BYDDY vs. QQQ
BYDDY (BYD Company Limited ADR) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, BYDDY returned 19.72%/yr vs 20.44%/yr for QQQ. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
BYDDY vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, BYDDY achieves a -1.10% return, which is significantly lower than QQQ's 12.26% return. Both investments have delivered pretty close results over the past 10 years, with BYDDY having a 19.72% annualized return and QQQ not far ahead at 20.44%.
BYDDY
- 1D
- -0.58%
- 1M
- 17.55%
- 6M
- -3.18%
- YTD
- -1.10%
- 1Y
- -15.95%
- 3Y*
- 1.52%
- 5Y*
- 3.72%
- 10Y*
- 19.72%
- ALL TIME*
- 9.07%
QQQ
- 1D
- 0.65%
- 1M
- -3.45%
- 6M
- 10.89%
- YTD
- 12.26%
- 1Y
- 24.81%
- 3Y*
- 22.29%
- 5Y*
- 14.23%
- 10Y*
- 20.44%
- ALL TIME*
- 10.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.03M | $15.85M | $20.30M | |
| $30.32B | $28.40B | $31.45B |
BYDDY vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Company Limited ADR | -1.10% | 7.97% | 24.81% | 13.06% | -27.17% | 28.02% | 432.95% | -21.04% | -27.71% | 69.09% |
QQQ Invesco QQQ ETF | 12.26% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between BYDDY and QQQ is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.32 |
The correlation between BYDDY and QQQ shifts across timeframes, from 0.24 (3 years) to 0.35 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
BYDDY vs. QQQ — Risk / Return Rank
BYDDY
QQQ
BYDDY vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Invesco QQQ ETF (QQQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BYDDY | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.21 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.88 | -2.35 |
| Martin ratioReturn relative to average drawdown | -1.01 | 6.00 | -7.01 |
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Drawdowns
BYDDY vs. QQQ - Drawdown Comparison
The maximum BYDDY drawdown since its inception was -97.38%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BYDDY and QQQ.
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Drawdown Indicators
| BYDDY | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -82.97% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -38.52% | -11.96% | -26.56% |
Max Drawdown (3Y)Largest decline over 3 years | -52.31% | -22.77% | -29.54% |
Max Drawdown (5Y)Largest decline over 5 years | -52.31% | -35.12% | -17.19% |
Max Drawdown (10Y)Largest decline over 10 years | -58.18% | -35.12% | -23.06% |
Current DrawdownCurrent decline from peak | -38.67% | -7.69% | -30.98% |
Average DrawdownAverage peak-to-trough decline | -63.60% | -32.62% | -30.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.06% | 3.74% | +14.32% |
Volatility
BYDDY vs. QQQ - Volatility Comparison
BYD Company Limited ADR (BYDDY) has a higher volatility of 9.21% compared to Invesco QQQ ETF (QQQ) at 6.87%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDY | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 6.87% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 29.10% | 16.08% | +13.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.69% | 19.38% | +18.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.12% | 22.90% | +22.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.27% | 22.50% | +24.77% |
Dividends
BYDDY vs. QQQ - Dividend Comparison
BYDDY's dividend yield for the trailing twelve months is around 0.44%, which matches QQQ's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Company Limited ADR | 0.44% | 1.45% | 1.26% | 0.60% | 0.07% | 0.07% | 0.03% | 0.47% | 0.28% | 0.52% | 1.92% | 0.00% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
BYDDY and QQQ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDY has higher volatility (9.21%) compared to QQQ (6.87%). In terms of maximum drawdown, BYDDY dropped -97.38% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.16 vs -0.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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