO:

-33.99%

Current Drawdown

BYDDF:

-1.82%

VOO:

-3.85%

Returns By Period

In the year-to-date period, BYDDF achieves a 56.94% return, which is significantly higher than VOO's 0.59% return. Over the past 10 years, BYDDF has outperformed VOO with an annualized return of 24.60%, while VOO has yielded a comparatively lower 12.75% annualized return.


BYDDF

YTD

56.94%

1M

8.24%

6M

53.28%

1Y

89.96%

5Y*

57.91%

10Y*

24.60%

VOO

YTD

0.59%

1M

9.01%

6M

-0.97%

1Y

13.78%

5Y*

17.33%

10Y*

12.75%

*Annualized

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Risk-Adjusted Performance

BYDDF vs. VOO — Risk-Adjusted Performance Rank

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

BYDDF
The Risk-Adjusted Performance Rank of BYDDF is 9393
Overall Rank
The Sharpe Ratio Rank of BYDDF is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDF is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BYDDF is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BYDDF is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BYDDF is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7070
Overall Rank
The Sharpe Ratio Rank of VOO is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BYDDF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and Vanguard S&P 500 ETF (VOO). 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.


The current BYDDF Sharpe Ratio is 1.98, which is higher than the VOO Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of BYDDF and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BYDDF vs. VOO - Dividend Comparison

BYDDF's dividend yield for the trailing twelve months is around 1.09%, less than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
BYDDF
BYD Company Limited
1.09%1.71%0.77%0.09%0.09%0.04%0.20%0.12%0.10%0.34%0.00%0.21%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BYDDF vs. VOO - Drawdown Comparison

The maximum BYDDF drawdown since its inception was -86.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BYDDF and VOO. For additional features, visit the drawdowns tool.


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Volatility

BYDDF vs. VOO - Volatility Comparison

BYD Company Limited (BYDDF) has a higher volatility of 14.64% compared to Vanguard S&P 500 ETF (VOO) at 6.20%. This indicates that BYDDF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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