PortfoliosLab logoPortfoliosLab logo
TATAMOTORS.NS vs. BYDDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TATAMOTORS.NS vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Tata Motors Limited (TATAMOTORS.NS) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

TATAMOTORS.NS is traded in INR, while BYDDY is traded in USD. To make them comparable, the BYDDY values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TATAMOTORS.NS achieves a -7.65% return, which is significantly lower than BYDDY's 1.63% return. Over the past 10 years, TATAMOTORS.NS has underperformed BYDDY with an annualized return of 1.33%, while BYDDY has yielded a comparatively higher 23.06% annualized return.


TATAMOTORS.NS

1D
0.25%
1M
-6.41%
6M
-1.38%
YTD
-7.65%
1Y
-17.40%
3Y*
-2.57%
5Y*
13.88%
10Y*
1.33%
ALL TIME*
12.13%

BYDDY

1D
0.00%
1M
13.37%
6M
-1.38%
YTD
1.63%
1Y
-21.05%
3Y*
6.88%
5Y*
9.94%
10Y*
23.06%
ALL TIME*
12.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TATAMOTORS.NS vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATAMOTORS.NS
Tata Motors Limited
-7.65%-16.61%-4.13%102.09%-19.58%162.40%-0.71%7.21%-60.01%-8.51%
BYDDY
BYD Company Limited ADR
1.63%13.14%28.59%13.84%-19.34%30.57%446.36%-19.04%-21.17%58.59%

Correlation

The correlation between TATAMOTORS.NS and BYDDY is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.02

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

0.06

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

0.10

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

0.11

The correlation between TATAMOTORS.NS and BYDDY shifts across timeframes, from -0.05 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TATAMOTORS.NS vs. BYDDY — Risk / Return Rank

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

TATAMOTORS.NS
TATAMOTORS.NS Risk / Return Rank: 2121
Overall Rank
TATAMOTORS.NS Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TATAMOTORS.NS Sortino Ratio Rank: 1919
Sortino Ratio Rank
TATAMOTORS.NS Omega Ratio Rank: 2020
Omega Ratio Rank
TATAMOTORS.NS Calmar Ratio Rank: 2525
Calmar Ratio Rank
TATAMOTORS.NS Martin Ratio Rank: 1919
Martin Ratio Rank

BYDDY
BYDDY Risk / Return Rank: 1515
Overall Rank
BYDDY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BYDDY Sortino Ratio Rank: 1212
Sortino Ratio Rank
BYDDY Omega Ratio Rank: 1515
Omega Ratio Rank
BYDDY Calmar Ratio Rank: 2020
Calmar Ratio Rank
BYDDY Martin Ratio Rank: 1818
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.

TATAMOTORS.NS vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tata Motors Limited (TATAMOTORS.NS) 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.


TATAMOTORS.NSBYDDYDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

0.92

0.93

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.56

-0.53

-0.03

Martin ratioReturn relative to average drawdown

-1.13

-0.98

-0.15

TATAMOTORS.NS vs. BYDDY - Sharpe Ratio Comparison

The current TATAMOTORS.NS Sharpe Ratio is -0.57, which is comparable to the BYDDY Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of TATAMOTORS.NS 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.


Loading charts...

Drawdowns

TATAMOTORS.NS vs. BYDDY - Drawdown Comparison

The maximum TATAMOTORS.NS drawdown since its inception was -89.08%, smaller than the maximum BYDDY drawdown of -97.22%. Use the drawdown chart below to compare losses from any high point for TATAMOTORS.NS and BYDDY.


Loading charts...

Drawdown Indicators


TATAMOTORS.NSBYDDYDifference

Max Drawdown

Largest peak-to-trough decline

-89.08%

-97.22%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-31.81%

-39.81%

+8.00%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

-47.24%

-9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

-47.24%

-9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-88.91%

-51.46%

-37.45%

Current Drawdown

Current decline from peak

-50.94%

-33.84%

-17.10%

Average Drawdown

Average peak-to-trough decline

-28.82%

-56.31%

+27.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.63%

21.52%

-5.89%

Volatility

TATAMOTORS.NS vs. BYDDY - Volatility Comparison

The current volatility for Tata Motors Limited (TATAMOTORS.NS) is 6.66%, while BYD Company Limited ADR (BYDDY) has a volatility of 12.37%. This indicates that TATAMOTORS.NS 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.


Loading charts...

Volatility by Period


TATAMOTORS.NSBYDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

12.37%

-5.71%

Volatility (6M)

Calculated over the trailing 6-month period

26.19%

29.53%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

31.49%

38.05%

-6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.08%

44.95%

-11.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.51%

46.55%

-6.04%

Dividends

TATAMOTORS.NS vs. BYDDY - Dividend Comparison

TATAMOTORS.NS's dividend yield for the trailing twelve months is around 0.89%, more than BYDDY's 0.46% yield.


PositionTTM2025202420232022202120202019201820172016
BYDDY
BYD Company Limited ADR
0.46%1.45%1.26%0.60%0.07%0.07%0.03%0.47%0.28%0.52%1.92%
TATAMOTORS.NS
Tata Motors Limited
0.89%1.63%1.34%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.07%

Financials

TATAMOTORS.NS vs. BYDDY - Financials Comparison

This section allows you to compare key financial metrics between Tata Motors Limited 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


Please note, different currencies. TATAMOTORS.NS values in INR, BYDDY values in CNY

Frequently Asked Questions


TATAMOTORS.NS and BYDDY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for TATAMOTORS.NS and BYDDY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer