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BYDDY vs. EIXIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BYDDY and EIXIX is 0.05, 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.


-0.50.00.51.00.0

Performance

BYDDY vs. EIXIX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.58%
0.22%
BYDDY
EIXIX

Key characteristics

Sharpe Ratio

BYDDY:

0.87

EIXIX:

0.08

Sortino Ratio

BYDDY:

1.45

EIXIX:

0.14

Omega Ratio

BYDDY:

1.17

EIXIX:

1.02

Calmar Ratio

BYDDY:

0.56

EIXIX:

0.03

Martin Ratio

BYDDY:

3.37

EIXIX:

0.20

Ulcer Index

BYDDY:

9.88%

EIXIX:

1.44%

Daily Std Dev

BYDDY:

38.20%

EIXIX:

3.50%

Max Drawdown

BYDDY:

-97.37%

EIXIX:

-13.76%

Current Drawdown

BYDDY:

-35.11%

EIXIX:

-9.40%

Returns By Period

In the year-to-date period, BYDDY achieves a 26.13% return, which is significantly higher than EIXIX's -0.24% return.


BYDDY

YTD

26.13%

1M

0.41%

6M

13.57%

1Y

38.15%

5Y*

49.18%

10Y*

25.90%

EIXIX

YTD

-0.24%

1M

-1.35%

6M

0.22%

1Y

-0.05%

5Y*

0.24%

10Y*

N/A

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Risk-Adjusted Performance

BYDDY vs. EIXIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Catalyst Enhanced Income Strategy Fund (EIXIX). 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.


Sharpe ratio
The chart of Sharpe ratio for BYDDY, currently valued at 0.87, compared to the broader market-4.00-2.000.002.000.870.08
The chart of Sortino ratio for BYDDY, currently valued at 1.45, compared to the broader market-4.00-2.000.002.004.001.450.14
The chart of Omega ratio for BYDDY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.02
The chart of Calmar ratio for BYDDY, currently valued at 0.69, compared to the broader market0.002.004.006.000.690.03
The chart of Martin ratio for BYDDY, currently valued at 3.37, compared to the broader market0.0010.0020.003.370.20
BYDDY
EIXIX

The current BYDDY Sharpe Ratio is 0.87, which is higher than the EIXIX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BYDDY and EIXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.87
0.08
BYDDY
EIXIX

Dividends

BYDDY vs. EIXIX - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.25%, less than EIXIX's 8.50% yield.


TTM2023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
1.25%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
EIXIX
Catalyst Enhanced Income Strategy Fund
8.50%8.57%6.68%7.05%5.65%3.99%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BYDDY vs. EIXIX - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.37%, which is greater than EIXIX's maximum drawdown of -13.76%. Use the drawdown chart below to compare losses from any high point for BYDDY and EIXIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.76%
-9.40%
BYDDY
EIXIX

Volatility

BYDDY vs. EIXIX - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 10.83% compared to Catalyst Enhanced Income Strategy Fund (EIXIX) at 1.22%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than EIXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.83%
1.22%
BYDDY
EIXIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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