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CYD vs. NEU
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CYD vs. NEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in China Yuchai International Limited (CYD) and NewMarket Corporation (NEU). The values are adjusted to include any dividend payments, if applicable.

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CYD vs. NEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYD
China Yuchai International Limited
11.24%281.18%17.72%21.67%-50.38%0.21%29.89%13.35%-46.44%82.82%
NEU
NewMarket Corporation
-6.64%32.28%-1.45%79.15%-6.70%-11.93%-16.48%20.01%5.52%-4.69%

Fundamentals

EPS

CYD:

$10.28

NEU:

$66.85

PE Ratio

CYD:

3.84

NEU:

9.55

PS Ratio

CYD:

0.07

NEU:

1.47

Total Revenue (TTM)

CYD:

$20.88B

NEU:

$2.73B

Gross Profit (TTM)

CYD:

$2.87B

NEU:

$857.40M

EBITDA (TTM)

CYD:

$1.32B

NEU:

$677.23M

Returns By Period

In the year-to-date period, CYD achieves a 11.24% return, which is significantly higher than NEU's -6.64% return. Over the past 10 years, CYD has outperformed NEU with an annualized return of 20.81%, while NEU has yielded a comparatively lower 6.73% annualized return.


CYD

1D
2.57%
1M
-16.21%
YTD
11.24%
6M
-3.68%
1Y
128.17%
3Y*
75.94%
5Y*
25.93%
10Y*
20.81%

NEU

1D
-0.41%
1M
2.60%
YTD
-6.64%
6M
-23.26%
1Y
14.56%
3Y*
22.69%
5Y*
13.14%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CYD vs. NEU — Risk / Return Rank

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

CYD
CYD Risk / Return Rank: 8989
Overall Rank
CYD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CYD Sortino Ratio Rank: 8686
Sortino Ratio Rank
CYD Omega Ratio Rank: 8585
Omega Ratio Rank
CYD Calmar Ratio Rank: 9090
Calmar Ratio Rank
CYD Martin Ratio Rank: 9191
Martin Ratio Rank

NEU
NEU Risk / Return Rank: 5252
Overall Rank
NEU Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
NEU Sortino Ratio Rank: 4848
Sortino Ratio Rank
NEU Omega Ratio Rank: 5353
Omega Ratio Rank
NEU Calmar Ratio Rank: 5151
Calmar Ratio Rank
NEU Martin Ratio Rank: 5252
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.

CYD vs. NEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for China Yuchai International Limited (CYD) and NewMarket Corporation (NEU). 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.


CYDNEUDifference

Sharpe ratio

Return per unit of total volatility

2.17

0.48

+1.69

Sortino ratio

Return per unit of downside risk

2.55

0.75

+1.80

Omega ratio

Gain probability vs. loss probability

1.34

1.12

+0.21

Calmar ratio

Return relative to maximum drawdown

4.03

0.45

+3.58

Martin ratio

Return relative to average drawdown

11.53

1.01

+10.52

CYD vs. NEU - Sharpe Ratio Comparison

The current CYD Sharpe Ratio is 2.17, which is higher than the NEU Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CYD and NEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CYDNEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

0.48

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.50

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.27

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.27

-0.15

Correlation

The correlation between CYD and NEU is 0.21, 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

CYD vs. NEU - Dividend Comparison

CYD's dividend yield for the trailing twelve months is around 1.34%, less than NEU's 1.80% yield.


TTM20252024202320222021202020192018201720162015
CYD
China Yuchai International Limited
1.34%1.49%3.99%3.34%5.65%11.39%5.20%6.38%5.87%3.75%6.15%10.22%
NEU
NewMarket Corporation
1.80%1.64%1.89%1.62%2.70%2.33%1.91%1.50%1.70%1.76%1.51%1.52%

Drawdowns

CYD vs. NEU - Drawdown Comparison

The maximum CYD drawdown since its inception was -97.74%, roughly equal to the maximum NEU drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for CYD and NEU.


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Drawdown Indicators


CYDNEUDifference

Max Drawdown

Largest peak-to-trough decline

-97.74%

-95.01%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-34.21%

-32.77%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-58.56%

-32.77%

-25.79%

Max Drawdown (10Y)

Largest decline over 10 years

-68.53%

-40.66%

-27.87%

Current Drawdown

Current decline from peak

-29.42%

-26.22%

-3.20%

Average Drawdown

Average peak-to-trough decline

-53.24%

-28.29%

-24.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.96%

14.50%

-2.54%

Volatility

CYD vs. NEU - Volatility Comparison

China Yuchai International Limited (CYD) has a higher volatility of 13.09% compared to NewMarket Corporation (NEU) at 8.27%. This indicates that CYD's price experiences larger fluctuations and is considered to be riskier than NEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYDNEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

8.27%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

40.32%

26.97%

+13.35%

Volatility (1Y)

Calculated over the trailing 1-year period

59.58%

30.53%

+29.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.18%

26.14%

+23.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.40%

24.82%

+19.58%

Financials

CYD vs. NEU - Financials Comparison

This section allows you to compare key financial metrics between China Yuchai International Limited and NewMarket Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B5.00B6.00B7.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.90B
635.40M
(CYD) Total Revenue
(NEU) Total Revenue
Values in USD except per share items