PortfoliosLab logoPortfoliosLab logo
XIACY vs. BYDDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XIACY vs. BYDDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xiaomi Corporation (XIACY) and BYD Company Limited (BYDDF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XIACY achieves a -28.58% return, which is significantly lower than BYDDF's -2.96% return.


XIACY

1D
-4.00%
1M
-8.49%
YTD
-28.58%
6M
-30.27%
1Y
-47.21%
3Y*
37.83%
5Y*
10Y*

BYDDF

1D
-3.24%
1M
-10.16%
YTD
-2.96%
6M
-6.16%
1Y
-28.65%
3Y*
5.98%
5Y*
8.39%
10Y*
20.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIACY vs. BYDDF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XIACY
Xiaomi Corporation
-28.58%15.23%118.16%45.75%-42.42%-33.33%
BYDDF
BYD Company Limited
-2.96%11.38%24.71%13.22%-27.71%18.10%

Correlation

The correlation between XIACY and BYDDF is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2021

0.52

The correlation between XIACY and BYDDF has been stable across timeframes, ranging from 0.48 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

XIACY:

$95.17B

BYDDF:

$107.89B

EPS

XIACY:

$6.64

BYDDF:

$3.05

PE Ratio

XIACY:

2.71

BYDDF:

3.88

PEG Ratio

XIACY:

0.02

BYDDF:

0.03

PS Ratio

XIACY:

0.22

BYDDF:

0.14

PB Ratio

XIACY:

0.36

BYDDF:

0.43

Total Revenue (TTM)

XIACY:

$442.33B

BYDDF:

$783.83B

Gross Profit (TTM)

XIACY:

$97.61B

BYDDF:

$132.11B

EBITDA (TTM)

XIACY:

$40.74B

BYDDF:

$68.89B

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

XIACY vs. BYDDF — Risk / Return Rank

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

XIACY
XIACY Risk / Return Rank: 55
Overall Rank
XIACY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XIACY Sortino Ratio Rank: 22
Sortino Ratio Rank
XIACY Omega Ratio Rank: 55
Omega Ratio Rank
XIACY Calmar Ratio Rank: 77
Calmar Ratio Rank
XIACY Martin Ratio Rank: 88
Martin Ratio Rank

BYDDF
BYDDF Risk / Return Rank: 1111
Overall Rank
BYDDF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BYDDF Sortino Ratio Rank: 1010
Sortino Ratio Rank
BYDDF Omega Ratio Rank: 1212
Omega Ratio Rank
BYDDF Calmar Ratio Rank: 1111
Calmar Ratio Rank
BYDDF Martin Ratio Rank: 1515
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.

XIACY vs. BYDDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corporation (XIACY) and BYD Company Limited (BYDDF). 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.


XIACYBYDDFDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.87

Omega ratioGain probability vs. loss probability

0.79

0.88

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.87

-0.80

-0.07

Martin ratioReturn relative to average drawdown

-1.40

-1.18

-0.22

XIACY vs. BYDDF - Sharpe Ratio Comparison

The current XIACY Sharpe Ratio is -1.22, which is lower than the BYDDF Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of XIACY and BYDDF, 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...

Sharpe Ratios by Period


XIACYBYDDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.22

-0.79

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.18

-0.18

Drawdowns

XIACY vs. BYDDF - Drawdown Comparison

The maximum XIACY drawdown since its inception was -70.71%, smaller than the maximum BYDDF drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for XIACY and BYDDF.


Loading charts...

Drawdown Indicators


XIACYBYDDFDifference

Max Drawdown

Largest peak-to-trough decline

-70.71%

-86.78%

+16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-54.71%

-36.12%

-18.59%

Max Drawdown (3Y)

Largest decline over 3 years

-54.71%

-41.23%

-13.48%

Max Drawdown (5Y)

Largest decline over 5 years

-48.35%

Max Drawdown (10Y)

Largest decline over 10 years

-58.45%

Current Drawdown

Current decline from peak

-54.43%

-38.24%

-16.19%

Average Drawdown

Average peak-to-trough decline

-38.84%

-40.97%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.80%

24.38%

+9.42%

Volatility

XIACY vs. BYDDF - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 12.01% compared to BYD Company Limited (BYDDF) at 8.96%. This indicates that XIACY's price experiences larger fluctuations and is considered to be riskier than BYDDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XIACYBYDDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.01%

8.96%

+3.05%

Volatility (6M)

Calculated over the trailing 6-month period

27.21%

26.61%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

39.02%

36.55%

+2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.57%

45.73%

+0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.57%

47.11%

-0.54%

Dividends

XIACY vs. BYDDF - Dividend Comparison

XIACY has not paid dividends to shareholders, while BYDDF's dividend yield for the trailing twelve months is around 6.22%.


PositionTTM202520242023202220212020201920182017
BYDDF
BYD Company Limited
6.22%6.04%1.28%0.58%0.07%0.07%0.03%0.58%0.00%2.03%
XIACY
Xiaomi Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

XIACY vs. BYDDF - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi Corporation and BYD Company Limited. 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


50.00B100.00B150.00B200.00B250.00B20222023202420252026
98.54B
150.23B
(XIACY) Total Revenue
(BYDDF) Total Revenue
Values in USD except per share items

XIACY vs. BYDDF - Profitability Comparison

The chart below illustrates the profitability comparison between Xiaomi Corporation and BYD Company Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

12.0%14.0%16.0%18.0%20.0%22.0%20222023202420252026
22.0%
18.8%
Portfolio components
XIACY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xiaomi Corporation reported a gross profit of 21.68B and revenue of 98.54B. Therefore, the gross margin over that period was 22.0%.

BYDDF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BYD Company Limited reported a gross profit of 28.25B and revenue of 150.23B. Therefore, the gross margin over that period was 18.8%.

XIACY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xiaomi Corporation reported an operating income of 2.93B and revenue of 98.54B, resulting in an operating margin of 3.0%.

BYDDF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited reported an operating income of 7.18B and revenue of 150.23B, resulting in an operating margin of 4.8%.

XIACY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xiaomi Corporation reported a net income of 4.69B and revenue of 98.54B, resulting in a net margin of 4.8%.

BYDDF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BYD Company Limited reported a net income of 4.08B and revenue of 150.23B, resulting in a net margin of 2.7%.


Frequently Asked Questions


XIACY and BYDDF have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XIACY has higher volatility (12.01%) compared to BYDDF (8.96%). In terms of maximum drawdown, XIACY dropped -70.71% vs BYDDF's -86.78%.

BYDDF currently has the higher Sharpe Ratio (-0.79 vs -1.22), 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

Find the right allocation for XIACY and BYDDF

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