LI vs. BYDDF
LI (Li Auto Inc.) and BYDDF (BYD Company Limited) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 5 years, LI returned -16.41%/yr vs 4.21%/yr for BYDDF. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
LI vs. BYDDF - Performance Comparison
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Returns By Period
In the year-to-date period, LI achieves a -19.49% return, which is significantly lower than BYDDF's -2.04% return.
LI
- 1D
- 1.04%
- 1M
- 13.39%
- 6M
- -18.04%
- YTD
- -19.49%
- 1Y
- -46.00%
- 3Y*
- -32.53%
- 5Y*
- -16.41%
- 10Y*
- —
- ALL TIME*
- -2.12%
BYDDF
- 1D
- -0.83%
- 1M
- 16.57%
- 6M
- -4.12%
- YTD
- -2.04%
- 1Y
- -16.40%
- 3Y*
- 2.30%
- 5Y*
- 4.21%
- 10Y*
- 20.02%
- ALL TIME*
- 10.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BYDDF BYD Company Limited | $5.14M | $3.82M | $3.45M |
| $48.29M | $50.28M | $65.28M |
LI vs. BYDDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LI Li Auto Inc. | -19.49% | -29.43% | -35.91% | 83.48% | -36.45% | 11.34% | 86.00% |
BYDDF BYD Company Limited | -2.04% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 171.32% |
Correlation
The correlation between LI and BYDDF is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020 | 0.56 |
The correlation between LI and BYDDF has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
Fundamentals
LI:
$13.77B
BYDDF:
$108.56B
LI:
-CN¥1.76
BYDDF:
CN¥3.02
LI:
0.86
BYDDF:
0.93
LI:
1.34
BYDDF:
2.93
LI:
CN¥108.98B
BYDDF:
CN¥783.83B
LI:
CN¥17.42B
BYDDF:
CN¥132.11B
LI:
-CN¥2.83B
BYDDF:
CN¥68.89B
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Return for Risk
LI vs. BYDDF — Risk / Return Rank
LI
BYDDF
LI vs. BYDDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and BYD Company Limited (BYDDF). 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.
| LI | BYDDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.94 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | -0.49 | -0.37 |
| Martin ratioReturn relative to average drawdown | -1.43 | -1.04 | -0.39 |
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Drawdowns
LI vs. BYDDF - Drawdown Comparison
The maximum LI drawdown since its inception was -74.83%, smaller than the maximum BYDDF drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for LI and BYDDF.
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Drawdown Indicators
| LI | BYDDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.83% | -86.78% | +11.95% |
Max Drawdown (1Y)Largest decline over 1 year | -56.01% | -38.50% | -17.51% |
Max Drawdown (3Y)Largest decline over 3 years | -74.83% | -51.26% | -23.57% |
Max Drawdown (5Y)Largest decline over 5 years | -74.83% | -51.26% | -23.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.45% | — |
Current DrawdownCurrent decline from peak | -70.78% | -37.65% | -33.13% |
Average DrawdownAverage peak-to-trough decline | -40.65% | -40.98% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.53% | 17.96% | +15.57% |
Volatility
LI vs. BYDDF - Volatility Comparison
Li Auto Inc. (LI) and BYD Company Limited (BYDDF) have volatilities of 10.33% and 9.85%, 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
| LI | BYDDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 9.85% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 29.76% | 28.02% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.17% | 36.38% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.23% | 44.97% | +17.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.80% | 47.16% | +20.64% |
Dividends
LI vs. BYDDF - Dividend Comparison
LI has not paid dividends to shareholders, while BYDDF's dividend yield for the trailing twelve months is around 0.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 0.44% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% |
LI Li Auto Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LI vs. BYDDF - Financials Comparison
This section allows you to compare key financial metrics between Li Auto Inc. and BYD Company Limited. 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
LI vs. BYDDF - Profitability Comparison
LI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Li Auto Inc. reported a gross profit of 1.80B and revenue of 22.84B. Therefore, the gross margin over that period was 7.9%.
BYDDF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, BYD Company Limited reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.
LI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Li Auto Inc. reported an operating income of -2.95B and revenue of 22.84B, resulting in an operating margin of -12.9%.
BYDDF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, BYD Company Limited reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.
LI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Li Auto Inc. reported a net income of -2.28B and revenue of 22.84B, resulting in a net margin of -10.0%.
BYDDF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, BYD Company Limited reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.
Frequently Asked Questions
LI and BYDDF have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LI has higher volatility (10.33%) compared to BYDDF (9.85%). In terms of maximum drawdown, LI dropped -74.83% vs BYDDF's -86.78%.
BYDDF currently has the higher Sharpe Ratio (-0.52 vs -1.22), 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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