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BYDDY vs. VH2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BYDDY vs. VH2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited ADR (BYDDY) and Friedrich Vorwerk Group SE (VH2.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BYDDY is traded in USD, while VH2.DE is traded in EUR. To make them comparable, the VH2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BYDDY achieves a -8.48% return, which is significantly higher than VH2.DE's -20.09% return.


BYDDY

1D
0.66%
1M
-13.95%
YTD
-8.48%
6M
-10.33%
1Y
-36.06%
3Y*
1.04%
5Y*
4.37%
10Y*
20.45%

VH2.DE

1D
6.60%
1M
-12.70%
YTD
-20.09%
6M
-19.45%
1Y
12.44%
3Y*
85.88%
5Y*
9.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDDY vs. VH2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BYDDY
BYD Company Limited ADR
-8.48%7.97%24.81%13.06%-27.17%62.07%
VH2.DE
Friedrich Vorwerk Group SE
-20.09%239.49%67.29%-26.65%-26.57%-41.36%

Correlation

The correlation between BYDDY and VH2.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2021

0.12

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Return for Risk

BYDDY vs. VH2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BYDDY
BYDDY Risk / Return Rank: 55
Overall Rank
BYDDY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 77
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 99
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 00
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 55
Martin Ratio Rank

VH2.DE
VH2.DE Risk / Return Rank: 5050
Overall Rank
VH2.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VH2.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
VH2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
VH2.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
VH2.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BYDDY vs. VH2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Friedrich Vorwerk Group SE (VH2.DE). 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.


BYDDYVH2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

0.84

1.09

-0.24

Calmar ratioReturn relative to maximum drawdown

-1.03

0.27

-1.29

Martin ratioReturn relative to average drawdown

-1.59

0.58

-2.17

BYDDY vs. VH2.DE - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.98, which is lower than the VH2.DE Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of BYDDY and VH2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BYDDY vs. VH2.DE - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.38%, which is greater than VH2.DE's maximum drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for BYDDY and VH2.DE.


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Drawdown Indicators


BYDDYVH2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-97.38%

-84.51%

-12.87%

Max Drawdown (1Y)

Largest decline over 1 year

-35.21%

-46.42%

+11.21%

Max Drawdown (3Y)

Largest decline over 3 years

-43.68%

-46.42%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-48.16%

-83.17%

+35.01%

Max Drawdown (10Y)

Largest decline over 10 years

-58.18%

Current Drawdown

Current decline from peak

-43.25%

-37.98%

-5.27%

Average Drawdown

Average peak-to-trough decline

-63.73%

-46.85%

-16.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.19%

21.54%

+2.65%

Volatility

BYDDY vs. VH2.DE - Volatility Comparison

The current volatility for BYD Company Limited ADR (BYDDY) is 8.66%, while Friedrich Vorwerk Group SE (VH2.DE) has a volatility of 16.41%. This indicates that BYDDY experiences smaller price fluctuations and is considered to be less risky than VH2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYDDYVH2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

16.41%

-7.75%

Volatility (6M)

Calculated over the trailing 6-month period

28.41%

41.54%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

37.02%

57.75%

-20.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.80%

54.16%

-8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.24%

53.40%

-6.16%

Dividends

BYDDY vs. VH2.DE - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.48%, less than VH2.DE's 1.69% yield.


PositionTTM2025202420232022202120202019201820172016
BYDDY
BYD Company Limited ADR
0.48%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%
VH2.DE
Friedrich Vorwerk Group SE
1.69%0.37%0.44%0.77%0.91%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

BYDDY vs. VH2.DE - Financials Comparison

This section allows you to compare key financial metrics between BYD Company Limited ADR and Friedrich Vorwerk Group SE. 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


Please note, different currencies. BYDDY values in CNY, VH2.DE values in EUR

Frequently Asked Questions


BYDDY and VH2.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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