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LI vs. BYDDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LI and BYDDY is 0.32, 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.


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.

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Key characteristics

Sharpe Ratio

LI:

0.23

BYDDY:

2.15

Sortino Ratio

LI:

0.66

BYDDY:

2.66

Omega Ratio

LI:

1.08

BYDDY:

1.34

Calmar Ratio

LI:

0.15

BYDDY:

1.09

Martin Ratio

LI:

0.42

BYDDY:

8.65

Ulcer Index

LI:

21.93%

BYDDY:

11.32%

Daily Std Dev

LI:

62.97%

BYDDY:

45.88%

Max Drawdown

LI:

-69.02%

BYDDY:

-99.47%

Current Drawdown

LI:

-38.22%

BYDDY:

-78.97%

Fundamentals

Market Cap

LI:

$28.90B

BYDDY:

$166.10B

EPS

LI:

$1.06

BYDDY:

$4.27

PE Ratio

LI:

27.19

BYDDY:

26.06

PEG Ratio

LI:

0.96

BYDDY:

1.05

PS Ratio

LI:

0.20

BYDDY:

0.20

PB Ratio

LI:

2.97

BYDDY:

5.22

Total Revenue (TTM)

LI:

$163.10B

BYDDY:

$819.37B

Gross Profit (TTM)

LI:

$33.34B

BYDDY:

$154.75B

EBITDA (TTM)

LI:

$13.01B

BYDDY:

$58.42B

Returns By Period

In the year-to-date period, LI achieves a 20.13% return, which is significantly lower than BYDDY's 63.70% return.


LI

YTD

20.13%

1M

24.65%

6M

26.85%

1Y

15.79%

5Y*

N/A

10Y*

N/A

BYDDY

YTD

63.70%

1M

21.12%

6M

64.04%

1Y

97.01%

5Y*

58.80%

10Y*

24.66%

*Annualized

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Risk-Adjusted Performance

LI vs. BYDDY — Risk-Adjusted Performance Rank

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

LI
The Risk-Adjusted Performance Rank of LI is 5757
Overall Rank
The Sharpe Ratio Rank of LI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of LI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of LI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of LI is 5757
Martin Ratio Rank

BYDDY
The Risk-Adjusted Performance Rank of BYDDY is 9191
Overall Rank
The Sharpe Ratio Rank of BYDDY is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of BYDDY is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BYDDY is 9090
Omega Ratio Rank
The Calmar Ratio Rank of BYDDY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BYDDY is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LI vs. BYDDY - Risk-Adjusted Performance 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.


The current LI Sharpe Ratio is 0.23, which is lower than the BYDDY Sharpe Ratio of 2.15. 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.


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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 0.77%.


TTM20242023202220212020201920182017201620152014
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%0.00%
BYDDY
BYD Company Limited ADR
0.77%1.26%0.60%0.07%0.07%0.03%0.60%0.36%0.30%1.06%0.00%0.20%

Drawdowns

LI vs. BYDDY - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, smaller than the maximum BYDDY drawdown of -99.47%. Use the drawdown chart below to compare losses from any high point for LI and BYDDY. For additional features, visit the drawdowns tool.


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Volatility

LI vs. BYDDY - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 9.17%, while BYD Company Limited ADR (BYDDY) has a volatility of 14.03%. 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.


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Financials

LI vs. BYDDY - Financials Comparison

This section allows you to compare key financial metrics between Li Auto Inc. 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


0.0050.00B100.00B150.00B200.00B250.00B20212022202320242025
44.27B
170.36B
(LI) Total Revenue
(BYDDY) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%20212022202320242025
20.3%
20.1%
(LI) Gross Margin
(BYDDY) Gross Margin
LI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported a gross profit of 8.97B and revenue of 44.27B. Therefore, the gross margin over that period was 20.3%.

BYDDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BYD Company Limited ADR reported a gross profit of 34.19B and revenue of 170.36B. Therefore, the gross margin over that period was 20.1%.

LI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported an operating income of 3.70B and revenue of 44.27B, resulting in an operating margin of 8.4%.

BYDDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BYD Company Limited ADR reported an operating income of 11.02B and revenue of 170.36B, resulting in an operating margin of 6.5%.

LI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported a net income of 3.52B and revenue of 44.27B, resulting in a net margin of 8.0%.

BYDDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BYD Company Limited ADR reported a net income of 9.15B and revenue of 170.36B, resulting in a net margin of 5.4%.