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CNYA vs. BYDIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYA vs. BYDIY - Performance Comparison

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

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Returns By Period

In the year-to-date period, CNYA achieves a 3.25% return, which is significantly higher than BYDIY's -27.93% return.


CNYA

1D
-2.70%
1M
-5.39%
6M
-0.46%
YTD
3.25%
1Y
24.03%
3Y*
9.14%
5Y*
-1.47%
10Y*
5.27%

BYDIY

1D
6.79%
1M
2.17%
6M
-29.33%
YTD
-27.93%
1Y
-24.26%
3Y*
0.86%
5Y*
-9.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNYA vs. BYDIY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CNYA
iShares MSCI China A ETF
3.25%26.48%10.78%-13.76%-26.51%-1.99%
BYDIY
BYD Electronic (International) Company Limited
-27.93%-20.04%29.23%40.71%32.48%-56.35%

Correlation

The correlation between CNYA and BYDIY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.21

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

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Return for Risk

CNYA vs. BYDIY — Risk / Return Rank

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

CNYA
CNYA Risk / Return Rank: 5151
Overall Rank
CNYA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 4040
Sortino Ratio Rank
CNYA Omega Ratio Rank: 4141
Omega Ratio Rank
CNYA Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNYA Martin Ratio Rank: 5757
Martin Ratio Rank

BYDIY
BYDIY Risk / Return Rank: 3030
Overall Rank
BYDIY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BYDIY Sortino Ratio Rank: 3232
Sortino Ratio Rank
BYDIY Omega Ratio Rank: 3232
Omega Ratio Rank
BYDIY Calmar Ratio Rank: 3030
Calmar Ratio Rank
BYDIY Martin Ratio Rank: 2727
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.

CNYA vs. BYDIY - Risk-Adjusted Trends Comparison

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


CNYABYDIYDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.22

1.00

+0.23

Calmar ratioReturn relative to maximum drawdown

3.05

-0.43

+3.48

Martin ratioReturn relative to average drawdown

8.01

-0.84

+8.85

CNYA vs. BYDIY - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.22, which is higher than the BYDIY Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of CNYA and BYDIY, 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

CNYA vs. BYDIY - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, smaller than the maximum BYDIY drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for CNYA and BYDIY.


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Drawdown Indicators


CNYABYDIYDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-68.26%

+18.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-56.59%

+48.68%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-68.26%

+34.91%

Max Drawdown (5Y)

Largest decline over 5 years

-44.65%

-68.26%

+23.61%

Max Drawdown (10Y)

Largest decline over 10 years

-49.49%

Current Drawdown

Current decline from peak

-18.21%

-59.40%

+41.19%

Average Drawdown

Average peak-to-trough decline

-20.61%

-36.20%

+15.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

28.86%

-25.85%

Volatility

CNYA vs. BYDIY - Volatility Comparison

The current volatility for iShares MSCI China A ETF (CNYA) is 8.85%, while BYD Electronic (International) Company Limited (BYDIY) has a volatility of 37.57%. This indicates that CNYA experiences smaller price fluctuations and is considered to be less risky than BYDIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYABYDIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

37.57%

-28.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

55.92%

-40.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.74%

72.28%

-52.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.07%

70.49%

-46.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.61%

69.50%

-45.89%

Dividends

CNYA vs. BYDIY - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.82%, while BYDIY has not paid dividends to shareholders.


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
1.82%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%

Frequently Asked Questions


CNYA and BYDIY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDIY has higher volatility (37.57%) compared to CNYA (8.85%). In terms of maximum drawdown, CNYA dropped -49.49% vs BYDIY's -68.26%.

CNYA currently has the higher Sharpe Ratio (1.22 vs -0.34), 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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