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BYDDY vs. SHV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BYDDY vs. SHV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited ADR (BYDDY) and iShares 0-1 Year Treasury Bond ETF (SHV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BYDDY achieves a -3.22% return, which is significantly lower than SHV's 1.42% return. Over the past 10 years, BYDDY has outperformed SHV with an annualized return of 20.41%, while SHV has yielded a comparatively lower 2.23% annualized return.


BYDDY

1D
-3.46%
1M
-10.47%
YTD
-3.22%
6M
-6.76%
1Y
-30.88%
3Y*
4.63%
5Y*
7.72%
10Y*
20.41%

SHV

1D
0.00%
1M
0.27%
YTD
1.42%
6M
1.75%
1Y
3.90%
3Y*
4.64%
5Y*
3.31%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDY vs. SHV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BYDDY
BYD Company Limited ADR
-3.22%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%
SHV
iShares 0-1 Year Treasury Bond ETF
1.42%4.21%5.12%5.04%0.94%-0.10%0.81%2.36%1.72%0.67%

Correlation

The correlation between BYDDY and SHV is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2008

-0.04

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Return for Risk

BYDDY vs. SHV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BYDDY
BYDDY Risk / Return Rank: 1111
Overall Rank
BYDDY Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 99
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 1212
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 99
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 1515
Martin Ratio Rank

SHV
SHV Risk / Return Rank: 100100
Overall Rank
SHV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SHV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SHV Omega Ratio Rank: 100100
Omega Ratio Rank
SHV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SHV Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BYDDY vs. SHV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and iShares 0-1 Year Treasury Bond ETF (SHV). 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.


BYDDYSHVDifference
Sharpe ratioReturn per unit of total volatility

-20.32

Sortino ratioReturn per unit of downside risk

-150.68

Omega ratioGain probability vs. loss probability

0.88

53.77

-52.89

Calmar ratioReturn relative to maximum drawdown

-0.82

431.38

-432.20

Martin ratioReturn relative to average drawdown

-1.16

2,419.80

-2,420.96

BYDDY vs. SHV - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.82, which is lower than the SHV Sharpe Ratio of 19.49. The chart below compares the historical Sharpe Ratios of BYDDY and SHV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BYDDYSHVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

19.49

-20.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

11.56

-11.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

8.09

-7.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

4.50

-4.33

Drawdowns

BYDDY vs. SHV - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.38%, which is greater than SHV's maximum drawdown of -0.45%. Use the drawdown chart below to compare losses from any high point for BYDDY and SHV.


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Drawdown Indicators


BYDDYSHVDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-0.45%

-96.93%

Max Drawdown (1Y)

Largest decline over 1 year

-37.83%

-0.01%

-37.82%

Max Drawdown (3Y)

Largest decline over 3 years

-42.29%

-0.03%

-42.26%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

-0.40%

-47.76%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

-0.45%

-57.73%

Current Drawdown

Current decline from peak

-39.99%

0.00%

-39.99%

Average Drawdown

Average peak-to-trough decline

-63.78%

-0.03%

-63.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.55%

0.00%

+26.55%

Volatility

BYDDY vs. SHV - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 8.89% compared to iShares 0-1 Year Treasury Bond ETF (SHV) at 0.05%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than SHV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYDDYSHVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

0.05%

+8.84%

Volatility (6M)

Calculated over the trailing 6-month period

28.30%

0.12%

+28.18%

Volatility (1Y)

Calculated over the trailing 1-year period

37.77%

0.20%

+37.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.97%

0.29%

+45.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.26%

0.28%

+46.98%

Dividends

BYDDY vs. SHV - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.50%, less than SHV's 3.83% yield.


PositionTTM20252024202320222021202020192018201720162015
BYDDY
BYD Company Limited ADR
1.50%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%0.00%
SHV
iShares 0-1 Year Treasury Bond ETF
3.83%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%

Frequently Asked Questions


BYDDY and SHV have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDDY has higher volatility (8.89%) compared to SHV (0.05%). In terms of maximum drawdown, BYDDY dropped -97.38% vs SHV's -0.45%.

SHV currently has the higher Sharpe Ratio (19.49 vs -0.82), 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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