BYDDY vs. VOO
Compare and contrast key facts about BYD Co Ltd ADR (BYDDY) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BYDDY or VOO.
Performance
BYDDY vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with BYDDY having a 25.50% return and VOO slightly lower at 25.48%. Over the past 10 years, BYDDY has outperformed VOO with an annualized return of 19.63%, while VOO has yielded a comparatively lower 13.15% annualized return.
BYDDY
25.50%
-7.12%
23.89%
8.96%
49.02%
19.63%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| BYDDY | VOO | |
|---|---|---|
| Sharpe Ratio | 0.26 | 2.69 |
| Sortino Ratio | 0.65 | 3.59 |
| Omega Ratio | 1.08 | 1.50 |
| Calmar Ratio | 0.17 | 3.89 |
| Martin Ratio | 0.67 | 17.64 |
| Ulcer Index | 14.75% | 1.86% |
| Daily Std Dev | 37.82% | 12.20% |
| Max Drawdown | -97.37% | -33.99% |
| Current Drawdown | -35.43% | -1.40% |
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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.
Risk-Adjusted Performance
BYDDY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Co Ltd 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.
Dividends
BYDDY vs. VOO - Dividend Comparison
BYDDY's dividend yield for the trailing twelve months is around 1.26%, which matches VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Co Ltd ADR | 1.26% | 0.60% | 0.07% | 0.07% | 0.03% | 0.60% | 0.36% | 0.30% | 1.06% | 0.00% | 0.20% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
BYDDY vs. VOO - Volatility Comparison
BYD Co Ltd ADR (BYDDY) has a higher volatility of 10.73% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. 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.