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USD=X vs. BYDDY
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. BYDDY - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

BYDDY

1D
0.66%
1M
-9.01%
YTD
-8.48%
6M
-10.33%
1Y
-34.34%
3Y*
1.04%
5Y*
4.37%
10Y*
20.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. BYDDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
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
-8.48%7.97%24.81%13.06%-27.17%28.02%432.95%-21.04%-27.71%69.09%

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Return for Risk

USD=X vs. BYDDY — Risk / Return Rank

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

USD=X vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


USD=XBYDDYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-1.03

Martin ratioReturn relative to average drawdown

-1.59

USD=X vs. BYDDY - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. BYDDY - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for USD=X and BYDDY.


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Drawdown Indicators


USD=XBYDDYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-97.38%

+97.38%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-35.21%

+35.21%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-43.68%

+43.68%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-48.16%

+48.16%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-58.18%

+58.18%

Current Drawdown

Current decline from peak

0.00%

-43.25%

+43.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-63.73%

+63.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

24.19%

-24.19%

Volatility

USD=X vs. BYDDY - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while BYD Company Limited ADR (BYDDY) has a volatility of 8.66%. This indicates that USD=X 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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Volatility by Period


USD=XBYDDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

8.66%

-8.66%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

28.41%

-28.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

37.02%

-37.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

45.80%

-45.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

47.24%

-47.24%

Frequently Asked Questions


BYDDY has higher volatility (8.66%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BYDDY's -97.38%.

Portfolio Optimizer

Find the right allocation for USD=X and BYDDY

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