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BYDDY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BYDDY and VOO is 0.35, 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.


Performance

BYDDY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Company Limited ADR (BYDDY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BYDDY:

2.04

VOO:

0.67

Sortino Ratio

BYDDY:

2.52

VOO:

1.19

Omega Ratio

BYDDY:

1.32

VOO:

1.17

Calmar Ratio

BYDDY:

1.77

VOO:

0.80

Martin Ratio

BYDDY:

7.95

VOO:

3.05

Ulcer Index

BYDDY:

11.32%

VOO:

4.88%

Daily Std Dev

BYDDY:

45.76%

VOO:

19.40%

Max Drawdown

BYDDY:

-97.37%

VOO:

-33.99%

Current Drawdown

BYDDY:

-1.23%

VOO:

-3.38%

Returns By Period

In the year-to-date period, BYDDY achieves a 57.64% return, which is significantly higher than VOO's 1.08% return. Over the past 10 years, BYDDY has outperformed VOO with an annualized return of 24.75%, while VOO has yielded a comparatively lower 12.77% annualized return.


BYDDY

YTD

57.64%

1M

11.19%

6M

58.23%

1Y

92.57%

5Y*

58.02%

10Y*

24.75%

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

BYDDY vs. VOO — Risk-Adjusted Performance Rank

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

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 9292
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9393
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BYDDY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited ADR (BYDDY) and Vanguard S&P 500 ETF (VOO). 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.


The current BYDDY Sharpe Ratio is 2.04, which is higher than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BYDDY and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BYDDY vs. VOO - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.80%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
BYDDY
BYD Company Limited ADR
0.80%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BYDDY vs. VOO - Drawdown Comparison

The maximum BYDDY drawdown since its inception was -97.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BYDDY and VOO. For additional features, visit the drawdowns tool.


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Volatility

BYDDY vs. VOO - Volatility Comparison

BYD Company Limited ADR (BYDDY) has a higher volatility of 14.42% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that BYDDY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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