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

Key characteristics


BYDDYVOO
YTD Return3.33%11.61%
1Y Return-6.19%29.33%
3Y Return (Ann)13.46%10.04%
5Y Return (Ann)36.91%15.01%
10Y Return (Ann)19.24%12.96%
Sharpe Ratio-0.232.66
Daily Std Dev33.98%11.60%
Max Drawdown-87.26%-33.99%
Current Drawdown-32.03%-0.19%

Correlation

-0.50.00.51.00.1

The correlation between BYDDY and VOO is 0.12, 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

In the year-to-date period, BYDDY achieves a 3.33% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, BYDDY has outperformed VOO with an annualized return of 19.24%, while VOO has yielded a comparatively lower 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%450.00%500.00%December2024FebruaryMarchAprilMay
370.85%
522.59%
BYDDY
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BYD Co Ltd ADR

Vanguard S&P 500 ETF

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.


BYDDY
Sharpe ratio
The chart of Sharpe ratio for BYDDY, currently valued at -0.23, compared to the broader market-2.00-1.000.001.002.003.004.00-0.23
Sortino ratio
The chart of Sortino ratio for BYDDY, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.006.00-0.11
Omega ratio
The chart of Omega ratio for BYDDY, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for BYDDY, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for BYDDY, currently valued at -0.38, compared to the broader market-10.000.0010.0020.0030.00-0.38
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.66, compared to the broader market-2.00-1.000.001.002.003.004.002.66
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.74, compared to the broader market-4.00-2.000.002.004.006.003.74
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.46, compared to the broader market0.501.001.502.001.46
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.53, compared to the broader market0.002.004.006.002.53
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.63, compared to the broader market-10.000.0010.0020.0030.0010.63

BYDDY vs. VOO - Sharpe Ratio Comparison

The current BYDDY Sharpe Ratio is -0.23, which is lower than the VOO Sharpe Ratio of 2.66. The chart below compares the 12-month rolling Sharpe Ratio of BYDDY and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.23
2.66
BYDDY
VOO

Dividends

BYDDY vs. VOO - Dividend Comparison

BYDDY's dividend yield for the trailing twelve months is around 0.56%, less than VOO's 1.32% yield.


TTM20232022202120202019201820172016201520142013
BYDDY
BYD Co Ltd ADR
0.56%0.58%0.06%0.07%0.03%0.59%0.34%0.30%1.03%0.00%0.21%0.00%
VOO
Vanguard S&P 500 ETF
1.32%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 -87.26%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-32.03%
-0.19%
BYDDY
VOO

Volatility

BYDDY vs. VOO - Volatility Comparison

BYD Co Ltd ADR (BYDDY) has a higher volatility of 9.80% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
9.80%
3.41%
BYDDY
VOO