BYDDY vs. VGT
Compare and contrast key facts about BYD Co Ltd ADR (BYDDY) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BYDDY or VGT.
Performance
BYDDY vs. VGT - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with BYDDY having a 26.64% return and VGT slightly lower at 25.60%. Both investments have delivered pretty close results over the past 10 years, with BYDDY having a 19.75% annualized return and VGT not far ahead at 20.55%.
BYDDY
26.64%
-6.28%
21.73%
10.86%
49.20%
19.75%
VGT
25.60%
0.19%
12.45%
33.54%
22.06%
20.55%
Key characteristics
| BYDDY | VGT | |
|---|---|---|
| Sharpe Ratio | 0.29 | 1.60 |
| Sortino Ratio | 0.69 | 2.12 |
| Omega Ratio | 1.08 | 1.29 |
| Calmar Ratio | 0.18 | 2.21 |
| Martin Ratio | 0.74 | 7.93 |
| Ulcer Index | 14.71% | 4.24% |
| Daily Std Dev | 37.87% | 21.03% |
| Max Drawdown | -97.37% | -54.63% |
| Current Drawdown | -34.84% | -3.33% |
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Correlation
The correlation between BYDDY and VGT is 0.34, 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. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd 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.
Dividends
BYDDY vs. VGT - Dividend Comparison
BYDDY's dividend yield for the trailing twelve months is around 1.24%, more than VGT's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Co Ltd ADR | 1.24% | 0.60% | 0.07% | 0.07% | 0.03% | 0.60% | 0.36% | 0.30% | 1.06% | 0.00% | 0.20% | 0.00% |
VGT Vanguard Information Technology ETF | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
BYDDY vs. VGT - Drawdown Comparison
The maximum BYDDY drawdown since its inception was -97.37%, 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. For additional features, visit the drawdowns tool.
Volatility
BYDDY vs. VGT - Volatility Comparison
BYD Co Ltd ADR (BYDDY) has a higher volatility of 10.72% compared to Vanguard Information Technology ETF (VGT) at 6.53%. 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.