BYDDY vs. VBIL
BYDDY (BYD Company Limited ADR) is a stock, while VBIL (Vanguard 0-3 Month Treasury Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bills 0-3 Months Index. Over the past year, BYDDY returned -42.56% vs 3.93% for VBIL. At a correlation of -0.08, they often move in opposite directions.
Performance
BYDDY vs. VBIL - Performance Comparison
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Returns By Period
In the year-to-date period, BYDDY achieves a -20.26% return, which is significantly lower than VBIL's 1.71% return.
BYDDY
- 1D
- -0.10%
- 1M
- -16.76%
- YTD
- -20.26%
- 6M
- -19.53%
- 1Y
- -42.56%
- 3Y*
- -2.83%
- 5Y*
- 0.36%
- 10Y*
- 18.42%
VBIL
- 1D
- 0.00%
- 1M
- 0.30%
- YTD
- 1.71%
- 6M
- 1.79%
- 1Y
- 3.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BYDDY vs. VBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BYDDY BYD Company Limited ADR | -20.26% | -15.28% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 1.71% | 3.73% |
Correlation
The correlation between BYDDY and VBIL is -0.07, 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 | -0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.08 |
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Return for Risk
BYDDY vs. VBIL — Risk / Return Rank
BYDDY
VBIL
BYDDY vs. VBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Vanguard 0-3 Month Treasury Bill ETF (VBIL). 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 | VBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -19.41 | ||
| Sortino ratioReturn per unit of downside risk | -123.40 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 45.76 | -44.96 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 297.45 | -298.44 |
| Martin ratioReturn relative to average drawdown | -1.80 | 1,967.36 | -1,969.16 |
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Drawdowns
BYDDY vs. VBIL - Drawdown Comparison
The maximum BYDDY drawdown since its inception was -97.38%, which is greater than VBIL's maximum drawdown of -0.09%. Use the drawdown chart below to compare losses from any high point for BYDDY and VBIL.
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Drawdown Indicators
| BYDDY | VBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -0.09% | -97.29% |
Max Drawdown (1Y)Largest decline over 1 year | -43.13% | -0.01% | -43.12% |
Max Drawdown (3Y)Largest decline over 3 years | -50.56% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -50.56% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.18% | — | — |
Current DrawdownCurrent decline from peak | -50.56% | 0.00% | -50.56% |
Average DrawdownAverage peak-to-trough decline | -63.71% | -0.00% | -63.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 0.00% | +23.64% |
Volatility
BYDDY vs. VBIL - Volatility Comparison
BYD Company Limited ADR (BYDDY) has a higher volatility of 8.85% compared to Vanguard 0-3 Month Treasury Bill ETF (VBIL) at 0.05%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than VBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDY | VBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.85% | 0.05% | +8.80% |
Volatility (6M)Calculated over the trailing 6-month period | 28.94% | 0.15% | +28.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.07% | 0.22% | +36.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.59% | 0.29% | +45.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.25% | 0.29% | +46.96% |
Dividends
BYDDY vs. VBIL - Dividend Comparison
BYDDY's dividend yield for the trailing twelve months is around 0.55%, less than VBIL's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Company Limited ADR | 0.55% | 1.45% | 1.26% | 0.60% | 0.07% | 0.07% | 0.03% | 0.47% | 0.28% | 0.52% | 1.92% |
VBIL Vanguard 0-3 Month Treasury Bill ETF | 3.65% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BYDDY and VBIL have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDY has higher volatility (8.85%) compared to VBIL (0.05%). In terms of maximum drawdown, BYDDY dropped -97.38% vs VBIL's -0.09%.
VBIL currently has the higher Sharpe Ratio (18.25 vs -1.16), 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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