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

Key characteristics


BYDDYLI
YTD Return3.33%-32.70%
1Y Return-6.19%-12.69%
3Y Return (Ann)13.46%10.16%
Sharpe Ratio-0.23-0.27
Daily Std Dev33.98%58.34%
Max Drawdown-87.26%-69.02%
Current Drawdown-32.03%-46.00%

Fundamentals


BYDDYLI
Market Cap$88.59B$26.81B
EPS$2.90$1.54
PE Ratio19.5817.33
PEG Ratio0.800.99
Revenue (TTM)$607.09B$123.85B
Gross Profit (TTM)$71.41B$8.79B
EBITDA (TTM)$79.07B$9.21B

Correlation

-0.50.00.51.00.4

The correlation between BYDDY and LI is 0.40, 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

In the year-to-date period, BYDDY achieves a 3.33% return, which is significantly higher than LI's -32.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
202.84%
53.04%
BYDDY
LI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BYD Co Ltd ADR

Li Auto Inc.

Risk-Adjusted Performance

BYDDY vs. LI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd 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.


BYDDY
Sharpe ratio
The chart of Sharpe ratio for BYDDY, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.004.00-0.23
Sortino ratio
The chart of Sortino ratio for BYDDY, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.006.00-0.11
Omega ratio
The chart of Omega ratio for BYDDY, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for BYDDY, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for BYDDY, currently valued at -0.38, compared to the broader market-10.000.0010.0020.0030.00-0.38
LI
Sharpe ratio
The chart of Sharpe ratio for LI, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.004.00-0.27
Sortino ratio
The chart of Sortino ratio for LI, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.006.00-0.01
Omega ratio
The chart of Omega ratio for LI, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for LI, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32
Martin ratio
The chart of Martin ratio for LI, currently valued at -0.64, compared to the broader market-10.000.0010.0020.0030.00-0.64

BYDDY vs. LI - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.23, which roughly equals the LI Sharpe Ratio of -0.27. The chart below compares the 12-month rolling Sharpe Ratio of BYDDY and LI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.23
-0.27
BYDDY
LI

Dividends

BYDDY vs. LI - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.56%, while LI has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
BYDDY
BYD Co Ltd ADR
0.56%0.58%0.06%0.07%0.03%0.59%0.34%0.30%1.03%0.00%0.21%
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%

Drawdowns

BYDDY vs. LI - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -87.26%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-32.03%
-46.00%
BYDDY
LI

Volatility

BYDDY vs. LI - Volatility Comparison

The current volatility for BYD Co Ltd ADR (BYDDY) is 9.80%, while Li Auto Inc. (LI) has a volatility of 21.08%. This indicates that BYDDY experiences smaller price fluctuations and is considered to be less risky 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%30.00%December2024FebruaryMarchAprilMay
9.80%
21.08%
BYDDY
LI

Financials

BYDDY vs. LI - Financials Comparison

This section allows you to compare key financial metrics between BYD Co Ltd 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