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BYDIY vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, BYDIY achieves a -43.65% return, which is significantly lower than VOO's 8.19% return.


BYDIY

1D
-11.68%
1M
-22.92%
YTD
-43.65%
6M
-40.00%
1Y
-36.41%
3Y*
-4.92%
5Y*
-13.98%
10Y*

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYDIY vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BYDIY
BYD Electronic (International) Company Limited
-43.65%-20.04%29.23%40.71%32.48%-56.35%
VOO
Vanguard S&P 500 ETF
8.19%17.82%24.98%26.32%-18.17%14.72%

Correlation

The correlation between BYDIY and VOO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.14

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

0.11

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

0.11

The correlation between BYDIY and VOO shifts across timeframes, from 0.11 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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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: 1717
Overall Rank
BYDIY Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
BYDIY Sortino Ratio Rank: 2020
Sortino Ratio Rank
BYDIY Omega Ratio Rank: 2121
Omega Ratio Rank
BYDIY Calmar Ratio Rank: 1818
Calmar Ratio Rank
BYDIY Martin Ratio Rank: 88
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
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.

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.


BYDIYVOODifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-3.14

Omega ratioGain probability vs. loss probability

0.94

1.35

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.65

2.67

-3.32

Martin ratioReturn relative to average drawdown

-1.41

11.96

-13.37

BYDIY vs. VOO - Sharpe Ratio Comparison

The current BYDIY Sharpe Ratio is -0.56, which is lower than the VOO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of BYDIY and VOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BYDIY vs. VOO - Drawdown Comparison

The maximum BYDIY drawdown since its inception was -68.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BYDIY and VOO.


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Drawdown Indicators


BYDIYVOODifference

Max Drawdown

Largest peak-to-trough decline

-68.26%

-33.99%

-34.27%

Max Drawdown (1Y)

Largest decline over 1 year

-56.59%

-8.90%

-47.69%

Max Drawdown (3Y)

Largest decline over 3 years

-68.26%

-18.69%

-49.57%

Max Drawdown (5Y)

Largest decline over 5 years

-68.26%

-24.52%

-43.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-68.26%

-3.14%

-65.12%

Average Drawdown

Average peak-to-trough decline

-35.85%

-3.68%

-32.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.85%

1.99%

+23.86%

Volatility

BYDIY vs. VOO - Volatility Comparison

BYD Electronic (International) Company Limited (BYDIY) has a higher volatility of 30.83% compared to Vanguard S&P 500 ETF (VOO) at 4.83%. 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.


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Volatility by Period


BYDIYVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

30.83%

4.83%

+26.00%

Volatility (6M)

Calculated over the trailing 6-month period

46.08%

9.82%

+36.26%

Volatility (1Y)

Calculated over the trailing 1-year period

64.92%

12.46%

+52.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.86%

16.91%

+51.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.32%

18.02%

+50.30%

Dividends

BYDIY vs. VOO - Dividend Comparison

BYDIY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


BYDIY and VOO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDIY has higher volatility (30.83%) compared to VOO (4.83%). In terms of maximum drawdown, BYDIY dropped -68.26% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.91 vs -0.56), 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.

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