PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
7.82%
6.15%
BYDDY
FHKCX

Key characteristics

Sharpe Ratio

BYDDY:

1.01

FHKCX:

1.57

Sortino Ratio

BYDDY:

1.62

FHKCX:

2.30

Omega Ratio

BYDDY:

1.19

FHKCX:

1.28

Calmar Ratio

BYDDY:

0.64

FHKCX:

0.62

Martin Ratio

BYDDY:

3.69

FHKCX:

5.07

Ulcer Index

BYDDY:

10.28%

FHKCX:

6.59%

Daily Std Dev

BYDDY:

37.73%

FHKCX:

21.22%

Max Drawdown

BYDDY:

-97.37%

FHKCX:

-62.36%

Current Drawdown

BYDDY:

-35.68%

FHKCX:

-39.33%

Returns By Period

In the year-to-date period, BYDDY achieves a 0.18% return, which is significantly lower than FHKCX's 0.36% return. Over the past 10 years, BYDDY has outperformed FHKCX with an annualized return of 25.08%, while FHKCX has yielded a comparatively lower 4.77% annualized return.


BYDDY

YTD

0.18%

1M

-1.46%

6M

7.82%

1Y

36.70%

5Y*

42.29%

10Y*

25.08%

FHKCX

YTD

0.36%

1M

0.03%

6M

6.15%

1Y

29.67%

5Y*

0.20%

10Y*

4.77%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BYDDY vs. FHKCX — Risk-Adjusted Performance Rank

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

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 7373
Overall Rank
The Sharpe Ratio Rank of BYDDY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 7676
Martin Ratio Rank

FHKCX
The Risk-Adjusted Performance Rank of FHKCX is 6666
Overall Rank
The Sharpe Ratio Rank of FHKCX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FHKCX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of FHKCX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FHKCX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FHKCX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.01, compared to the broader market-2.000.002.004.001.011.57
The chart of Sortino ratio for BYDDY, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.001.622.30
The chart of Omega ratio for BYDDY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.28
The chart of Calmar ratio for BYDDY, currently valued at 0.64, compared to the broader market0.002.004.006.000.640.62
The chart of Martin ratio for BYDDY, currently valued at 3.69, compared to the broader market-10.000.0010.0020.0030.003.695.07
BYDDY
FHKCX

The current BYDDY Sharpe Ratio is 1.01, which is lower than the FHKCX Sharpe Ratio of 1.57. 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.01
1.57
BYDDY
FHKCX

Dividends

BYDDY vs. FHKCX - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.26%, less than FHKCX's 1.39% yield.


TTM20242023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
1.26%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
FHKCX
Fidelity China Region Fund
1.39%1.39%1.92%1.05%0.13%0.97%0.66%0.83%0.39%1.14%16.83%15.96%

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 -62.36%. 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%AugustSeptemberOctoberNovemberDecember2025
-35.68%
-39.33%
BYDDY
FHKCX

Volatility

BYDDY vs. FHKCX - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 8.25% compared to Fidelity China Region Fund (FHKCX) at 4.86%. 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%AugustSeptemberOctoberNovemberDecember2025
8.25%
4.86%
BYDDY
FHKCX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab