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BYDDY vs. IDCBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BYDDY vs. IDCBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Co Ltd ADR (BYDDY) and Industrial and Commercial Bank of China Limited (IDCBY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
26.34%
6.60%
BYDDY
IDCBY

Returns By Period

In the year-to-date period, BYDDY achieves a 24.60% return, which is significantly lower than IDCBY's 32.87% return. Over the past 10 years, BYDDY has outperformed IDCBY with an annualized return of 19.54%, while IDCBY has yielded a comparatively lower 5.88% annualized return.


BYDDY

YTD

24.60%

1M

-8.12%

6M

26.34%

1Y

11.19%

5Y (annualized)

48.71%

10Y (annualized)

19.54%

IDCBY

YTD

32.87%

1M

0.33%

6M

6.60%

1Y

33.69%

5Y (annualized)

3.60%

10Y (annualized)

5.88%

Fundamentals


BYDDYIDCBY
Market Cap$109.96B$281.96B
EPS$3.22$2.71
PE Ratio21.254.47
PEG Ratio0.671.69
Total Revenue (TTM)$677.00B$1.41T
Gross Profit (TTM)$137.21B$1.41T
EBITDA (TTM)$63.18B$2.63B

Key characteristics


BYDDYIDCBY
Sharpe Ratio0.221.16
Sortino Ratio0.591.81
Omega Ratio1.071.23
Calmar Ratio0.141.07
Martin Ratio0.617.24
Ulcer Index13.35%4.46%
Daily Std Dev37.82%27.87%
Max Drawdown-97.37%-46.03%
Current Drawdown-35.89%-5.58%

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Correlation

-0.50.00.51.00.3

The correlation between BYDDY and IDCBY is 0.27, 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.

Risk-Adjusted Performance

BYDDY vs. IDCBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd ADR (BYDDY) and Industrial and Commercial Bank of China Limited (IDCBY). 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 0.22, compared to the broader market-4.00-2.000.002.004.000.221.16
The chart of Sortino ratio for BYDDY, currently valued at 0.59, compared to the broader market-4.00-2.000.002.004.000.591.81
The chart of Omega ratio for BYDDY, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.23
The chart of Calmar ratio for BYDDY, currently valued at 0.14, compared to the broader market0.002.004.006.000.141.07
The chart of Martin ratio for BYDDY, currently valued at 0.61, compared to the broader market-10.000.0010.0020.0030.000.617.24
BYDDY
IDCBY

The current BYDDY Sharpe Ratio is 0.22, which is lower than the IDCBY Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of BYDDY and IDCBY, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.22
1.16
BYDDY
IDCBY

Dividends

BYDDY vs. IDCBY - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.26%, less than IDCBY's 7.03% yield.


TTM20232022202120202019201820172016201520142013
BYDDY
BYD Co Ltd ADR
1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%0.00%
IDCBY
Industrial and Commercial Bank of China Limited
7.03%8.64%8.51%7.37%5.73%4.70%5.33%4.23%6.00%6.81%5.77%5.70%

Drawdowns

BYDDY vs. IDCBY - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.37%, which is greater than IDCBY's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for BYDDY and IDCBY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.89%
-5.58%
BYDDY
IDCBY

Volatility

BYDDY vs. IDCBY - Volatility Comparison

BYD Co Ltd ADR (BYDDY) has a higher volatility of 10.73% compared to Industrial and Commercial Bank of China Limited (IDCBY) at 8.28%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than IDCBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.73%
8.28%
BYDDY
IDCBY

Financials

BYDDY vs. IDCBY - Financials Comparison

This section allows you to compare key financial metrics between BYD Co Ltd ADR and Industrial and Commercial Bank of China 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


Values in USD except per share items