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

Performance

BYDIY vs. VOO - Performance Comparison

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

Loading graphics...

BYDIY vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BYDIY
BYD Electronic (International) Company Limited
-15.48%-20.04%29.23%40.71%32.48%-56.35%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%14.51%

Returns By Period

In the year-to-date period, BYDIY achieves a -15.48% return, which is significantly lower than VOO's -4.42% return.


BYDIY

1D
-3.13%
1M
-8.84%
YTD
-15.48%
6M
-26.04%
1Y
-26.68%
3Y*
10.04%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VOO — Risk / Return Rank

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

BYDIY
BYDIY Risk / Return Rank: 2020
Overall Rank
BYDIY Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BYDIY Sortino Ratio Rank: 2525
Sortino Ratio Rank
BYDIY Omega Ratio Rank: 2626
Omega Ratio Rank
BYDIY Calmar Ratio Rank: 1212
Calmar Ratio Rank
BYDIY Martin Ratio Rank: 1313
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BYD Electronic (International) Company Limited (BYDIY) 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.


BYDIYVOODifference

Sharpe ratio

Return per unit of total volatility

-0.40

0.98

-1.38

Sortino ratio

Return per unit of downside risk

-0.20

1.50

-1.70

Omega ratio

Gain probability vs. loss probability

0.98

1.23

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.81

1.53

-2.34

Martin ratio

Return relative to average drawdown

-1.39

7.29

-8.69

BYDIY vs. VOO - Sharpe Ratio Comparison

The current BYDIY Sharpe Ratio is -0.40, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BYDIY 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.


Loading graphics...

Sharpe Ratios by Period


BYDIYVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

0.98

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.83

-0.93

Correlation

The correlation between BYDIY and VOO is 0.11, 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.


Dividends

BYDIY vs. VOO - Dividend Comparison

BYDIY's dividend yield for the trailing twelve months is around 2.09%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
BYDIY
BYD Electronic (International) Company Limited
2.09%1.77%1.31%0.53%0.48%1.35%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

BYDIY vs. VOO - Drawdown Comparison

The maximum BYDIY drawdown since its inception was -67.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BYDIY and VOO.


Loading graphics...

Drawdown Indicators


BYDIYVOODifference

Max Drawdown

Largest peak-to-trough decline

-67.99%

-33.99%

-34.00%

Max Drawdown (1Y)

Largest decline over 1 year

-35.96%

-11.98%

-23.98%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-52.39%

-6.29%

-46.10%

Average Drawdown

Average peak-to-trough decline

-34.96%

-3.72%

-31.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.86%

2.52%

+18.34%

Volatility

BYDIY vs. VOO - Volatility Comparison

BYD Electronic (International) Company Limited (BYDIY) has a higher volatility of 12.30% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that BYDIY'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.


Loading graphics...

Volatility by Period


BYDIYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.30%

5.29%

+7.01%

Volatility (6M)

Calculated over the trailing 6-month period

38.74%

9.44%

+29.30%

Volatility (1Y)

Calculated over the trailing 1-year period

66.64%

18.10%

+48.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.57%

16.82%

+50.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.57%

17.99%

+49.58%