ITOCY vs. BYDDY
ITOCY (Itochu Corp ADR) and BYDDY (BYD Company Limited ADR) are both stocks. ITOCY operates in Conglomerates (Industrials), while BYDDY operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, ITOCY returned 18.47%/yr vs 19.97%/yr for BYDDY. At a 0.19 correlation, their price movements are largely independent.
Performance
ITOCY vs. BYDDY - Performance Comparison
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Returns By Period
In the year-to-date period, ITOCY achieves a -8.19% return, which is significantly lower than BYDDY's -3.80% return. Over the past 10 years, ITOCY has underperformed BYDDY with an annualized return of 18.47%, while BYDDY has yielded a comparatively higher 19.97% annualized return.
ITOCY
- 1D
- 0.87%
- 1M
- -7.56%
- YTD
- -8.19%
- 6M
- -2.87%
- 1Y
- 10.92%
- 3Y*
- 18.29%
- 5Y*
- 14.45%
- 10Y*
- 18.47%
BYDDY
- 1D
- -0.60%
- 1M
- -10.18%
- YTD
- -3.80%
- 6M
- -7.47%
- 1Y
- -32.67%
- 3Y*
- 4.30%
- 5Y*
- 7.59%
- 10Y*
- 19.97%
ITOCY vs. BYDDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOCY Itochu Corp ADR | -8.19% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
BYDDY BYD Company Limited ADR | -3.80% | 7.97% | 24.81% | 13.06% | -27.17% | 28.02% | 432.95% | -21.04% | -27.71% | 69.09% |
Correlation
The correlation between ITOCY and BYDDY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.19 |
Fundamentals
ITOCY:
$81.15B
BYDDY:
$106.22B
ITOCY:
$86.32
BYDDY:
$3.03
ITOCY:
0.13
BYDDY:
3.85
ITOCY:
0.00
BYDDY:
0.03
ITOCY:
0.01
BYDDY:
0.14
ITOCY:
0.01
BYDDY:
0.43
ITOCY:
$15.03T
BYDDY:
$779.53B
ITOCY:
$2.51T
BYDDY:
$132.63B
ITOCY:
$1.26T
BYDDY:
$33.66B
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Return for Risk
ITOCY vs. BYDDY — Risk / Return Rank
ITOCY
BYDDY
ITOCY vs. BYDDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.
| ITOCY | BYDDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.28 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.87 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.87 | +1.38 |
| Martin ratioReturn relative to average drawdown | 1.40 | -1.23 | +2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOCY | BYDDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | -0.87 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.17 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.42 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.17 | +0.23 |
Drawdowns
ITOCY vs. BYDDY - Drawdown Comparison
The maximum ITOCY drawdown since its inception was -69.11%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for ITOCY and BYDDY.
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Drawdown Indicators
| ITOCY | BYDDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -97.38% | +28.27% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -37.83% | +16.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -42.29% | +15.82% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -48.16% | +17.98% |
Max Drawdown (10Y)Largest decline over 10 years | -30.18% | -58.18% | +28.00% |
Current DrawdownCurrent decline from peak | -20.80% | -40.35% | +19.55% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -63.78% | +49.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.80% | 26.65% | -18.85% |
Volatility
ITOCY vs. BYDDY - Volatility Comparison
Itochu Corp ADR (ITOCY) and BYD Company Limited ADR (BYDDY) have volatilities of 8.77% and 8.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITOCY | BYDDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 8.88% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 28.28% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.78% | 37.60% | -10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.21% | 45.95% | -19.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 47.25% | -23.27% |
Dividends
ITOCY vs. BYDDY - Dividend Comparison
ITOCY has not paid dividends to shareholders, while BYDDY's dividend yield for the trailing twelve months is around 1.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDY BYD Company Limited ADR | 1.51% | 1.45% | 1.26% | 0.60% | 0.07% | 0.07% | 0.03% | 0.47% | 0.28% | 0.52% | 1.92% | 0.00% |
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
Financials
ITOCY vs. BYDDY - Financials Comparison
This section allows you to compare key financial metrics between Itochu Corp ADR 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
ITOCY vs. BYDDY - Profitability Comparison
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
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%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
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%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
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
ITOCY and BYDDY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDY has higher volatility (8.88%) compared to ITOCY (8.77%). In terms of maximum drawdown, ITOCY dropped -69.11% vs BYDDY's -97.38%.
ITOCY currently has the higher Sharpe Ratio (0.41 vs -0.87), 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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