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BYDDY vs. DFEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BYDDY vs. DFEN.DE - Performance Comparison

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

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Different Trading Currencies

BYDDY is traded in USD, while DFEN.DE is traded in EUR. To make them comparable, the DFEN.DE 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 DFEN.DE's 1.46% return.


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%

DFEN.DE

1D
0.49%
1M
1.00%
YTD
1.46%
6M
2.92%
1Y
13.94%
3Y*
40.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDY vs. DFEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023
BYDDY
BYD Company Limited ADR
-8.48%7.97%24.81%-4.76%
DFEN.DE
VanEck Defense UCITS ETF A
1.46%70.20%43.28%24.17%

Correlation

The correlation between BYDDY and DFEN.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2023

0.13

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Return for Risk

BYDDY vs. DFEN.DE — 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

DFEN.DE
DFEN.DE Risk / Return Rank: 1919
Overall Rank
DFEN.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DFEN.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
DFEN.DE Omega Ratio Rank: 1919
Omega Ratio Rank
DFEN.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DFEN.DE Martin Ratio Rank: 1818
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. DFEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and VanEck Defense UCITS ETF A (DFEN.DE). 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.


BYDDYDFEN.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

0.84

1.11

-0.27

Calmar ratioReturn relative to maximum drawdown

-1.03

0.71

-1.74

Martin ratioReturn relative to average drawdown

-1.59

1.73

-3.32

BYDDY vs. DFEN.DE - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.98, which is lower than the DFEN.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BYDDY and DFEN.DE, 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. DFEN.DE - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.38%, which is greater than DFEN.DE's maximum drawdown of -19.59%. Use the drawdown chart below to compare losses from any high point for BYDDY and DFEN.DE.


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Drawdown Indicators


BYDDYDFEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-19.59%

-77.79%

Max Drawdown (1Y)

Largest decline over 1 year

-35.21%

-19.59%

-15.62%

Max Drawdown (3Y)

Largest decline over 3 years

-43.68%

-19.59%

-24.09%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

Current Drawdown

Current decline from peak

-43.25%

-16.58%

-26.67%

Average Drawdown

Average peak-to-trough decline

-63.73%

-3.51%

-60.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.19%

8.02%

+16.17%

Volatility

BYDDY vs. DFEN.DE - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 8.66% compared to VanEck Defense UCITS ETF A (DFEN.DE) at 7.93%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than DFEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYDDYDFEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

7.93%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

28.41%

19.89%

+8.52%

Volatility (1Y)

Calculated over the trailing 1-year period

37.02%

25.41%

+11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.80%

21.76%

+24.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.24%

21.76%

+25.48%

Dividends

BYDDY vs. DFEN.DE - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.48%, while DFEN.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
DFEN.DE
VanEck Defense UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BYDDY and DFEN.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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