PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BYDDY vs. IDCBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.3

Performance

BYDDY vs. IDCBY - Performance Comparison

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

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
283.06%
276.26%
BYDDY
IDCBY

Key characteristics

Sharpe Ratio

BYDDY:

1.03

IDCBY:

1.60

Sortino Ratio

BYDDY:

1.63

IDCBY:

2.34

Omega Ratio

BYDDY:

1.19

IDCBY:

1.30

Calmar Ratio

BYDDY:

0.66

IDCBY:

1.50

Martin Ratio

BYDDY:

3.92

IDCBY:

9.89

Ulcer Index

BYDDY:

9.94%

IDCBY:

4.58%

Daily Std Dev

BYDDY:

38.02%

IDCBY:

28.36%

Max Drawdown

BYDDY:

-97.37%

IDCBY:

-46.03%

Current Drawdown

BYDDY:

-34.72%

IDCBY:

-1.34%

Fundamentals

Market Cap

BYDDY:

$107.97B

IDCBY:

$292.50B

EPS

BYDDY:

$3.20

IDCBY:

$2.69

PE Ratio

BYDDY:

21.56

IDCBY:

4.61

PEG Ratio

BYDDY:

0.67

IDCBY:

1.76

Total Revenue (TTM)

BYDDY:

$677.00B

IDCBY:

$1.41T

Gross Profit (TTM)

BYDDY:

$137.21B

IDCBY:

$1.41T

EBITDA (TTM)

BYDDY:

$63.18B

IDCBY:

$2.63B

Returns By Period

In the year-to-date period, BYDDY achieves a 26.88% return, which is significantly lower than IDCBY's 38.84% return. Over the past 10 years, BYDDY has outperformed IDCBY with an annualized return of 25.56%, while IDCBY has yielded a comparatively lower 5.19% annualized return.


BYDDY

YTD

26.88%

1M

1.83%

6M

14.42%

1Y

34.34%

5Y*

49.31%

10Y*

25.56%

IDCBY

YTD

38.84%

1M

4.50%

6M

17.30%

1Y

44.14%

5Y*

3.31%

10Y*

5.19%

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. IDCBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited 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 1.03, compared to the broader market-4.00-2.000.002.001.031.60
The chart of Sortino ratio for BYDDY, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.632.34
The chart of Omega ratio for BYDDY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.30
The chart of Calmar ratio for BYDDY, currently valued at 0.66, compared to the broader market0.002.004.006.000.661.50
The chart of Martin ratio for BYDDY, currently valued at 3.92, compared to the broader market-5.000.005.0010.0015.0020.0025.003.929.89
BYDDY
IDCBY

The current BYDDY Sharpe Ratio is 1.03, which is lower than the IDCBY Sharpe Ratio of 1.60. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.03
1.60
BYDDY
IDCBY

Dividends

BYDDY vs. IDCBY - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.24%, less than IDCBY's 6.73% 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%
IDCBY
Industrial and Commercial Bank of China Limited
6.73%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%JulyAugustSeptemberOctoberNovemberDecember
-34.72%
-1.34%
BYDDY
IDCBY

Volatility

BYDDY vs. IDCBY - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 10.80% compared to Industrial and Commercial Bank of China Limited (IDCBY) at 6.50%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.80%
6.50%
BYDDY
IDCBY

Financials

BYDDY vs. IDCBY - Financials Comparison

This section allows you to compare key financial metrics between BYD Company Limited 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
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 © 2024 PortfoliosLab