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

Correlation

The correlation between BYDDY and FHKCX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

BYDDY vs. FHKCX - Performance Comparison

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

200.00%250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
265.69%
396.56%
BYDDY
FHKCX

Key characteristics

Sharpe Ratio

BYDDY:

1.03

FHKCX:

1.19

Sortino Ratio

BYDDY:

1.63

FHKCX:

1.80

Omega Ratio

BYDDY:

1.19

FHKCX:

1.22

Calmar Ratio

BYDDY:

0.66

FHKCX:

0.52

Martin Ratio

BYDDY:

3.92

FHKCX:

4.30

Ulcer Index

BYDDY:

9.94%

FHKCX:

5.92%

Daily Std Dev

BYDDY:

38.02%

FHKCX:

21.41%

Max Drawdown

BYDDY:

-97.37%

FHKCX:

-60.72%

Current Drawdown

BYDDY:

-34.72%

FHKCX:

-33.18%

Returns By Period

In the year-to-date period, BYDDY achieves a 26.88% return, which is significantly higher than FHKCX's 21.90% return. Over the past 10 years, BYDDY has outperformed FHKCX with an annualized return of 25.56%, while FHKCX has yielded a comparatively lower 6.92% annualized return.


BYDDY

YTD

26.88%

1M

1.83%

6M

14.42%

1Y

34.34%

5Y*

49.31%

10Y*

25.56%

FHKCX

YTD

21.90%

1M

-1.84%

6M

3.94%

1Y

23.29%

5Y*

3.87%

10Y*

6.92%

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Risk-Adjusted Performance

BYDDY vs. FHKCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Fidelity China Region Fund (FHKCX). 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 1.03, compared to the broader market-4.00-2.000.002.001.031.19
The chart of Sortino ratio for BYDDY, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.631.80
The chart of Omega ratio for BYDDY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.22
The chart of Calmar ratio for BYDDY, currently valued at 0.66, compared to the broader market0.002.004.006.000.660.52
The chart of Martin ratio for BYDDY, currently valued at 3.92, compared to the broader market-5.000.005.0010.0015.0020.0025.003.924.30
BYDDY
FHKCX

The current BYDDY Sharpe Ratio is 1.03, which is comparable to the FHKCX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of BYDDY and FHKCX, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.03
1.19
BYDDY
FHKCX

Dividends

BYDDY vs. FHKCX - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.24%, more than FHKCX's 0.05% yield.


TTM20232022202120202019201820172016201520142013
BYDDY
BYD Company Limited ADR
1.24%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%0.00%
FHKCX
Fidelity China Region Fund
0.05%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%12.04%

Drawdowns

BYDDY vs. FHKCX - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.37%, which is greater than FHKCX's maximum drawdown of -60.72%. Use the drawdown chart below to compare losses from any high point for BYDDY and FHKCX. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-34.72%
-33.18%
BYDDY
FHKCX

Volatility

BYDDY vs. FHKCX - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 10.80% compared to Fidelity China Region Fund (FHKCX) at 5.37%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than FHKCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.80%
5.37%
BYDDY
FHKCX
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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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