BYDDY vs. VGT
BYDDY (BYD Company Limited ADR) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, BYDDY returned 19.72%/yr vs 24.06%/yr for VGT. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
BYDDY vs. VGT - 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 VGT's 20.36% return. Over the past 10 years, BYDDY has underperformed VGT with an annualized return of 19.72%, while VGT has yielded a comparatively higher 24.06% annualized return.
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%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.03M | $15.85M | $20.30M | |
| $440.89M | $515.41M | $573.34M |
BYDDY vs. VGT - 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% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between BYDDY and VGT is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.25 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2008 | 0.31 |
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Return for Risk
BYDDY vs. VGT — Risk / Return Rank
BYDDY
VGT
BYDDY vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.94 | -2.42 |
| Martin ratioReturn relative to average drawdown | -1.01 | 5.23 | -6.24 |
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Drawdowns
BYDDY vs. VGT - Drawdown Comparison
The maximum BYDDY drawdown since its inception was -97.38%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for BYDDY and VGT.
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Drawdown Indicators
| BYDDY | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.38% | -54.63% | -42.75% |
Max Drawdown (1Y)Largest decline over 1 year | -38.52% | -16.40% | -22.12% |
Max Drawdown (3Y)Largest decline over 3 years | -52.31% | -27.23% | -25.08% |
Max Drawdown (5Y)Largest decline over 5 years | -52.31% | -35.07% | -17.24% |
Max Drawdown (10Y)Largest decline over 10 years | -58.18% | -35.07% | -23.11% |
Current DrawdownCurrent decline from peak | -38.67% | -9.93% | -28.74% |
Average DrawdownAverage peak-to-trough decline | -63.60% | -7.95% | -55.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.06% | 6.07% | +11.99% |
Volatility
BYDDY vs. VGT - Volatility Comparison
BYD Company Limited ADR (BYDDY) has a higher volatility of 9.21% compared to Vanguard Information Technology ETF (VGT) at 8.42%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDY | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 8.42% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 29.10% | 20.14% | +8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.69% | 24.28% | +13.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.12% | 25.83% | +19.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.27% | 24.89% | +22.38% |
Dividends
BYDDY vs. VGT - Dividend Comparison
BYDDY's dividend yield for the trailing twelve months is around 0.44%, more than VGT's 0.38% 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% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
BYDDY and VGT have a correlation of 0.34, 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 VGT (8.42%). In terms of maximum drawdown, BYDDY dropped -97.38% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 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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