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CYD vs. NEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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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Returns By Period

In the year-to-date period, CYD achieves a 62.45% return, which is significantly higher than NEU's 14.30% return. Over the past 10 years, CYD has outperformed NEU with an annualized return of 22.81%, while NEU has yielded a comparatively lower 8.93% annualized return.


CYD

1D
-2.09%
1M
47.12%
YTD
62.45%
6M
63.97%
1Y
244.50%
3Y*
90.41%
5Y*
35.54%
10Y*
22.81%

NEU

1D
-0.35%
1M
14.92%
YTD
14.30%
6M
4.25%
1Y
24.52%
3Y*
26.32%
5Y*
20.34%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CYD vs. NEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYD
China Yuchai International Limited
62.45%281.18%17.72%21.67%-50.38%0.21%29.89%13.35%-46.44%82.82%
NEU
NewMarket Corporation
14.30%32.28%-1.45%79.15%-6.70%-11.93%-16.48%20.01%5.52%-4.69%

Correlation

The correlation between CYD and NEU is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.13

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

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Dec 20, 1994

0.21

Fundamentals

EPS

CYD:

$11.57

NEU:

$58.30

PE Ratio

CYD:

4.98

NEU:

13.40

PEG Ratio

CYD:

0.20

NEU:

0.47

PS Ratio

CYD:

0.08

NEU:

2.04

Total Revenue (TTM)

CYD:

$27.30B

NEU:

$2.69B

Gross Profit (TTM)

CYD:

$4.19B

NEU:

$842.26M

EBITDA (TTM)

CYD:

$1.19B

NEU:

$648.92M

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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: 9595
Overall Rank
CYD Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CYD Sortino Ratio Rank: 9595
Sortino Ratio Rank
CYD Omega Ratio Rank: 9393
Omega Ratio Rank
CYD Calmar Ratio Rank: 9595
Calmar Ratio Rank
CYD Martin Ratio Rank: 9494
Martin Ratio Rank

NEU
NEU Risk / Return Rank: 5959
Overall Rank
NEU Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
NEU Sortino Ratio Rank: 5656
Sortino Ratio Rank
NEU Omega Ratio Rank: 6262
Omega Ratio Rank
NEU Calmar Ratio Rank: 5757
Calmar Ratio Rank
NEU Martin Ratio Rank: 5656
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

4.45

0.79

+3.66

Sortino ratio

Return per unit of downside risk

4.12

1.10

+3.03

Omega ratio

Gain probability vs. loss probability

1.53

1.18

+0.35

Calmar ratio

Return relative to maximum drawdown

7.20

0.75

+6.45

Martin ratio

Return relative to average drawdown

17.86

1.46

+16.40

CYD vs. NEU - Sharpe Ratio Comparison

The current CYD Sharpe Ratio is 4.45, which is higher than the NEU Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CYD and NEU, 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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Sharpe Ratios by Period


CYDNEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.45

0.79

+3.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.78

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.36

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.28

-0.14

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 (3Y)

Largest decline over 3 years

-44.46%

-32.77%

-11.69%

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

-3.42%

-9.67%

+6.25%

Average Drawdown

Average peak-to-trough decline

-53.04%

-28.26%

-24.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.76%

16.88%

-3.12%

Volatility

CYD vs. NEU - Volatility Comparison

China Yuchai International Limited (CYD) has a higher volatility of 13.81% compared to NewMarket Corporation (NEU) at 6.95%. 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

13.81%

6.95%

+6.86%

Volatility (6M)

Calculated over the trailing 6-month period

37.89%

25.80%

+12.09%

Volatility (1Y)

Calculated over the trailing 1-year period

55.28%

31.06%

+24.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.81%

26.34%

+23.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.50%

25.04%

+19.46%

Dividends

CYD vs. NEU - Dividend Comparison

CYD's dividend yield for the trailing twelve months is around 0.92%, less than NEU's 1.47% yield.


PositionTTM20252024202320222021202020192018201720162015
CYD
China Yuchai International Limited
0.92%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
1.47%1.64%1.89%1.62%2.70%2.33%1.91%1.50%1.70%1.76%1.51%1.52%

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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
11.57B
669.72M
(CYD) Total Revenue
(NEU) Total Revenue
Values in USD except per share items

CYD vs. NEU - Profitability Comparison

The chart below illustrates the profitability comparison between China Yuchai International Limited and NewMarket Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
18.9%
33.0%
Portfolio components
CYD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, China Yuchai International Limited reported a gross profit of 2.19B and revenue of 11.57B. Therefore, the gross margin over that period was 18.9%.

NEU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NewMarket Corporation reported a gross profit of 220.88M and revenue of 669.72M. Therefore, the gross margin over that period was 33.0%.

CYD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, China Yuchai International Limited reported an operating income of 240.14M and revenue of 11.57B, resulting in an operating margin of 2.1%.

NEU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NewMarket Corporation reported an operating income of 143.23M and revenue of 669.72M, resulting in an operating margin of 21.4%.

CYD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, China Yuchai International Limited reported a net income of 168.43M and revenue of 11.57B, resulting in a net margin of 1.5%.

NEU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NewMarket Corporation reported a net income of 118.07M and revenue of 669.72M, resulting in a net margin of 17.6%.


Frequently Asked Questions


CYD and NEU have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CYD has higher volatility (13.81%) compared to NEU (6.95%). In terms of maximum drawdown, CYD dropped -97.74% vs NEU's -95.01%.

CYD currently has the higher Sharpe Ratio (4.45 vs 0.79), 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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