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

Correlation

The correlation between BYDDY and LI is 0.29, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

BYDDY vs. LI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited ADR (BYDDY) and Li Auto Inc. (LI). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
467.04%
42.65%
BYDDY
LI

Key characteristics

Sharpe Ratio

BYDDY:

2.44

LI:

-0.08

Sortino Ratio

BYDDY:

2.91

LI:

0.35

Omega Ratio

BYDDY:

1.37

LI:

1.04

Calmar Ratio

BYDDY:

2.11

LI:

-0.09

Martin Ratio

BYDDY:

9.85

LI:

-0.21

Ulcer Index

BYDDY:

11.19%

LI:

25.05%

Daily Std Dev

BYDDY:

45.16%

LI:

64.47%

Max Drawdown

BYDDY:

-97.37%

LI:

-69.02%

Current Drawdown

BYDDY:

-4.14%

LI:

-49.67%

Fundamentals

Market Cap

BYDDY:

$152.73B

LI:

$23.69B

EPS

BYDDY:

$3.80

LI:

$1.04

PE Ratio

BYDDY:

27.37

LI:

22.58

PEG Ratio

BYDDY:

0.98

LI:

0.79

PS Ratio

BYDDY:

0.20

LI:

0.16

PB Ratio

BYDDY:

6.13

LI:

2.49

Total Revenue (TTM)

BYDDY:

$649.01B

LI:

$163.10B

Gross Profit (TTM)

BYDDY:

$120.56B

LI:

$33.34B

EBITDA (TTM)

BYDDY:

$46.63B

LI:

$13.01B

Returns By Period

In the year-to-date period, BYDDY achieves a 52.99% return, which is significantly higher than LI's -2.13% return.


BYDDY

YTD

52.99%

1M

-1.98%

6M

38.41%

1Y

94.29%

5Y*

56.57%

10Y*

24.29%

LI

YTD

-2.13%

1M

-10.18%

6M

-18.44%

1Y

-6.23%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BYDDY vs. LI — 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 9595
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 9292
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9595
Martin Ratio Rank

LI
The Risk-Adjusted Performance Rank of LI is 4747
Overall Rank
The Sharpe Ratio Rank of LI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 4848
Sortino Ratio Rank
The Omega Ratio Rank of LI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of LI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of LI is 4848
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. LI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Li Auto Inc. (LI). 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 chart of Sharpe ratio for BYDDY, currently valued at 2.44, compared to the broader market-2.00-1.000.001.002.003.00
BYDDY: 2.44
LI: -0.08
The chart of Sortino ratio for BYDDY, currently valued at 2.91, compared to the broader market-6.00-4.00-2.000.002.004.00
BYDDY: 2.91
LI: 0.35
The chart of Omega ratio for BYDDY, currently valued at 1.37, compared to the broader market0.501.001.502.00
BYDDY: 1.37
LI: 1.04
The chart of Calmar ratio for BYDDY, currently valued at 2.82, compared to the broader market0.001.002.003.004.005.00
BYDDY: 2.82
LI: -0.09
The chart of Martin ratio for BYDDY, currently valued at 9.85, compared to the broader market-5.000.005.0010.0015.0020.00
BYDDY: 9.85
LI: -0.21

The current BYDDY Sharpe Ratio is 2.44, which is higher than the LI Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of BYDDY and LI, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
2.44
-0.08
BYDDY
LI

Dividends

BYDDY vs. LI - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.83%, while LI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
0.83%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
LI
Li Auto Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BYDDY vs. LI - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.37%, which is greater than LI's maximum drawdown of -69.02%. Use the drawdown chart below to compare losses from any high point for BYDDY and LI. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.14%
-49.67%
BYDDY
LI

Volatility

BYDDY vs. LI - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 19.37% compared to Li Auto Inc. (LI) at 17.89%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than LI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
19.37%
17.89%
BYDDY
LI

Financials

BYDDY vs. LI - Financials Comparison

This section allows you to compare key financial metrics between BYD Company Limited ADR and Li Auto Inc.. 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