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BYDDY vs. IDCBY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, BYDDY achieves a 0.25% return, which is significantly lower than IDCBY's 10.39% return. Over the past 10 years, BYDDY has outperformed IDCBY with an annualized return of 20.84%, while IDCBY has yielded a comparatively lower 12.70% annualized return.


BYDDY

1D
3.94%
1M
-9.00%
YTD
0.25%
6M
-4.78%
1Y
-25.90%
3Y*
5.87%
5Y*
9.18%
10Y*
20.84%

IDCBY

1D
2.37%
1M
-1.50%
YTD
10.39%
6M
11.12%
1Y
30.66%
3Y*
28.48%
5Y*
15.25%
10Y*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDY vs. IDCBY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYDDY
BYD Company Limited ADR
0.25%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%
IDCBY
Industrial and Commercial Bank of China Limited
10.39%32.13%47.21%3.91%-2.05%-6.39%-12.54%13.02%-8.08%42.02%

Correlation

The correlation between BYDDY and IDCBY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2009

0.36

The correlation between BYDDY and IDCBY shifts across timeframes, from 0.25 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BYDDY:

$110.68B

IDCBY:

$308.29B

EPS

BYDDY:

$3.03

IDCBY:

$20.11

PE Ratio

BYDDY:

4.01

IDCBY:

0.86

PEG Ratio

BYDDY:

0.03

IDCBY:

1.08

PS Ratio

BYDDY:

0.14

IDCBY:

0.24

PB Ratio

BYDDY:

0.44

IDCBY:

0.08

Total Revenue (TTM)

BYDDY:

$779.53B

IDCBY:

$1.28T

Gross Profit (TTM)

BYDDY:

$132.63B

IDCBY:

$499.90B

EBITDA (TTM)

BYDDY:

$33.66B

IDCBY:

$428.13B

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Return for Risk

BYDDY vs. IDCBY — Risk / Return Rank

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

BYDDY
BYDDY Risk / Return Rank: 1515
Overall Rank
BYDDY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 1313
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 1515
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 1515
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 2121
Martin Ratio Rank

IDCBY
IDCBY Risk / Return Rank: 8181
Overall Rank
IDCBY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IDCBY Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDCBY Omega Ratio Rank: 7777
Omega Ratio Rank
IDCBY Calmar Ratio Rank: 7979
Calmar Ratio Rank
IDCBY Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BYDDY vs. IDCBY - Risk-Adjusted Trends 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.


BYDDYIDCBYDifference

Sharpe ratio

Return per unit of total volatility

-0.69

1.69

-2.38

Sortino ratio

Return per unit of downside risk

-0.88

2.43

-3.31

Omega ratio

Gain probability vs. loss probability

0.90

1.28

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.68

2.64

-3.32

Martin ratio

Return relative to average drawdown

-0.97

7.67

-8.64

BYDDY vs. IDCBY - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.69, which is lower than the IDCBY Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of BYDDY and IDCBY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BYDDYIDCBYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.69

1.69

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.72

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.56

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.15

+0.02

Drawdowns

BYDDY vs. IDCBY - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.38%, which is greater than IDCBY's maximum drawdown of -78.73%. Use the drawdown chart below to compare losses from any high point for BYDDY and IDCBY.


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Drawdown Indicators


BYDDYIDCBYDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-78.73%

-18.65%

Max Drawdown (1Y)

Largest decline over 1 year

-37.83%

-11.23%

-26.60%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

-15.87%

-26.42%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

-25.73%

-22.43%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

-39.70%

-18.48%

Current Drawdown

Current decline from peak

-37.84%

-3.94%

-33.90%

Average Drawdown

Average peak-to-trough decline

-63.79%

-49.02%

-14.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.46%

3.86%

+22.60%

Volatility

BYDDY vs. IDCBY - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 8.45% compared to Industrial and Commercial Bank of China Limited (IDCBY) at 4.77%. 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.


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Volatility by Period


BYDDYIDCBYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

4.77%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

28.09%

13.04%

+15.05%

Volatility (1Y)

Calculated over the trailing 1-year period

37.62%

18.28%

+19.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.95%

21.20%

+24.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.25%

22.87%

+24.38%

Dividends

BYDDY vs. IDCBY - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.45%, less than IDCBY's 7.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BYDDY
BYD Company Limited ADR
1.45%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%0.00%
IDCBY
Industrial and Commercial Bank of China Limited
7.81%7.76%6.36%8.69%8.61%7.32%4.84%3.91%4.48%3.49%12.32%7.11%

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


0.00100.00B200.00B300.00B400.00B20222023202420252026
150.23B
386.17B
(BYDDY) Total Revenue
(IDCBY) Total Revenue
Values in USD except per share items

BYDDY vs. IDCBY - Profitability Comparison

The chart below illustrates the profitability comparison between BYD Company Limited ADR and Industrial and Commercial Bank of China Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
18.8%
40.3%
Portfolio components
BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.

IDCBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported a gross profit of 155.43B and revenue of 386.17B. Therefore, the gross margin over that period was 40.3%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.

IDCBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported an operating income of 101.34B and revenue of 386.17B, resulting in an operating margin of 26.2%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.

IDCBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Industrial and Commercial Bank of China Limited reported a net income of 86.42B and revenue of 386.17B, resulting in a net margin of 22.4%.


Frequently Asked Questions


BYDDY and IDCBY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDDY has higher volatility (8.45%) compared to IDCBY (4.77%). In terms of maximum drawdown, BYDDY dropped -97.38% vs IDCBY's -78.73%.

IDCBY currently has the higher Sharpe Ratio (1.69 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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