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HMCH.L vs. BYDDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HMCH.L and BYDDY is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

HMCH.L vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI China UCITS ETF (HMCH.L) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
34.38%
73.60%
HMCH.L
BYDDY

Key characteristics

Sharpe Ratio

HMCH.L:

1.67

BYDDY:

3.05

Sortino Ratio

HMCH.L:

2.38

BYDDY:

3.74

Omega Ratio

HMCH.L:

1.31

BYDDY:

1.45

Calmar Ratio

HMCH.L:

0.83

BYDDY:

2.13

Martin Ratio

HMCH.L:

4.28

BYDDY:

11.50

Ulcer Index

HMCH.L:

10.43%

BYDDY:

10.41%

Daily Std Dev

HMCH.L:

26.65%

BYDDY:

39.36%

Max Drawdown

HMCH.L:

-56.50%

BYDDY:

-97.37%

Current Drawdown

HMCH.L:

-30.08%

BYDDY:

-4.68%

Returns By Period

In the year-to-date period, HMCH.L achieves a 18.35% return, which is significantly lower than BYDDY's 48.45% return. Over the past 10 years, HMCH.L has underperformed BYDDY with an annualized return of 4.76%, while BYDDY has yielded a comparatively higher 28.27% annualized return.


HMCH.L

YTD

18.35%

1M

18.69%

6M

40.59%

1Y

44.63%

5Y*

0.64%

10Y*

4.76%

BYDDY

YTD

48.45%

1M

44.93%

6M

73.61%

1Y

117.73%

5Y*

53.34%

10Y*

28.27%

*Annualized

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Risk-Adjusted Performance

HMCH.L vs. BYDDY — Risk-Adjusted Performance Rank

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

HMCH.L
The Risk-Adjusted Performance Rank of HMCH.L is 6161
Overall Rank
The Sharpe Ratio Rank of HMCH.L is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of HMCH.L is 7373
Sortino Ratio Rank
The Omega Ratio Rank of HMCH.L is 7474
Omega Ratio Rank
The Calmar Ratio Rank of HMCH.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of HMCH.L is 4545
Martin Ratio Rank

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 9494
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9595
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 9393
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HMCH.L vs. BYDDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI China UCITS ETF (HMCH.L) 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.


Sharpe ratio
The chart of Sharpe ratio for HMCH.L, currently valued at 1.71, compared to the broader market0.002.004.001.712.78
The chart of Sortino ratio for HMCH.L, currently valued at 2.45, compared to the broader market0.005.0010.002.453.54
The chart of Omega ratio for HMCH.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.43
The chart of Calmar ratio for HMCH.L, currently valued at 0.83, compared to the broader market0.005.0010.0015.0020.000.832.49
The chart of Martin ratio for HMCH.L, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.2210.11
HMCH.L
BYDDY

The current HMCH.L Sharpe Ratio is 1.67, which is lower than the BYDDY Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of HMCH.L and BYDDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.71
2.78
HMCH.L
BYDDY

Dividends

HMCH.L vs. BYDDY - Dividend Comparison

HMCH.L's dividend yield for the trailing twelve months is around 2.00%, more than BYDDY's 0.85% yield.


TTM20242023202220212020201920182017201620152014
HMCH.L
HSBC MSCI China UCITS ETF
2.00%2.17%2.12%1.85%1.28%0.92%1.65%1.36%0.78%1.89%2.84%1.68%
BYDDY
BYD Company Limited ADR
0.85%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%

Drawdowns

HMCH.L vs. BYDDY - Drawdown Comparison

The maximum HMCH.L drawdown since its inception was -56.50%, smaller than the maximum BYDDY drawdown of -97.37%. Use the drawdown chart below to compare losses from any high point for HMCH.L and BYDDY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-36.46%
0
HMCH.L
BYDDY

Volatility

HMCH.L vs. BYDDY - Volatility Comparison

The current volatility for HSBC MSCI China UCITS ETF (HMCH.L) is 6.33%, while BYD Company Limited ADR (BYDDY) has a volatility of 15.02%. This indicates that HMCH.L 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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.33%
15.02%
HMCH.L
BYDDY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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