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BYDIY vs. CNYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BYDIY and CNYA is 0.14, 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.


-0.50.00.51.00.1

Performance

BYDIY vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BYD Electronic (International) Company Limited (BYDIY) and iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
72.63%
18.24%
BYDIY
CNYA

Key characteristics

Sharpe Ratio

BYDIY:

1.36

CNYA:

0.48

Sortino Ratio

BYDIY:

2.22

CNYA:

0.91

Omega Ratio

BYDIY:

1.38

CNYA:

1.14

Calmar Ratio

BYDIY:

2.54

CNYA:

0.33

Martin Ratio

BYDIY:

5.68

CNYA:

1.03

Ulcer Index

BYDIY:

16.96%

CNYA:

15.17%

Daily Std Dev

BYDIY:

70.66%

CNYA:

32.56%

Max Drawdown

BYDIY:

-65.99%

CNYA:

-49.48%

Current Drawdown

BYDIY:

-9.89%

CNYA:

-35.73%

Returns By Period

In the year-to-date period, BYDIY achieves a 27.90% return, which is significantly higher than CNYA's 2.62% return.


BYDIY

YTD

27.90%

1M

40.77%

6M

72.62%

1Y

89.93%

5Y*

N/A

10Y*

N/A

CNYA

YTD

2.62%

1M

4.03%

6M

18.25%

1Y

14.66%

5Y*

0.77%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BYDIY vs. CNYA — Risk-Adjusted Performance Rank

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

BYDIY
The Risk-Adjusted Performance Rank of BYDIY is 8787
Overall Rank
The Sharpe Ratio Rank of BYDIY is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDIY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BYDIY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BYDIY is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BYDIY is 8383
Martin Ratio Rank

CNYA
The Risk-Adjusted Performance Rank of CNYA is 2020
Overall Rank
The Sharpe Ratio Rank of CNYA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CNYA is 2929
Omega Ratio Rank
The Calmar Ratio Rank of CNYA is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CNYA is 1414
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.

BYDIY vs. CNYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Electronic (International) Company Limited (BYDIY) and iShares MSCI China A ETF (CNYA). 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.


Sharpe ratio
The chart of Sharpe ratio for BYDIY, currently valued at 1.36, compared to the broader market-2.000.002.001.360.41
The chart of Sortino ratio for BYDIY, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.006.002.220.82
The chart of Omega ratio for BYDIY, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.13
The chart of Calmar ratio for BYDIY, currently valued at 2.54, compared to the broader market0.002.004.006.002.540.31
The chart of Martin ratio for BYDIY, currently valued at 5.68, compared to the broader market-10.000.0010.0020.0030.005.680.87
BYDIY
CNYA

The current BYDIY Sharpe Ratio is 1.36, which is higher than the CNYA Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BYDIY and CNYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.36
0.41
BYDIY
CNYA

Dividends

BYDIY vs. CNYA - Dividend Comparison

BYDIY's dividend yield for the trailing twelve months is around 1.04%, less than CNYA's 2.45% yield.


TTM202420232022202120202019201820172016
BYDIY
BYD Electronic (International) Company Limited
1.04%1.33%0.52%0.48%1.07%0.00%0.00%0.00%0.00%0.00%
CNYA
iShares MSCI China A ETF
2.45%2.51%4.23%2.69%1.11%1.05%1.21%3.92%0.98%1.38%

Drawdowns

BYDIY vs. CNYA - Drawdown Comparison

The maximum BYDIY drawdown since its inception was -65.99%, which is greater than CNYA's maximum drawdown of -49.48%. Use the drawdown chart below to compare losses from any high point for BYDIY and CNYA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.89%
-29.58%
BYDIY
CNYA

Volatility

BYDIY vs. CNYA - Volatility Comparison

BYD Electronic (International) Company Limited (BYDIY) has a higher volatility of 28.61% compared to iShares MSCI China A ETF (CNYA) at 4.61%. This indicates that BYDIY's price experiences larger fluctuations and is considered to be riskier than CNYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
28.61%
4.61%
BYDIY
CNYA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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