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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.


-0.50.00.51.00.3

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.

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
276.26%
283.06%
IDCBY
BYDDY

Key characteristics

Sharpe Ratio

IDCBY:

1.60

BYDDY:

1.03

Sortino Ratio

IDCBY:

2.34

BYDDY:

1.63

Omega Ratio

IDCBY:

1.30

BYDDY:

1.19

Calmar Ratio

IDCBY:

1.50

BYDDY:

0.66

Martin Ratio

IDCBY:

9.89

BYDDY:

3.92

Ulcer Index

IDCBY:

4.58%

BYDDY:

9.94%

Daily Std Dev

IDCBY:

28.36%

BYDDY:

38.02%

Max Drawdown

IDCBY:

-46.03%

BYDDY:

-97.37%

Current Drawdown

IDCBY:

-1.34%

BYDDY:

-34.72%

Fundamentals

Market Cap

IDCBY:

$292.50B

BYDDY:

$107.97B

EPS

IDCBY:

$2.69

BYDDY:

$3.20

PE Ratio

IDCBY:

4.61

BYDDY:

21.56

PEG Ratio

IDCBY:

1.76

BYDDY:

0.67

Total Revenue (TTM)

IDCBY:

$1.41T

BYDDY:

$677.00B

Gross Profit (TTM)

IDCBY:

$1.41T

BYDDY:

$137.21B

EBITDA (TTM)

IDCBY:

$2.63B

BYDDY:

$63.18B

Returns By Period

In the year-to-date period, IDCBY achieves a 38.84% return, which is significantly higher than BYDDY's 26.88% return. Over the past 10 years, IDCBY has underperformed BYDDY with an annualized return of 5.19%, while BYDDY has yielded a comparatively higher 25.56% annualized return.


IDCBY

YTD

38.84%

1M

4.50%

6M

17.30%

1Y

44.14%

5Y*

3.31%

10Y*

5.19%

BYDDY

YTD

26.88%

1M

1.83%

6M

14.42%

1Y

34.34%

5Y*

49.31%

10Y*

25.56%

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Risk-Adjusted Performance

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 1.60, compared to the broader market-4.00-2.000.002.001.601.03
The chart of Sortino ratio for IDCBY, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.341.63
The chart of Omega ratio for IDCBY, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.19
The chart of Calmar ratio for IDCBY, currently valued at 1.50, compared to the broader market0.002.004.006.001.500.66
The chart of Martin ratio for IDCBY, currently valued at 9.89, compared to the broader market-5.000.005.0010.0015.0020.0025.009.893.92
IDCBY
BYDDY

The current IDCBY Sharpe Ratio is 1.60, which is higher than the BYDDY Sharpe Ratio of 1.03. 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.60
1.03
IDCBY
BYDDY

Dividends

IDCBY vs. BYDDY - Dividend Comparison

IDCBY's dividend yield for the trailing twelve months is around 6.73%, more than BYDDY's 1.24% yield.


TTM20232022202120202019201820172016201520142013
IDCBY
Industrial and Commercial Bank of China Limited
6.73%8.64%8.51%7.37%5.73%4.70%5.33%4.23%6.00%6.81%5.77%5.70%
BYDDY
BYD Company Limited ADR
1.24%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%0.00%

Drawdowns

IDCBY vs. BYDDY - Drawdown Comparison

The maximum IDCBY drawdown since its inception was -46.03%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.34%
-34.72%
IDCBY
BYDDY

Volatility

IDCBY vs. BYDDY - Volatility Comparison

The current volatility for Industrial and Commercial Bank of China Limited (IDCBY) is 6.50%, while BYD Company Limited ADR (BYDDY) has a volatility of 10.80%. 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%JulyAugustSeptemberOctoberNovemberDecember
6.50%
10.80%
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
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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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