BYDDY vs. MSFT
Compare and contrast key facts about BYD Co Ltd ADR (BYDDY) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BYDDY or MSFT.
Performance
BYDDY vs. MSFT - Performance Comparison
Returns By Period
In the year-to-date period, BYDDY achieves a 24.18% return, which is significantly higher than MSFT's 10.62% return. Over the past 10 years, BYDDY has underperformed MSFT with an annualized return of 19.27%, while MSFT has yielded a comparatively higher 26.08% annualized return.
BYDDY
24.18%
-8.01%
29.33%
11.42%
48.56%
19.27%
MSFT
10.62%
-3.23%
-2.94%
10.09%
23.67%
26.08%
Fundamentals
BYDDY | MSFT | |
---|---|---|
Market Cap | $108.85B | $3.09T |
EPS | $3.21 | $12.12 |
PE Ratio | 21.07 | 34.28 |
PEG Ratio | 0.66 | 2.20 |
Total Revenue (TTM) | $677.00B | $254.19B |
Gross Profit (TTM) | $137.21B | $176.28B |
EBITDA (TTM) | $63.18B | $139.14B |
Key characteristics
BYDDY | MSFT | |
---|---|---|
Sharpe Ratio | 0.29 | 0.59 |
Sortino Ratio | 0.69 | 0.88 |
Omega Ratio | 1.08 | 1.12 |
Calmar Ratio | 0.18 | 0.74 |
Martin Ratio | 0.82 | 1.76 |
Ulcer Index | 13.12% | 6.55% |
Daily Std Dev | 37.72% | 19.50% |
Max Drawdown | -97.37% | -69.39% |
Current Drawdown | -36.11% | -11.36% |
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Correlation
The correlation between BYDDY and MSFT is 0.26, 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.
Risk-Adjusted Performance
BYDDY vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd ADR (BYDDY) and Microsoft Corporation (MSFT). 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.
Dividends
BYDDY vs. MSFT - Dividend Comparison
BYDDY's dividend yield for the trailing twelve months is around 1.27%, more than MSFT's 0.75% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
BYD Co Ltd ADR | 1.27% | 0.60% | 0.07% | 0.07% | 0.03% | 0.60% | 0.36% | 0.30% | 1.06% | 0.00% | 0.20% | 0.00% |
Microsoft Corporation | 0.75% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
BYDDY vs. MSFT - Drawdown Comparison
The maximum BYDDY drawdown since its inception was -97.37%, which is greater than MSFT's maximum drawdown of -69.39%. Use the drawdown chart below to compare losses from any high point for BYDDY and MSFT. For additional features, visit the drawdowns tool.
Volatility
BYDDY vs. MSFT - Volatility Comparison
BYD Co Ltd ADR (BYDDY) has a higher volatility of 10.73% compared to Microsoft Corporation (MSFT) at 8.00%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BYDDY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between BYD Co Ltd ADR and Microsoft Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities