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

Correlation

The correlation between BYDDY and IDCBY is 0.18, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

BYDDY:

2.16

IDCBY:

1.13

Sortino Ratio

BYDDY:

2.67

IDCBY:

1.95

Omega Ratio

BYDDY:

1.34

IDCBY:

1.26

Calmar Ratio

BYDDY:

1.09

IDCBY:

2.49

Martin Ratio

BYDDY:

8.69

IDCBY:

8.00

Ulcer Index

BYDDY:

11.32%

IDCBY:

4.86%

Daily Std Dev

BYDDY:

45.90%

IDCBY:

28.59%

Max Drawdown

BYDDY:

-99.47%

IDCBY:

-46.05%

Current Drawdown

BYDDY:

-78.93%

IDCBY:

-3.20%

Fundamentals

Market Cap

BYDDY:

$160.84B

IDCBY:

$334.70B

EPS

BYDDY:

$4.27

IDCBY:

$2.69

PE Ratio

BYDDY:

25.07

IDCBY:

5.34

PEG Ratio

BYDDY:

1.01

IDCBY:

2.11

PS Ratio

BYDDY:

0.20

IDCBY:

0.51

PB Ratio

BYDDY:

5.02

IDCBY:

0.47

Total Revenue (TTM)

BYDDY:

$819.37B

IDCBY:

$1.01T

Gross Profit (TTM)

BYDDY:

$154.75B

IDCBY:

$1.01T

EBITDA (TTM)

BYDDY:

$58.42B

IDCBY:

$211.68B

Returns By Period

In the year-to-date period, BYDDY achieves a 64.04% return, which is significantly higher than IDCBY's 9.47% return. Over the past 10 years, BYDDY has outperformed IDCBY with an annualized return of 25.00%, while IDCBY has yielded a comparatively lower 4.83% annualized return.


BYDDY

YTD

64.04%

1M

20.23%

6M

64.38%

1Y

98.14%

5Y*

59.23%

10Y*

25.00%

IDCBY

YTD

9.47%

1M

5.41%

6M

24.27%

1Y

31.63%

5Y*

10.32%

10Y*

4.83%

*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. IDCBY — 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 9292
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9494
Martin Ratio Rank

IDCBY
The Risk-Adjusted Performance Rank of IDCBY is 8989
Overall Rank
The Sharpe Ratio Rank of IDCBY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of IDCBY is 8585
Sortino Ratio Rank
The Omega Ratio Rank of IDCBY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IDCBY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of IDCBY is 9393
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. 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.


The current BYDDY Sharpe Ratio is 2.16, which is higher than the IDCBY Sharpe Ratio of 1.13. 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.


Loading data...

Dividends

BYDDY vs. IDCBY - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.77%, less than IDCBY's 8.74% yield.


TTM20242023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
0.77%1.26%0.58%0.06%0.07%0.03%0.60%0.35%0.30%1.04%0.00%0.21%
IDCBY
Industrial and Commercial Bank of China Limited
8.74%6.29%8.59%8.49%7.28%5.72%4.70%5.33%4.25%6.00%6.81%5.82%

Drawdowns

BYDDY vs. IDCBY - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -99.47%, which is greater than IDCBY's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for BYDDY and IDCBY. For additional features, visit the drawdowns tool.


Loading data...

Volatility

BYDDY vs. IDCBY - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 14.08% compared to Industrial and Commercial Bank of China Limited (IDCBY) at 4.51%. 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.


Loading data...

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


0.00100.00B200.00B300.00B400.00B20212022202320242025
170.36B
211.39B
(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

20.0%40.0%60.0%80.0%100.0%20212022202320242025
20.1%
100.0%
(BYDDY) Gross Margin
(IDCBY) Gross Margin
BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BYD Company Limited ADR reported a gross profit of 34.19B and revenue of 170.36B. Therefore, the gross margin over that period was 20.1%.

IDCBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Industrial and Commercial Bank of China Limited reported a gross profit of 211.39B and revenue of 211.39B. Therefore, the gross margin over that period was 100.0%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BYD Company Limited ADR reported an operating income of 11.02B and revenue of 170.36B, resulting in an operating margin of 6.5%.

IDCBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Industrial and Commercial Bank of China Limited reported an operating income of 155.24B and revenue of 211.39B, resulting in an operating margin of 73.4%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BYD Company Limited ADR reported a net income of 9.15B and revenue of 170.36B, resulting in a net margin of 5.4%.

IDCBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Industrial and Commercial Bank of China Limited reported a net income of 84.16B and revenue of 211.39B, resulting in a net margin of 39.8%.