PONY vs. BYDDY

Last updated Jun 24, 2026

PONY (Pony AI Inc) and BYDDY (BYD Company Limited ADR) are both stocks. PONY operates in Information Technology Services (Technology), while BYDDY operates in Auto Manufacturers (Consumer Cyclical). Over the past year, PONY returned -35.56% vs -40.10% for BYDDY. At a 0.25 correlation, their price movements are largely independent.

Performance

PONY vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pony AI Inc (PONY) 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, PONY achieves a -49.52% return, which is significantly lower than BYDDY's -20.18% return.

PONY

• 1D: -6.87%
• 1M: -17.94%
• YTD: -49.52%
• 6M: -53.64%
• 1Y: -35.56%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BYDDY

• 1D: -3.12%
• 1M: -16.67%
• YTD: -20.18%
• 6M: -18.84%
• 1Y: -40.10%
• 3Y*: -2.80%
• 5Y*: 0.41%
• 10Y*: 18.43%

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

PONY vs. BYDDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PONY Pony AI Inc	-49.52%	1.05%	-4.33%
BYDDY BYD Company Limited ADR	-20.18%	7.97%	3.42%

Correlation

The correlation between PONY and BYDDY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 27, 2024	0.25

The correlation between PONY and BYDDY shifts across timeframes, from 0.25 (all time) to 0.39 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PONY : $3.17B BYDDY : $87.71B
EPS PONY : -$0.35 BYDDY : CN¥3.03
PS Ratio PONY : 26.65 BYDDY : 0.75
PB Ratio PONY : 1.97 BYDDY : 2.37
Total Revenue (TTM) PONY : $110.40M BYDDY : CN¥779.53B
Gross Profit (TTM) PONY : $17.42M BYDDY : CN¥132.63B
EBITDA (TTM) PONY : -$247.35M BYDDY : CN¥33.66B

Return for Risk

PONY vs. BYDDY — Risk / Return Rank

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

PONY

PONY Risk / Return Rank: 24
PONY Sharpe Ratio Rank: 22
PONY Sortino Ratio Rank: 25
PONY Omega Ratio Rank: 26
PONY Calmar Ratio Rank: 24
PONY Martin Ratio Rank: 25

BYDDY

BYDDY Risk / Return Rank: 5
BYDDY Sharpe Ratio Rank: 4
BYDDY Sortino Ratio Rank: 5
BYDDY Omega Ratio Rank: 7
BYDDY Calmar Ratio Rank: 5
BYDDY Martin Ratio Rank: 3

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.

PONY vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pony AI Inc (PONY) 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.

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.

	PONY	BYDDY	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	-1.09	+0.62
Sortino ratio: Return per unit of downside risk	-0.31	-1.68	+1.37
Omega ratio: Gain probability vs. loss probability	0.97	0.82	+0.15
Calmar ratio: Return relative to maximum drawdown	-0.51	-0.93	+0.42
Martin ratio: Return relative to average drawdown	-0.89	-1.71	+0.82

PONY vs. BYDDY - Sharpe Ratio Comparison

The current PONY Sharpe Ratio is -0.47, which is higher than the BYDDY Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of PONY 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.

Drawdowns

PONY vs. BYDDY - Drawdown Comparison

The maximum PONY drawdown since its inception was -82.38%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for PONY and BYDDY.

Drawdown Indicators

	PONY	BYDDY	Difference
Max Drawdown Largest peak-to-trough decline	-82.38%	-97.38%	+15.00%
Max Drawdown (1Y) Largest decline over 1 year	-69.58%	-43.07%	-26.51%
Max Drawdown (3Y) Largest decline over 3 years	—	-50.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.50%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-58.18%	—
Current Drawdown Current decline from peak	-69.58%	-50.50%	-19.08%
Average Drawdown Average peak-to-trough decline	-38.26%	-63.71%	+25.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.17%	23.49%	+16.68%

Volatility

PONY vs. BYDDY - Volatility Comparison

Pony AI Inc (PONY) has a higher volatility of 22.20% compared to BYD Company Limited ADR (BYDDY) at 8.93%. This indicates that PONY's price experiences larger fluctuations and is considered to be riskier than BYDDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PONY	BYDDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.20%	8.93%	+13.27%
Volatility (6M) Calculated over the trailing 6-month period	50.91%	28.94%	+21.97%
Volatility (1Y) Calculated over the trailing 1-year period	76.44%	37.07%	+39.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	119.59%	45.59%	+74.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	119.59%	47.26%	+72.33%

Dividends

PONY vs. BYDDY - Dividend Comparison

PONY has not paid dividends to shareholders, while BYDDY's dividend yield for the trailing twelve months is around 0.55%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BYDDY BYD Company Limited ADR	0.55%	1.45%	1.26%	0.60%	0.07%	0.07%	0.03%	0.47%	0.28%	0.52%	1.92%
PONY Pony AI Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PONY and BYDDY in my portfolio?

PONY and BYDDY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PONY or BYDDY?

PONY has higher volatility (22.20%) compared to BYDDY (8.93%). In terms of maximum drawdown, PONY dropped -82.38% vs BYDDY's -97.38%.

Which has better risk-adjusted returns?

PONY currently has the higher Sharpe Ratio (-0.47 vs -1.09), 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.