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BYDDY vs. BYDDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BYDDY vs. BYDDF - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with BYDDY having a -14.62% return and BYDDF slightly lower at -14.89%. Both investments have delivered pretty close results over the past 10 years, with BYDDY having a 19.05% annualized return and BYDDF not far ahead at 19.39%.


BYDDY

1D
-0.96%
1M
-10.40%
YTD
-14.62%
6M
-13.84%
1Y
-36.17%
3Y*
-2.46%
5Y*
1.43%
10Y*
19.05%

BYDDF

1D
-1.05%
1M
-10.37%
YTD
-14.89%
6M
-13.65%
1Y
-35.85%
3Y*
-1.56%
5Y*
2.02%
10Y*
19.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDY vs. BYDDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYDDY
BYD Company Limited ADR
-14.62%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%
BYDDF
BYD Company Limited
-14.89%11.38%24.71%13.22%-27.71%28.77%432.27%-21.10%-27.99%72.50%

Correlation

The correlation between BYDDY and BYDDF is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

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

0.98

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

0.94

The correlation between BYDDY and BYDDF has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

Fundamentals

Market Cap

BYDDY:

$93.82B

BYDDF:

$94.18B

EPS

BYDDY:

CN¥3.03

BYDDF:

CN¥3.05

PE Ratio

BYDDY:

22.99

BYDDF:

22.94

PEG Ratio

BYDDY:

0.17

BYDDF:

0.17

PS Ratio

BYDDY:

0.81

BYDDF:

0.81

PB Ratio

BYDDY:

2.54

BYDDF:

2.55

Total Revenue (TTM)

BYDDY:

CN¥779.53B

BYDDF:

CN¥783.83B

Gross Profit (TTM)

BYDDY:

CN¥132.63B

BYDDF:

CN¥132.11B

EBITDA (TTM)

BYDDY:

CN¥33.66B

BYDDF:

CN¥68.89B

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Return for Risk

BYDDY vs. BYDDF — Risk / Return Rank

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

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

BYDDF
BYDDF Risk / Return Rank: 66
Overall Rank
BYDDF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BYDDF Sortino Ratio Rank: 66
Sortino Ratio Rank
BYDDF Omega Ratio Rank: 99
Omega Ratio Rank
BYDDF Calmar Ratio Rank: 66
Calmar Ratio Rank
BYDDF Martin Ratio Rank: 66
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. BYDDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and BYD Company Limited (BYDDF). 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.


BYDDYBYDDFDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

0.84

0.84

0.00

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.90

-0.02

Martin ratioReturn relative to average drawdown

-1.56

-1.49

-0.07

BYDDY vs. BYDDF - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.99, which is comparable to the BYDDF Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of BYDDY and BYDDF, 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. BYDDF - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.38%, which is greater than BYDDF's maximum drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for BYDDY and BYDDF.


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Drawdown Indicators


BYDDYBYDDFDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-86.78%

-10.60%

Max Drawdown (1Y)

Largest decline over 1 year

-39.10%

-39.83%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-47.06%

-45.83%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

-48.35%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

-58.45%

+0.27%

Current Drawdown

Current decline from peak

-47.06%

-45.83%

-1.23%

Average Drawdown

Average peak-to-trough decline

-63.72%

-40.96%

-22.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.18%

24.03%

-0.85%

Volatility

BYDDY vs. BYDDF - Volatility Comparison

BYD Company Limited ADR (BYDDY) and BYD Company Limited (BYDDF) have volatilities of 8.51% and 8.37%, 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


BYDDYBYDDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

8.37%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

28.58%

26.89%

+1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

36.83%

35.59%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.59%

45.34%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.24%

47.09%

+0.15%

Dividends

BYDDY vs. BYDDF - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.51%, which matches BYDDF's 0.51% yield.


PositionTTM2025202420232022202120202019201820172016
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%
BYDDY
BYD Company Limited ADR
0.51%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%

Financials

BYDDY vs. BYDDF - Financials Comparison

This section allows you to compare key financial metrics between BYD Company Limited ADR and BYD Company Limited. 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


50.00B100.00B150.00B200.00B250.00B20222023202420252026
150.23B
150.23B
(BYDDY) Total Revenue
(BYDDF) Total Revenue
Values in CNY except per share items

BYDDY vs. BYDDF - Profitability Comparison

The chart below illustrates the profitability comparison between BYD Company Limited ADR and BYD Company Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

12.0%14.0%16.0%18.0%20.0%22.0%20222023202420252026
18.8%
18.8%
Portfolio components
BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.

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%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.

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%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.

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%.


Frequently Asked Questions


With a correlation of 0.97, BYDDY and BYDDF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BYDDY has higher volatility (8.51%) compared to BYDDF (8.37%). In terms of maximum drawdown, BYDDY dropped -97.38% vs BYDDF's -86.78%.

BYDDY currently has the higher Sharpe Ratio (-0.99 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.

Portfolio Optimizer

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