LI vs. BYDDY

Last updated Apr 2, 2026

Compare and contrast key facts about Li Auto Inc. (LI) and BYD Company Limited ADR (BYDDY).

Performance

LI vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li Auto Inc. (LI) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

LI vs. BYDDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LI Li Auto Inc.	8.56%	-29.43%	-35.91%	83.48%	-36.45%	11.34%	75.15%
BYDDY BYD Company Limited ADR	9.99%	7.97%	24.81%	13.06%	-27.17%	28.02%	181.74%

Fundamentals

Market Cap LI : $19.15B BYDDY : $121.43B
EPS LI : $1.08 BYDDY : $3.60
PE Ratio LI : 16.95 BYDDY : 3.70
PS Ratio LI : 0.17 BYDDY : 0.15
PB Ratio LI : 0.26 BYDDY : 0.53
Total Revenue (TTM) LI : $112.12B BYDDY : $799.66B
Gross Profit (TTM) LI : $20.95B BYDDY : $138.56B
EBITDA (TTM) LI : $935.07M BYDDY : $39.74B

Returns By Period

In the year-to-date period, LI achieves a 8.56% return, which is significantly lower than BYDDY's 9.99% return.

LI

• 1D: 3.08%
• 1M: 4.61%
• YTD: 8.56%
• 6M: -27.92%
• 1Y: -28.32%
• 3Y*: -9.69%
• 5Y*: -6.15%
• 10Y*: —

BYDDY

• 1D: -2.27%
• 1M: 5.21%
• YTD: 9.99%
• 6M: -5.87%
• 1Y: -18.23%
• 3Y*: 11.85%
• 5Y*: 12.76%
• 10Y*: 22.47%

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

Return for Risk

LI vs. BYDDY — Risk / Return Rank

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

LI

LI Risk / Return Rank: 18
LI Sharpe Ratio Rank: 12
LI Sortino Ratio Rank: 13
LI Omega Ratio Rank: 15
LI Calmar Ratio Rank: 23
LI Martin Ratio Rank: 26

BYDDY

BYDDY Risk / Return Rank: 24
BYDDY Sharpe Ratio Rank: 22
BYDDY Sortino Ratio Rank: 21
BYDDY Omega Ratio Rank: 22
BYDDY Calmar Ratio Rank: 25
BYDDY Martin Ratio Rank: 29

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.

LI vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) 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.

	LI	BYDDY	Difference
Sharpe ratio Return per unit of total volatility	-0.69	-0.43	-0.26
Sortino ratio Return per unit of downside risk	-0.84	-0.36	-0.47
Omega ratio Gain probability vs. loss probability	0.91	0.96	-0.05
Calmar ratio Return relative to maximum drawdown	-0.54	-0.48	-0.05
Martin ratio Return relative to average drawdown	-0.86	-0.72	-0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LI vs. BYDDY - Sharpe Ratio Comparison

The current LI Sharpe Ratio is -0.69, which is lower than the BYDDY Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of LI 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.

Sharpe Ratios by Period

	LI	BYDDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	-0.43	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.28	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.18	-0.15

Correlation

The correlation between LI and BYDDY is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LI vs. BYDDY - Dividend Comparison

LI has not paid dividends to shareholders, while BYDDY's dividend yield for the trailing twelve months is around 1.32%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LI Li Auto Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BYDDY BYD Company Limited ADR	1.32%	1.45%	1.26%	0.60%	0.07%	0.07%	0.03%	0.47%	0.28%	0.52%	1.92%

Drawdowns

LI vs. BYDDY - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for LI and BYDDY.

Drawdown Indicators

	LI	BYDDY	Difference
Max Drawdown Largest peak-to-trough decline	-69.02%	-97.38%	+28.36%
Max Drawdown (1Y) Largest decline over 1 year	-50.53%	-42.29%	-8.24%
Max Drawdown (5Y) Largest decline over 5 years	-66.61%	-48.16%	-18.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-58.18%	—
Current Drawdown Current decline from peak	-60.60%	-31.80%	-28.80%
Average Drawdown Average peak-to-trough decline	-39.14%	-64.07%	+24.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.41%	28.38%	+3.03%

Volatility

LI vs. BYDDY - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 12.46%, while BYD Company Limited ADR (BYDDY) has a volatility of 16.03%. This indicates that LI 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

	LI	BYDDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.46%	16.03%	-3.57%
Volatility (6M) Calculated over the trailing 6-month period	24.58%	27.76%	-3.18%
Volatility (1Y) Calculated over the trailing 1-year period	41.37%	42.95%	-1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.24%	46.20%	+18.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.96%	47.20%	+21.76%

Financials

LI vs. BYDDY - Profitability Comparison

The chart below illustrates the profitability comparison between Li Auto Inc. and BYD Company Limited ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

LI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Li Auto Inc. reported a gross profit of 5.06B and revenue of 28.38B. Therefore, the gross margin over that period was 17.8%.

BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, BYD Company Limited ADR reported a gross profit of 37.53B and revenue of 234.42B. Therefore, the gross margin over that period was 16.0%.

LI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Li Auto Inc. reported an operating income of -525.67M and revenue of 28.38B, resulting in an operating margin of -1.9%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, BYD Company Limited ADR reported an operating income of 9.51B and revenue of 234.42B, resulting in an operating margin of 4.1%.

LI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Li Auto Inc. reported a net income of 6.43M and revenue of 28.38B, resulting in a net margin of 0.0%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, BYD Company Limited ADR reported a net income of 9.16B and revenue of 234.42B, resulting in a net margin of 3.9%.