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PWR vs. BYDDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PWR vs. BYDDY - Performance Comparison

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

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Returns By Period

In the year-to-date period, PWR achieves a 67.76% return, which is significantly higher than BYDDY's -8.48% return. Over the past 10 years, PWR has outperformed BYDDY with an annualized return of 41.17%, while BYDDY has yielded a comparatively lower 20.45% annualized return.


PWR

1D
3.58%
1M
-8.53%
YTD
67.76%
6M
61.62%
1Y
97.52%
3Y*
56.60%
5Y*
50.60%
10Y*
41.17%

BYDDY

1D
0.66%
1M
-13.95%
YTD
-8.48%
6M
-10.33%
1Y
-36.06%
3Y*
1.04%
5Y*
4.37%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWR vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWR
Quanta Services, Inc.
67.76%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%12.22%
BYDDY
BYD Company Limited ADR
-8.48%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%

Correlation

The correlation between PWR and BYDDY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.22

Fundamentals

Market Cap

PWR:

$107.64B

BYDDY:

$100.56B

EPS

PWR:

$7.29

BYDDY:

CN¥3.03

PE Ratio

PWR:

97.08

BYDDY:

24.67

PEG Ratio

PWR:

4.81

BYDDY:

0.18

PS Ratio

PWR:

3.58

BYDDY:

0.87

PB Ratio

PWR:

11.90

BYDDY:

2.73

Total Revenue (TTM)

PWR:

$29.99B

BYDDY:

CN¥779.53B

Gross Profit (TTM)

PWR:

$4.08B

BYDDY:

CN¥132.63B

EBITDA (TTM)

PWR:

$2.40B

BYDDY:

CN¥33.66B

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Return for Risk

PWR vs. BYDDY — Risk / Return Rank

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

PWR
PWR Risk / Return Rank: 9393
Overall Rank
PWR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9292
Sortino Ratio Rank
PWR Omega Ratio Rank: 9292
Omega Ratio Rank
PWR Calmar Ratio Rank: 9494
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
Martin Ratio Rank

BYDDY
BYDDY Risk / Return Rank: 55
Overall Rank
BYDDY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 77
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 99
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 00
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 55
Martin Ratio Rank
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.

PWR vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) 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.


PWRBYDDYDifference
Sharpe ratioReturn per unit of total volatility

+3.63

Sortino ratioReturn per unit of downside risk

+4.77

Omega ratioGain probability vs. loss probability

1.44

0.84

+0.60

Calmar ratioReturn relative to maximum drawdown

5.73

-1.03

+6.76

Martin ratioReturn relative to average drawdown

18.09

-1.59

+19.68

PWR vs. BYDDY - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 2.64, which is higher than the BYDDY Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of PWR 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.


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Drawdowns

PWR vs. BYDDY - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, roughly equal to the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for PWR and BYDDY.


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Drawdown Indicators


PWRBYDDYDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-97.38%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.11%

-35.21%

+18.10%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-43.68%

+9.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-48.16%

+14.27%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

-58.18%

+12.65%

Current Drawdown

Current decline from peak

-9.87%

-43.25%

+33.38%

Average Drawdown

Average peak-to-trough decline

-46.84%

-63.73%

+16.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

24.19%

-18.78%

Volatility

PWR vs. BYDDY - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 13.07% compared to BYD Company Limited ADR (BYDDY) at 8.66%. This indicates that PWR'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.


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Volatility by Period


PWRBYDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.07%

8.66%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

28.41%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

37.12%

37.02%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.79%

45.80%

-10.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.78%

47.24%

-13.46%

Dividends

PWR vs. BYDDY - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, less than BYDDY's 0.48% yield.


PositionTTM2025202420232022202120202019201820172016
BYDDY
BYD Company Limited ADR
0.48%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%

Financials

PWR vs. BYDDY - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, 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


0.0050.00B100.00B150.00B200.00B250.00B20222023202420252026
7.87B
150.23B
(PWR) Total Revenue
(BYDDY) Total Revenue
Please note, different currencies. PWR values in USD, BYDDY values in CNY

PWR vs. BYDDY - Profitability Comparison

The chart below illustrates the profitability comparison between Quanta Services, 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%12.0%14.0%16.0%18.0%20.0%22.0%20222023202420252026
14.1%
18.8%
Portfolio components
PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.

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%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.

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%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.

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


PWR and BYDDY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWR has higher volatility (13.07%) compared to BYDDY (8.66%). In terms of maximum drawdown, PWR dropped -97.07% vs BYDDY's -97.38%.

PWR currently has the higher Sharpe Ratio (2.64 vs -0.98), 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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