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

Performance

RL vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ralph Lauren Corporation (RL) 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, RL achieves a 14.56% return, which is significantly higher than BYDDY's -8.48% return. Over the past 10 years, RL has underperformed BYDDY with an annualized return of 18.35%, while BYDDY has yielded a comparatively higher 20.45% annualized return.


RL

1D
2.72%
1M
21.82%
YTD
14.56%
6M
9.70%
1Y
52.96%
3Y*
52.12%
5Y*
29.57%
10Y*
18.35%

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)

RL vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RL
Ralph Lauren Corporation
14.56%55.03%62.85%39.82%-8.41%16.66%-10.63%16.07%1.82%17.53%
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 RL and BYDDY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.16

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

0.22

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

0.20

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

0.21

Fundamentals

Market Cap

RL:

$25.17B

BYDDY:

$100.56B

EPS

RL:

$15.08

BYDDY:

CN¥3.03

PE Ratio

RL:

26.79

BYDDY:

24.67

PEG Ratio

RL:

1.49

BYDDY:

0.18

PS Ratio

RL:

3.11

BYDDY:

0.87

PB Ratio

RL:

8.86

BYDDY:

2.73

Total Revenue (TTM)

RL:

$8.11B

BYDDY:

CN¥779.53B

Gross Profit (TTM)

RL:

$5.67B

BYDDY:

CN¥132.63B

EBITDA (TTM)

RL:

$1.18B

BYDDY:

CN¥33.66B

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Return for Risk

RL vs. BYDDY — Risk / Return Rank

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

RL
RL Risk / Return Rank: 8383
Overall Rank
RL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RL Sortino Ratio Rank: 8282
Sortino Ratio Rank
RL Omega Ratio Rank: 7878
Omega Ratio Rank
RL Calmar Ratio Rank: 8484
Calmar Ratio Rank
RL Martin Ratio Rank: 8888
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.

RL vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) 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.


RLBYDDYDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.75

Omega ratioGain probability vs. loss probability

1.27

0.84

+0.43

Calmar ratioReturn relative to maximum drawdown

3.01

-1.03

+4.04

Martin ratioReturn relative to average drawdown

9.65

-1.59

+11.24

RL vs. BYDDY - Sharpe Ratio Comparison

The current RL Sharpe Ratio is 1.54, which is higher than the BYDDY Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of RL 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

RL vs. BYDDY - Drawdown Comparison

The maximum RL drawdown since its inception was -68.62%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for RL and BYDDY.


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Drawdown Indicators


RLBYDDYDifference

Max Drawdown

Largest peak-to-trough decline

-68.62%

-97.38%

+28.76%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-35.21%

+17.54%

Max Drawdown (3Y)

Largest decline over 3 years

-36.18%

-43.68%

+7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

-48.16%

+11.65%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-58.18%

+3.04%

Current Drawdown

Current decline from peak

0.00%

-43.25%

+43.25%

Average Drawdown

Average peak-to-trough decline

-24.11%

-63.73%

+39.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

24.19%

-18.69%

Volatility

RL vs. BYDDY - Volatility Comparison

Ralph Lauren Corporation (RL) has a higher volatility of 16.13% compared to BYD Company Limited ADR (BYDDY) at 8.66%. This indicates that RL'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


RLBYDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.13%

8.66%

+7.47%

Volatility (6M)

Calculated over the trailing 6-month period

27.42%

28.41%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

34.57%

37.02%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.11%

45.80%

-8.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.73%

47.24%

-8.51%

Dividends

RL vs. BYDDY - Dividend Comparison

RL's dividend yield for the trailing twelve months is around 0.90%, more than BYDDY's 0.48% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
RL
Ralph Lauren Corporation
0.90%1.01%1.40%2.08%2.78%1.74%0.66%2.29%2.30%1.93%2.21%1.79%

Financials

RL vs. BYDDY - Financials Comparison

This section allows you to compare key financial metrics between Ralph Lauren Corporation 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
1.98B
150.23B
(RL) Total Revenue
(BYDDY) Total Revenue
Please note, different currencies. RL values in USD, BYDDY values in CNY

RL vs. BYDDY - Profitability Comparison

The chart below illustrates the profitability comparison between Ralph Lauren Corporation 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%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
69.7%
18.8%
Portfolio components
RL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a gross profit of 1.38B and revenue of 1.98B. Therefore, the gross margin over that period was 69.7%.

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%.

RL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported an operating income of 156.80M and revenue of 1.98B, resulting in an operating margin of 7.9%.

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%.

RL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ralph Lauren Corporation reported a net income of 151.60M and revenue of 1.98B, resulting in a net margin of 7.7%.

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


RL and BYDDY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RL has higher volatility (16.13%) compared to BYDDY (8.66%). In terms of maximum drawdown, RL dropped -68.62% vs BYDDY's -97.38%.

RL currently has the higher Sharpe Ratio (1.54 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.

Portfolio Optimizer

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