PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IDCBY vs. BYDDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IDCBY and BYDDY is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

IDCBY vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial and Commercial Bank of China Limited (IDCBY) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
317.82%
414.11%
IDCBY
BYDDY

Key characteristics

Sharpe Ratio

IDCBY:

1.62

BYDDY:

1.82

Sortino Ratio

IDCBY:

2.24

BYDDY:

2.38

Omega Ratio

IDCBY:

1.31

BYDDY:

1.30

Calmar Ratio

IDCBY:

2.21

BYDDY:

1.52

Martin Ratio

IDCBY:

10.05

BYDDY:

7.32

Ulcer Index

IDCBY:

4.62%

BYDDY:

11.08%

Daily Std Dev

IDCBY:

28.72%

BYDDY:

44.63%

Max Drawdown

IDCBY:

-46.05%

BYDDY:

-97.37%

Current Drawdown

IDCBY:

-8.17%

BYDDY:

-14.51%

Fundamentals

Market Cap

IDCBY:

$316.71B

BYDDY:

$143.95B

EPS

IDCBY:

$2.69

BYDDY:

$3.79

PE Ratio

IDCBY:

5.01

BYDDY:

24.47

PEG Ratio

IDCBY:

2.01

BYDDY:

0.92

PS Ratio

IDCBY:

0.48

BYDDY:

0.19

PB Ratio

IDCBY:

0.46

BYDDY:

5.76

Total Revenue (TTM)

IDCBY:

$803.09B

BYDDY:

$649.01B

Gross Profit (TTM)

IDCBY:

$801.22B

BYDDY:

$120.56B

EBITDA (TTM)

IDCBY:

$211.68B

BYDDY:

$46.63B

Returns By Period

In the year-to-date period, IDCBY achieves a 3.85% return, which is significantly lower than BYDDY's 36.44% return. Over the past 10 years, IDCBY has underperformed BYDDY with an annualized return of 4.14%, while BYDDY has yielded a comparatively higher 24.00% annualized return.


IDCBY

YTD

3.85%

1M

-8.17%

6M

13.48%

1Y

47.63%

5Y*

8.65%

10Y*

4.14%

BYDDY

YTD

36.44%

1M

-9.70%

6M

32.75%

1Y

80.44%

5Y*

53.26%

10Y*

24.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IDCBY vs. BYDDY — Risk-Adjusted Performance Rank

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

IDCBY
The Risk-Adjusted Performance Rank of IDCBY is 9393
Overall Rank
The Sharpe Ratio Rank of IDCBY is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IDCBY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IDCBY is 8989
Omega Ratio Rank
The Calmar Ratio Rank of IDCBY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of IDCBY is 9595
Martin Ratio Rank

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 9292
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9191
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 9191
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9292
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.

IDCBY vs. BYDDY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IDCBY, currently valued at 1.62, compared to the broader market-2.00-1.000.001.002.003.00
IDCBY: 1.62
BYDDY: 1.82
The chart of Sortino ratio for IDCBY, currently valued at 2.24, compared to the broader market-6.00-4.00-2.000.002.004.00
IDCBY: 2.24
BYDDY: 2.38
The chart of Omega ratio for IDCBY, currently valued at 1.31, compared to the broader market0.501.001.502.00
IDCBY: 1.31
BYDDY: 1.30
The chart of Calmar ratio for IDCBY, currently valued at 2.21, compared to the broader market0.001.002.003.004.00
IDCBY: 2.21
BYDDY: 1.52
The chart of Martin ratio for IDCBY, currently valued at 10.05, compared to the broader market-5.000.005.0010.0015.0020.00
IDCBY: 10.05
BYDDY: 7.32

The current IDCBY Sharpe Ratio is 1.62, which is comparable to the BYDDY Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of IDCBY 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.62
1.82
IDCBY
BYDDY

Dividends

IDCBY vs. BYDDY - Dividend Comparison

IDCBY's dividend yield for the trailing twelve months is around 9.18%, more than BYDDY's 0.93% yield.


TTM20242023202220212020201920182017201620152014
IDCBY
Industrial and Commercial Bank of China Limited
9.18%6.29%8.64%8.51%7.37%5.73%4.70%5.33%4.23%6.00%6.81%5.77%
BYDDY
BYD Company Limited ADR
0.93%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%

Drawdowns

IDCBY vs. BYDDY - Drawdown Comparison

The maximum IDCBY drawdown since its inception was -46.05%, smaller than the maximum BYDDY drawdown of -97.37%. Use the drawdown chart below to compare losses from any high point for IDCBY and BYDDY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.17%
-14.51%
IDCBY
BYDDY

Volatility

IDCBY vs. BYDDY - Volatility Comparison

The current volatility for Industrial and Commercial Bank of China Limited (IDCBY) is 10.12%, while BYD Company Limited ADR (BYDDY) has a volatility of 20.31%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.12%
20.31%
IDCBY
BYDDY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab