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

Correlation

The correlation between BYDDY and LI is 0.32, 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. 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.

Loading data...

Key characteristics

Sharpe Ratio

BYDDY:

2.04

LI:

0.16

Sortino Ratio

BYDDY:

2.52

LI:

0.59

Omega Ratio

BYDDY:

1.32

LI:

1.07

Calmar Ratio

BYDDY:

1.77

LI:

0.09

Martin Ratio

BYDDY:

7.95

LI:

0.26

Ulcer Index

BYDDY:

11.32%

LI:

22.45%

Daily Std Dev

BYDDY:

45.76%

LI:

63.00%

Max Drawdown

BYDDY:

-97.37%

LI:

-69.02%

Current Drawdown

BYDDY:

-1.23%

LI:

-38.80%

Fundamentals

Market Cap

BYDDY:

$159.05B

LI:

$28.06B

EPS

BYDDY:

$4.27

LI:

$1.08

PE Ratio

BYDDY:

24.99

LI:

26.59

PEG Ratio

BYDDY:

1.01

LI:

0.95

PS Ratio

BYDDY:

0.19

LI:

0.19

PB Ratio

BYDDY:

5.01

LI:

2.96

Total Revenue (TTM)

BYDDY:

$819.37B

LI:

$163.10B

Gross Profit (TTM)

BYDDY:

$154.75B

LI:

$33.34B

EBITDA (TTM)

BYDDY:

$58.42B

LI:

$13.01B

Returns By Period

In the year-to-date period, BYDDY achieves a 57.64% return, which is significantly higher than LI's 19.01% return.


BYDDY

YTD

57.64%

1M

11.19%

6M

58.23%

1Y

92.57%

5Y*

58.02%

10Y*

24.75%

LI

YTD

19.01%

1M

21.80%

6M

28.43%

1Y

10.15%

5Y*

N/A

10Y*

N/A

*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. 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 9292
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9393
Martin Ratio Rank

LI
The Risk-Adjusted Performance Rank of LI is 5555
Overall Rank
The Sharpe Ratio Rank of LI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LI is 5151
Omega Ratio Rank
The Calmar Ratio Rank of LI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of LI is 5555
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 current BYDDY Sharpe Ratio is 2.04, which is higher than the LI Sharpe Ratio of 0.16. 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.


Loading data...

Dividends

BYDDY vs. LI - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.80%, while LI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
0.80%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.


Loading data...

Volatility

BYDDY vs. LI - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 14.42% compared to Li Auto Inc. (LI) at 10.09%. 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.


Loading data...

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


0.0050.00B100.00B150.00B200.00B250.00B20212022202320242025
170.36B
44.27B
(BYDDY) Total Revenue
(LI) Total Revenue
Values in USD except per share items

BYDDY vs. LI - Profitability Comparison

The chart below illustrates the profitability comparison between BYD Company Limited ADR and Li Auto Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%20212022202320242025
20.1%
20.3%
(BYDDY) Gross Margin
(LI) 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%.

LI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported a gross profit of 8.97B and revenue of 44.27B. Therefore, the gross margin over that period was 20.3%.

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%.

LI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported an operating income of 3.70B and revenue of 44.27B, resulting in an operating margin of 8.4%.

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%.

LI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported a net income of 3.52B and revenue of 44.27B, resulting in a net margin of 8.0%.