IDCBY vs. BYDDY

Last updated Jun 3, 2026

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 12.70%/yr vs 20.84%/yr for BYDDY. At a 0.36 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, IDCBY achieves a 10.39% return, which is significantly higher than BYDDY's 0.25% return. Over the past 10 years, IDCBY has underperformed BYDDY with an annualized return of 12.70%, while BYDDY has yielded a comparatively higher 20.84% annualized return.

IDCBY

• 1D: 2.37%
• 1M: -1.50%
• YTD: 10.39%
• 6M: 11.12%
• 1Y: 30.66%
• 3Y*: 28.48%
• 5Y*: 15.25%
• 10Y*: 12.70%

BYDDY

• 1D: 3.94%
• 1M: -9.00%
• YTD: 0.25%
• 6M: -4.78%
• 1Y: -25.90%
• 3Y*: 5.87%
• 5Y*: 9.18%
• 10Y*: 20.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	10.39%	32.13%	47.21%	3.91%	-2.05%	-6.39%	-12.54%	13.02%	-8.08%	42.02%
BYDDY BYD Company Limited ADR	0.25%	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 price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Mar 18, 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

Market Cap IDCBY : $308.29B BYDDY : $110.68B
EPS IDCBY : $20.11 BYDDY : $3.03
PE Ratio IDCBY : 0.86 BYDDY : 4.01
PEG Ratio IDCBY : 1.08 BYDDY : 0.03
PS Ratio IDCBY : 0.24 BYDDY : 0.14
PB Ratio IDCBY : 0.08 BYDDY : 0.44
Total Revenue (TTM) IDCBY : $1.28T BYDDY : $779.53B
Gross Profit (TTM) IDCBY : $499.90B BYDDY : $132.63B
EBITDA (TTM) IDCBY : $428.13B BYDDY : $33.66B

Return for Risk

IDCBY vs. BYDDY — Risk / Return Rank

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

IDCBY

IDCBY Risk / Return Rank: 81
IDCBY Sharpe Ratio Rank: 84
IDCBY Sortino Ratio Rank: 81
IDCBY Omega Ratio Rank: 77
IDCBY Calmar Ratio Rank: 79
IDCBY Martin Ratio Rank: 82

BYDDY

BYDDY Risk / Return Rank: 15
BYDDY Sharpe Ratio Rank: 12
BYDDY Sortino Ratio Rank: 13
BYDDY Omega Ratio Rank: 15
BYDDY Calmar Ratio Rank: 15
BYDDY Martin Ratio Rank: 21

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.

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.

	IDCBY	BYDDY	Difference
Sharpe ratio Return per unit of total volatility	1.69	-0.69	+2.38
Sortino ratio Return per unit of downside risk	2.43	-0.88	+3.31
Omega ratio Gain probability vs. loss probability	1.28	0.90	+0.38
Calmar ratio Return relative to maximum drawdown	2.64	-0.68	+3.32
Martin ratio Return relative to average drawdown	7.67	-0.97	+8.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDCBY vs. BYDDY - Sharpe Ratio Comparison

The current IDCBY Sharpe Ratio is 1.69, which is higher than the BYDDY Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of IDCBY 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.

Sharpe Ratios by Period

	IDCBY	BYDDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	-0.69	+2.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.20	+0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.44	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.17	-0.02

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.

Drawdown Indicators

	IDCBY	BYDDY	Difference
Max Drawdown Largest peak-to-trough decline	-78.73%	-97.38%	+18.65%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	-37.83%	+26.60%
Max Drawdown (3Y) Largest decline over 3 years	-15.87%	-42.29%	+26.42%
Max Drawdown (5Y) Largest decline over 5 years	-25.73%	-48.16%	+22.43%
Max Drawdown (10Y) Largest decline over 10 years	-39.70%	-58.18%	+18.48%
Current Drawdown Current decline from peak	-3.94%	-37.84%	+33.90%
Average Drawdown Average peak-to-trough decline	-49.02%	-63.79%	+14.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	26.46%	-22.60%

Volatility

IDCBY vs. BYDDY - Volatility Comparison

The current volatility for Industrial and Commercial Bank of China Limited (IDCBY) is 4.77%, while BYD Company Limited ADR (BYDDY) has a volatility of 8.45%. 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.

Volatility by Period

	IDCBY	BYDDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	8.45%	-3.68%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	28.09%	-15.05%
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	37.62%	-19.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	45.95%	-24.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.87%	47.25%	-24.38%

Dividends

IDCBY vs. BYDDY - Dividend Comparison

IDCBY's dividend yield for the trailing twelve months is around 7.81%, more than BYDDY's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BYDDY BYD Company Limited ADR	1.45%	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	7.81%	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 - Profitability Comparison

The chart below illustrates the profitability comparison between Industrial and Commercial Bank of China Limited and BYD Company Limited ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

IDCBY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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 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%.

IDCBY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 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%.

IDCBY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 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

Can I hold both IDCBY and BYDDY in my portfolio?

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.

Which is riskier, IDCBY or BYDDY?

BYDDY has higher volatility (8.45%) compared to IDCBY (4.77%). In terms of maximum drawdown, IDCBY dropped -78.73% vs BYDDY's -97.38%.

Which has better risk-adjusted returns?

IDCBY currently has the higher Sharpe Ratio (1.69 vs -0.69), 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.