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BYDDY vs. AM.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BYDDY vs. AM.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited ADR (BYDDY) and Dassault Aviation SA (AM.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BYDDY is traded in USD, while AM.PA is traded in EUR. To make them comparable, the AM.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BYDDY achieves a -8.48% return, which is significantly lower than AM.PA's 8.65% return. Both investments have delivered pretty close results over the past 10 years, with BYDDY having a 20.45% annualized return and AM.PA not far behind at 19.50%.


BYDDY

1D
0.66%
1M
-13.95%
YTD
-8.48%
6M
-10.33%
1Y
-36.06%
3Y*
1.04%
5Y*
4.37%
10Y*
20.45%

AM.PA

1D
-1.17%
1M
5.41%
YTD
8.65%
6M
9.34%
1Y
-1.01%
3Y*
24.94%
5Y*
24.44%
10Y*
19.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDY vs. AM.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYDDY
BYD Company Limited ADR
-8.48%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%
AM.PA
Dassault Aviation SA
8.65%59.93%4.93%18.88%59.08%12.93%-16.55%14.16%-2.09%53.39%

Correlation

The correlation between BYDDY and AM.PA is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.11

The correlation between BYDDY and AM.PA shifts across timeframes, from -0.03 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BYDDY vs. AM.PA — Risk / Return Rank

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

BYDDY
BYDDY Risk / Return Rank: 55
Overall Rank
BYDDY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 77
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 99
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 00
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 55
Martin Ratio Rank

AM.PA
AM.PA Risk / Return Rank: 3939
Overall Rank
AM.PA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AM.PA Sortino Ratio Rank: 3636
Sortino Ratio Rank
AM.PA Omega Ratio Rank: 3636
Omega Ratio Rank
AM.PA Calmar Ratio Rank: 4242
Calmar Ratio Rank
AM.PA Martin Ratio Rank: 4141
Martin Ratio Rank
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.

BYDDY vs. AM.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Dassault Aviation SA (AM.PA). 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.


BYDDYAM.PADifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

0.84

1.02

-0.18

Calmar ratioReturn relative to maximum drawdown

-1.03

-0.05

-0.98

Martin ratioReturn relative to average drawdown

-1.59

-0.10

-1.49

BYDDY vs. AM.PA - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.98, which is lower than the AM.PA Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of BYDDY and AM.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BYDDY vs. AM.PA - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.38%, which is greater than AM.PA's maximum drawdown of -58.61%. Use the drawdown chart below to compare losses from any high point for BYDDY and AM.PA.


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Drawdown Indicators


BYDDYAM.PADifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-58.61%

-38.77%

Max Drawdown (1Y)

Largest decline over 1 year

-35.21%

-21.79%

-13.42%

Max Drawdown (3Y)

Largest decline over 3 years

-43.68%

-22.11%

-21.57%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

-35.72%

-12.44%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

-58.61%

+0.43%

Current Drawdown

Current decline from peak

-43.25%

-16.08%

-27.17%

Average Drawdown

Average peak-to-trough decline

-63.73%

-13.76%

-49.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.19%

10.52%

+13.67%

Volatility

BYDDY vs. AM.PA - Volatility Comparison

BYD Company Limited ADR (BYDDY) and Dassault Aviation SA (AM.PA) have volatilities of 8.66% and 8.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYDDYAM.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

8.30%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

28.41%

25.12%

+3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

37.02%

31.78%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.80%

30.48%

+15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.24%

31.03%

+16.21%

Dividends

BYDDY vs. AM.PA - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.48%, less than AM.PA's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
AM.PA
Dassault Aviation SA
1.61%1.72%1.71%1.67%1.57%12.95%0.00%18.12%12.64%9.32%11.40%8.72%
BYDDY
BYD Company Limited ADR
0.48%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%0.00%

Financials

BYDDY vs. AM.PA - Financials Comparison

This section allows you to compare key financial metrics between BYD Company Limited ADR and Dassault Aviation SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. BYDDY values in CNY, AM.PA values in EUR

Frequently Asked Questions


BYDDY and AM.PA have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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