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

Correlation

The correlation between BYDDY and TSLA is 0.25, 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.


-0.50.00.51.00.3

Performance

BYDDY vs. TSLA - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%JulyAugustSeptemberOctoberNovemberDecember
375.39%
26,336.87%
BYDDY
TSLA

Key characteristics

Sharpe Ratio

BYDDY:

1.03

TSLA:

1.12

Sortino Ratio

BYDDY:

1.63

TSLA:

1.90

Omega Ratio

BYDDY:

1.19

TSLA:

1.23

Calmar Ratio

BYDDY:

0.66

TSLA:

1.08

Martin Ratio

BYDDY:

3.92

TSLA:

3.07

Ulcer Index

BYDDY:

9.94%

TSLA:

22.90%

Daily Std Dev

BYDDY:

38.02%

TSLA:

62.85%

Max Drawdown

BYDDY:

-97.37%

TSLA:

-73.63%

Current Drawdown

BYDDY:

-34.72%

TSLA:

-12.25%

Fundamentals

Market Cap

BYDDY:

$107.97B

TSLA:

$1.54T

EPS

BYDDY:

$3.20

TSLA:

$3.66

PE Ratio

BYDDY:

21.56

TSLA:

131.11

PEG Ratio

BYDDY:

0.67

TSLA:

12.84

Total Revenue (TTM)

BYDDY:

$677.00B

TSLA:

$97.15B

Gross Profit (TTM)

BYDDY:

$137.21B

TSLA:

$17.71B

EBITDA (TTM)

BYDDY:

$63.18B

TSLA:

$13.83B

Returns By Period

In the year-to-date period, BYDDY achieves a 26.88% return, which is significantly lower than TSLA's 69.45% return. Over the past 10 years, BYDDY has underperformed TSLA with an annualized return of 25.56%, while TSLA has yielded a comparatively higher 39.86% annualized return.


BYDDY

YTD

26.88%

1M

1.83%

6M

14.42%

1Y

34.34%

5Y*

49.31%

10Y*

25.56%

TSLA

YTD

69.45%

1M

23.97%

6M

130.07%

1Y

66.73%

5Y*

72.25%

10Y*

39.86%

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Risk-Adjusted Performance

BYDDY vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited 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 1.03, compared to the broader market-4.00-2.000.002.001.031.12
The chart of Sortino ratio for BYDDY, currently valued at 1.63, compared to the broader market-4.00-2.000.002.004.001.631.90
The chart of Omega ratio for BYDDY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.23
The chart of Calmar ratio for BYDDY, currently valued at 0.81, compared to the broader market0.002.004.006.000.811.08
The chart of Martin ratio for BYDDY, currently valued at 3.92, compared to the broader market-5.000.005.0010.0015.0020.0025.003.923.07
BYDDY
TSLA

The current BYDDY Sharpe Ratio is 1.03, which is comparable to the TSLA Sharpe Ratio of 1.12. 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.03
1.12
BYDDY
TSLA

Dividends

BYDDY vs. TSLA - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 1.24%, while TSLA has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
1.24%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%JulyAugustSeptemberOctoberNovemberDecember
-17.27%
-12.25%
BYDDY
TSLA

Volatility

BYDDY vs. TSLA - Volatility Comparison

The current volatility for BYD Company Limited ADR (BYDDY) is 10.80%, while Tesla, Inc. (TSLA) has a volatility of 17.10%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.80%
17.10%
BYDDY
TSLA

Financials

BYDDY vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between BYD Company Limited 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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