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

Performance

BYDDY vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Co Ltd ADR (BYDDY) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
23.89%
85.42%
BYDDY
TSLA

Returns By Period

In the year-to-date period, BYDDY achieves a 25.50% return, which is significantly lower than TSLA's 39.25% return. Over the past 10 years, BYDDY has underperformed TSLA with an annualized return of 19.63%, while TSLA has yielded a comparatively higher 35.93% annualized return.


BYDDY

YTD

25.50%

1M

-7.12%

6M

23.89%

1Y

8.96%

5Y (annualized)

49.02%

10Y (annualized)

19.63%

TSLA

YTD

39.25%

1M

56.77%

6M

85.42%

1Y

46.86%

5Y (annualized)

71.31%

10Y (annualized)

35.93%

Fundamentals


BYDDYTSLA
Market Cap$72.64B$1.12T
EPS$3.28$3.42
PE Ratio21.0596.05
PEG Ratio0.679.98
Total Revenue (TTM)$677.00B$97.15B
Gross Profit (TTM)$137.21B$17.71B
EBITDA (TTM)$63.18B$13.83B

Key characteristics


BYDDYTSLA
Sharpe Ratio0.260.78
Sortino Ratio0.651.54
Omega Ratio1.081.19
Calmar Ratio0.170.73
Martin Ratio0.672.08
Ulcer Index14.75%22.88%
Daily Std Dev37.82%61.24%
Max Drawdown-97.37%-73.63%
Current Drawdown-35.43%-15.60%

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Correlation

-0.50.00.51.00.3

The correlation between BYDDY and TSLA 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. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd ADR (BYDDY) and Tesla, Inc. (TSLA). 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.


Sharpe ratio
The chart of Sharpe ratio for BYDDY, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.260.78
The chart of Sortino ratio for BYDDY, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.000.651.54
The chart of Omega ratio for BYDDY, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.19
The chart of Calmar ratio for BYDDY, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.73
The chart of Martin ratio for BYDDY, currently valued at 0.67, compared to the broader market-10.000.0010.0020.0030.000.672.08
BYDDY
TSLA

The current BYDDY Sharpe Ratio is 0.26, which is lower than the TSLA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of BYDDY and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.26
0.78
BYDDY
TSLA

Dividends

BYDDY vs. TSLA - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.26%, while TSLA has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
BYDDY
BYD Co Ltd ADR
1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
TSLA
Tesla, 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. TSLA - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.37%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for BYDDY and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-18.16%
-15.60%
BYDDY
TSLA

Volatility

BYDDY vs. TSLA - Volatility Comparison

The current volatility for BYD Co Ltd ADR (BYDDY) is 10.73%, while Tesla, Inc. (TSLA) has a volatility of 28.91%. This indicates that BYDDY experiences smaller price fluctuations and is considered to be less risky than TSLA 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%JuneJulyAugustSeptemberOctoberNovember
10.73%
28.91%
BYDDY
TSLA

Financials

BYDDY vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between BYD Co Ltd ADR and Tesla, 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