IDCBY vs. BYDDY
IDCBY (Industrial and Commercial Bank of China Limited) and BYDDY (BYD Company Limited ADR) are both stocks. IDCBY operates in Banks - Diversified (Financial Services), while BYDDY operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, IDCBY returned 12.57%/yr vs 19.72%/yr for BYDDY. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
IDCBY vs. BYDDY - Performance Comparison
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Returns By Period
In the year-to-date period, IDCBY achieves a 21.94% return, which is significantly higher than BYDDY's -1.10% return. Over the past 10 years, IDCBY has underperformed BYDDY with an annualized return of 12.57%, while BYDDY has yielded a comparatively higher 19.72% annualized return.
IDCBY
- 1D
- -1.70%
- 1M
- 16.67%
- 6M
- 18.95%
- YTD
- 21.94%
- 1Y
- 33.13%
- 3Y*
- 34.01%
- 5Y*
- 19.62%
- 10Y*
- 12.57%
- ALL TIME*
- 5.02%
BYDDY
- 1D
- -0.58%
- 1M
- 17.55%
- 6M
- -3.18%
- YTD
- -1.10%
- 1Y
- -15.95%
- 3Y*
- 1.52%
- 5Y*
- 3.72%
- 10Y*
- 19.72%
- ALL TIME*
- 9.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.03M | $15.85M | $20.30M | |
| $704.01K | $969.25K | $951.63K |
IDCBY vs. BYDDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDCBY Industrial and Commercial Bank of China Limited | 21.94% | 32.13% | 47.21% | 3.91% | -2.05% | -6.39% | -12.54% | 13.02% | -8.08% | 42.02% |
BYDDY BYD Company Limited ADR | -1.10% | 7.97% | 24.81% | 13.06% | -27.17% | 28.02% | 432.95% | -21.04% | -27.71% | 69.09% |
Correlation
The correlation between IDCBY and BYDDY is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2009 | 0.36 |
The correlation between IDCBY and BYDDY shifts across timeframes, from 0.25 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IDCBY:
$340.55B
BYDDY:
$108.20B
IDCBY:
CN¥20.25
BYDDY:
CN¥3.00
IDCBY:
6.37
BYDDY:
26.79
IDCBY:
7.97
BYDDY:
0.20
IDCBY:
1.80
BYDDY:
0.94
IDCBY:
0.59
BYDDY:
2.94
IDCBY:
CN¥1.28T
BYDDY:
CN¥779.53B
IDCBY:
CN¥499.90B
BYDDY:
CN¥132.63B
IDCBY:
CN¥428.13B
BYDDY:
CN¥33.66B
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Return for Risk
IDCBY vs. BYDDY — Risk / Return Rank
IDCBY
BYDDY
IDCBY vs. BYDDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) 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.
| IDCBY | BYDDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.94 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | -0.48 | +3.35 |
| Martin ratioReturn relative to average drawdown | 7.81 | -1.01 | +8.82 |
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Drawdowns
IDCBY vs. BYDDY - Drawdown Comparison
The maximum IDCBY drawdown since its inception was -78.73%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for IDCBY and BYDDY.
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Drawdown Indicators
| IDCBY | BYDDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.73% | -97.38% | +18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -38.52% | +27.23% |
Max Drawdown (3Y)Largest decline over 3 years | -15.59% | -52.31% | +36.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.73% | -52.31% | +26.58% |
Max Drawdown (10Y)Largest decline over 10 years | -39.70% | -58.18% | +18.48% |
Current DrawdownCurrent decline from peak | -1.70% | -38.67% | +36.97% |
Average DrawdownAverage peak-to-trough decline | -48.59% | -63.60% | +15.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 18.06% | -13.92% |
Volatility
IDCBY vs. BYDDY - Volatility Comparison
The current volatility for Industrial and Commercial Bank of China Limited (IDCBY) is 7.12%, while BYD Company Limited ADR (BYDDY) has a volatility of 9.21%. This indicates that IDCBY 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
| IDCBY | BYDDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.12% | 9.21% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 29.10% | -14.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 37.69% | -17.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 45.12% | -23.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 47.27% | -24.40% |
Dividends
IDCBY vs. BYDDY - Dividend Comparison
IDCBY's dividend yield for the trailing twelve months is around 4.67%, more than BYDDY's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Company Limited ADR | 0.44% | 1.45% | 1.26% | 0.60% | 0.07% | 0.07% | 0.03% | 0.47% | 0.28% | 0.52% | 1.92% | 0.00% |
IDCBY Industrial and Commercial Bank of China Limited | 4.67% | 7.76% | 6.36% | 8.69% | 8.61% | 7.32% | 4.84% | 3.91% | 4.48% | 3.49% | 12.32% | 7.11% |
Financials
IDCBY vs. BYDDY - Financials Comparison
This section allows you to compare key financial metrics between Industrial and Commercial Bank of China Limited 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.
Total Revenue: Total amount of money received from sales and other business activities
IDCBY vs. BYDDY - Profitability Comparison
IDCBY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Industrial and Commercial Bank of China Limited reported a gross profit of 155.43B and revenue of 386.17B. Therefore, the gross margin over that period was 40.3%.
BYDDY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
IDCBY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Industrial and Commercial Bank of China Limited reported an operating income of 101.34B and revenue of 386.17B, resulting in an operating margin of 26.2%.
BYDDY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
IDCBY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Industrial and Commercial Bank of China Limited reported a net income of 86.42B and revenue of 386.17B, resulting in a net margin of 22.4%.
BYDDY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
IDCBY and BYDDY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDY has higher volatility (9.21%) compared to IDCBY (7.12%). In terms of maximum drawdown, IDCBY dropped -78.73% vs BYDDY's -97.38%.
IDCBY currently has the higher Sharpe Ratio (1.64 vs -0.49), 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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