PortfoliosLab logoPortfoliosLab logo
BYDIY vs. CNYA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

Loading charts...

Returns By Period

In the year-to-date period, BYDIY achieves a -36.20% return, which is significantly lower than CNYA's 12.12% return.


BYDIY

1D
-2.67%
1M
-12.73%
YTD
-36.20%
6M
-33.25%
1Y
-25.54%
3Y*
-0.90%
5Y*
-11.82%
10Y*

CNYA

1D
2.38%
1M
4.73%
YTD
12.12%
6M
13.24%
1Y
41.13%
3Y*
13.23%
5Y*
0.25%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDIY vs. CNYA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BYDIY
BYD Electronic (International) Company Limited
-36.20%-20.04%29.23%40.71%32.48%-56.35%
CNYA
iShares MSCI China A ETF
12.12%26.48%10.78%-13.76%-26.51%-1.99%

Correlation

The correlation between BYDIY and CNYA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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

0.18

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.17

Compare stocks, funds, or ETFs

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


Return for Risk

BYDIY vs. CNYA — Risk / Return Rank

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

BYDIY
BYDIY Risk / Return Rank: 2525
Overall Rank
BYDIY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BYDIY Sortino Ratio Rank: 2626
Sortino Ratio Rank
BYDIY Omega Ratio Rank: 2727
Omega Ratio Rank
BYDIY Calmar Ratio Rank: 2424
Calmar Ratio Rank
BYDIY Martin Ratio Rank: 2121
Martin Ratio Rank

CNYA
CNYA Risk / Return Rank: 7777
Overall Rank
CNYA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNYA Omega Ratio Rank: 7171
Omega Ratio Rank
CNYA Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNYA Martin Ratio Rank: 7979
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.

BYDIY vs. CNYA - Risk-Adjusted Trends 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.

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.


BYDIYCNYADifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

0.98

1.41

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.50

5.44

-5.95

Martin ratioReturn relative to average drawdown

-1.00

14.99

-15.99

BYDIY vs. CNYA - Sharpe Ratio Comparison

The current BYDIY Sharpe Ratio is -0.40, which is lower than the CNYA Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of BYDIY and CNYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BYDIY vs. CNYA - Drawdown Comparison

The maximum BYDIY drawdown since its inception was -67.99%, which is greater than CNYA's maximum drawdown of -49.49%. Use the drawdown chart below to compare losses from any high point for BYDIY and CNYA.


Loading charts...

Drawdown Indicators


BYDIYCNYADifference

Max Drawdown

Largest peak-to-trough decline

-67.99%

-49.49%

-18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-50.84%

-7.59%

-43.25%

Max Drawdown (3Y)

Largest decline over 3 years

-64.06%

-33.35%

-30.71%

Max Drawdown (5Y)

Largest decline over 5 years

-67.99%

-44.65%

-23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-49.49%

Current Drawdown

Current decline from peak

-64.06%

-11.18%

-52.88%

Average Drawdown

Average peak-to-trough decline

-35.82%

-20.65%

-15.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.60%

2.75%

+22.85%

Volatility

BYDIY vs. CNYA - Volatility Comparison

BYD Electronic (International) Company Limited (BYDIY) has a higher volatility of 28.73% compared to iShares MSCI China A ETF (CNYA) at 6.78%. 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.


Loading charts...

Volatility by Period


BYDIYCNYADifference

Volatility (1M)

Calculated over the trailing 1-month period

28.73%

6.78%

+21.95%

Volatility (6M)

Calculated over the trailing 6-month period

44.47%

13.22%

+31.25%

Volatility (1Y)

Calculated over the trailing 1-year period

64.00%

18.11%

+45.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.66%

23.88%

+44.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.14%

23.51%

+44.63%

Dividends

BYDIY vs. CNYA - Dividend Comparison

BYDIY has not paid dividends to shareholders, while CNYA's dividend yield for the trailing twelve months is around 1.68%.


PositionTTM2025202420232022202120202019201820172016
BYDIY
BYD Electronic (International) Company Limited
0.00%1.77%1.31%0.53%0.48%1.35%0.00%0.00%0.00%0.00%0.00%
CNYA
iShares MSCI China A ETF
1.68%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%

Frequently Asked Questions


BYDIY and CNYA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDIY has higher volatility (28.73%) compared to CNYA (6.78%). In terms of maximum drawdown, BYDIY dropped -67.99% vs CNYA's -49.49%.

CNYA currently has the higher Sharpe Ratio (2.29 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BYDIY and CNYA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer