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GWW vs. BYDDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GWW vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W.W. Grainger, Inc. (GWW) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GWW achieves a 30.92% return, which is significantly higher than BYDDY's -8.48% return. Both investments have delivered pretty close results over the past 10 years, with GWW having a 21.41% annualized return and BYDDY not far behind at 20.45%.


GWW

1D
0.15%
1M
5.03%
YTD
30.92%
6M
29.19%
1Y
22.72%
3Y*
22.36%
5Y*
24.71%
10Y*
21.41%

BYDDY

1D
0.66%
1M
-13.95%
YTD
-8.48%
6M
-10.33%
1Y
-36.06%
3Y*
1.04%
5Y*
4.37%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GWW vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GWW
W.W. Grainger, Inc.
30.92%-3.41%28.21%50.53%8.75%28.80%22.85%22.25%21.69%4.35%
BYDDY
BYD Company Limited ADR
-8.48%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%

Correlation

The correlation between GWW and BYDDY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.12

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

0.13

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.19

Fundamentals

Market Cap

GWW:

$62.37B

BYDDY:

$100.56B

EPS

GWW:

$37.26

BYDDY:

CN¥3.03

PE Ratio

GWW:

35.32

BYDDY:

24.67

PEG Ratio

GWW:

2.04

BYDDY:

0.18

PS Ratio

GWW:

3.42

BYDDY:

0.87

PB Ratio

GWW:

15.87

BYDDY:

2.73

Total Revenue (TTM)

GWW:

$18.38B

BYDDY:

CN¥779.53B

Gross Profit (TTM)

GWW:

$7.20B

BYDDY:

CN¥132.63B

EBITDA (TTM)

GWW:

$2.82B

BYDDY:

CN¥33.66B

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Return for Risk

GWW vs. BYDDY — Risk / Return Rank

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

GWW
GWW Risk / Return Rank: 6969
Overall Rank
GWW Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GWW Sortino Ratio Rank: 6464
Sortino Ratio Rank
GWW Omega Ratio Rank: 6767
Omega Ratio Rank
GWW Calmar Ratio Rank: 7373
Calmar Ratio Rank
GWW Martin Ratio Rank: 6969
Martin Ratio Rank

BYDDY
BYDDY Risk / Return Rank: 55
Overall Rank
BYDDY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 77
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 99
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 00
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 55
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.

GWW vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and BYD Company Limited ADR (BYDDY). 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.


GWWBYDDYDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.19

0.84

+0.35

Calmar ratioReturn relative to maximum drawdown

1.64

-1.03

+2.67

Martin ratioReturn relative to average drawdown

3.20

-1.59

+4.79

GWW vs. BYDDY - Sharpe Ratio Comparison

The current GWW Sharpe Ratio is 0.92, which is higher than the BYDDY Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of GWW and BYDDY, 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

GWW vs. BYDDY - Drawdown Comparison

The maximum GWW drawdown since its inception was -56.73%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for GWW and BYDDY.


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Drawdown Indicators


GWWBYDDYDifference

Max Drawdown

Largest peak-to-trough decline

-56.73%

-97.38%

+40.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-35.21%

+21.29%

Max Drawdown (3Y)

Largest decline over 3 years

-24.50%

-43.68%

+19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-48.16%

+23.66%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-58.18%

+16.58%

Current Drawdown

Current decline from peak

-1.05%

-43.25%

+42.20%

Average Drawdown

Average peak-to-trough decline

-11.01%

-63.73%

+52.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.61%

24.19%

-16.58%

Volatility

GWW vs. BYDDY - Volatility Comparison

The current volatility for W.W. Grainger, Inc. (GWW) is 4.85%, while BYD Company Limited ADR (BYDDY) has a volatility of 8.66%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GWWBYDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

8.66%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

28.41%

-10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

37.02%

-12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.68%

45.80%

-21.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.52%

47.24%

-18.72%

Dividends

GWW vs. BYDDY - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.70%, more than BYDDY's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
BYDDY
BYD Company Limited ADR
0.48%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%0.00%
GWW
W.W. Grainger, Inc.
0.70%0.88%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%

Financials

GWW vs. BYDDY - Financials Comparison

This section allows you to compare key financial metrics between W.W. Grainger, Inc. and BYD Company Limited ADR. 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


0.0050.00B100.00B150.00B200.00B250.00B20222023202420252026
4.74B
150.23B
(GWW) Total Revenue
(BYDDY) Total Revenue
Please note, different currencies. GWW values in USD, BYDDY values in CNY

GWW vs. BYDDY - Profitability Comparison

The chart below illustrates the profitability comparison between W.W. Grainger, Inc. and BYD Company Limited ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
40.0%
18.8%
Portfolio components
GWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.

BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.

GWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.

GWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited ADR reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.


Frequently Asked Questions


GWW and BYDDY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYDDY has higher volatility (8.66%) compared to GWW (4.85%). In terms of maximum drawdown, GWW dropped -56.73% vs BYDDY's -97.38%.

GWW currently has the higher Sharpe Ratio (0.92 vs -0.98), 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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