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

Performance

CYD vs. SPXC - Performance Comparison

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

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CYD vs. SPXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CYD
China Yuchai International Limited
8.45%281.18%17.72%21.67%-50.38%0.21%29.89%13.35%-46.44%82.82%
SPXC
SPX Corporation
-0.06%37.48%44.06%53.86%10.00%9.42%7.19%81.65%-10.77%32.34%

Fundamentals

EPS

CYD:

$10.28

SPXC:

$5.05

PE Ratio

CYD:

3.74

SPXC:

39.56

PS Ratio

CYD:

0.07

SPXC:

4.26

Total Revenue (TTM)

CYD:

$20.88B

SPXC:

$2.27B

Gross Profit (TTM)

CYD:

$2.87B

SPXC:

$917.70M

EBITDA (TTM)

CYD:

$1.32B

SPXC:

$441.20M

Returns By Period

In the year-to-date period, CYD achieves a 8.45% return, which is significantly higher than SPXC's -0.06% return. Over the past 10 years, CYD has underperformed SPXC with an annualized return of 20.50%, while SPXC has yielded a comparatively higher 29.18% annualized return.


CYD

1D
4.59%
1M
-23.43%
YTD
8.45%
6M
-6.94%
1Y
131.88%
3Y*
74.45%
5Y*
25.29%
10Y*
20.50%

SPXC

1D
4.84%
1M
-11.90%
YTD
-0.06%
6M
7.05%
1Y
55.26%
3Y*
41.49%
5Y*
27.41%
10Y*
29.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CYD vs. SPXC — Risk / Return Rank

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

CYD
CYD Risk / Return Rank: 9090
Overall Rank
CYD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CYD Sortino Ratio Rank: 8888
Sortino Ratio Rank
CYD Omega Ratio Rank: 8686
Omega Ratio Rank
CYD Calmar Ratio Rank: 9191
Calmar Ratio Rank
CYD Martin Ratio Rank: 9191
Martin Ratio Rank

SPXC
SPXC Risk / Return Rank: 8383
Overall Rank
SPXC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SPXC Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPXC Omega Ratio Rank: 8080
Omega Ratio Rank
SPXC Calmar Ratio Rank: 8181
Calmar Ratio Rank
SPXC Martin Ratio Rank: 8585
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. SPXC - Risk-Adjusted Trends Comparison

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


CYDSPXCDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.51

+0.72

Sortino ratio

Return per unit of downside risk

2.59

2.22

+0.37

Omega ratio

Gain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratio

Return relative to maximum drawdown

3.98

2.35

+1.62

Martin ratio

Return relative to average drawdown

11.52

7.50

+4.02

CYD vs. SPXC - Sharpe Ratio Comparison

The current CYD Sharpe Ratio is 2.23, which is higher than the SPXC Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of CYD and SPXC, 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


CYDSPXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.51

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.80

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.78

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.23

-0.11

Correlation

The correlation between CYD and SPXC is 0.23, 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. SPXC - Dividend Comparison

CYD's dividend yield for the trailing twelve months is around 1.38%, while SPXC has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CYD
China Yuchai International Limited
1.38%1.49%3.99%3.34%5.65%11.39%5.20%6.38%5.87%3.75%6.15%10.22%
SPXC
SPX Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.04%

Drawdowns

CYD vs. SPXC - Drawdown Comparison

The maximum CYD drawdown since its inception was -97.74%, roughly equal to the maximum SPXC drawdown of -93.77%. Use the drawdown chart below to compare losses from any high point for CYD and SPXC.


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Drawdown Indicators


CYDSPXCDifference

Max Drawdown

Largest peak-to-trough decline

-97.74%

-93.77%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-34.21%

-23.15%

-11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-58.56%

-38.32%

-20.24%

Max Drawdown (10Y)

Largest decline over 10 years

-68.53%

-50.26%

-18.27%

Current Drawdown

Current decline from peak

-31.19%

-17.73%

-13.46%

Average Drawdown

Average peak-to-trough decline

-53.24%

-38.39%

-14.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.81%

7.26%

+4.55%

Volatility

CYD vs. SPXC - Volatility Comparison

China Yuchai International Limited (CYD) and SPX Corporation (SPXC) have volatilities of 14.31% and 14.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CYDSPXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.31%

14.43%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

40.24%

27.27%

+12.97%

Volatility (1Y)

Calculated over the trailing 1-year period

59.55%

36.80%

+22.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.17%

34.53%

+14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.40%

37.33%

+7.07%

Financials

CYD vs. SPXC - Financials Comparison

This section allows you to compare key financial metrics between China Yuchai International Limited and SPX 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.90B
637.30M
(CYD) Total Revenue
(SPXC) Total Revenue
Values in USD except per share items