YMM vs. BYDDY

Last updated Jun 4, 2026

YMM (Full Truck Alliance Co. Ltd.) and BYDDY (BYD Company Limited ADR) are both stocks. YMM operates in Software - Application (Technology), while BYDDY operates in Auto Manufacturers (Consumer Cyclical). Over the past 3 years, YMM returned 14.68%/yr vs 4.63%/yr for BYDDY. At a 0.44 correlation, their price movements are largely independent.

Performance

YMM vs. BYDDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Full Truck Alliance Co. Ltd. (YMM) and BYD Company Limited ADR (BYDDY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YMM achieves a -14.41% return, which is significantly lower than BYDDY's -3.22% return.

YMM

• 1D: -4.42%
• 1M: 5.45%
• YTD: -14.41%
• 6M: -18.87%
• 1Y: -21.38%
• 3Y*: 14.68%
• 5Y*: —
• 10Y*: —

BYDDY

• 1D: -3.46%
• 1M: -10.47%
• YTD: -3.22%
• 6M: -6.76%
• 1Y: -30.88%
• 3Y*: 4.63%
• 5Y*: 7.72%
• 10Y*: 20.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YMM vs. BYDDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
YMM Full Truck Alliance Co. Ltd.	-14.41%	0.79%	57.39%	-12.38%	-4.42%	-61.07%
BYDDY BYD Company Limited ADR	-3.22%	7.97%	24.81%	13.06%	-27.17%	18.42%

Correlation

The correlation between YMM and BYDDY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (All Time) Calculated using the full available price history since Jun 23, 2021	0.44

Fundamentals

Market Cap YMM : $9.49B BYDDY : $106.85B
EPS YMM : $3.93 BYDDY : $3.03
PE Ratio YMM : 2.31 BYDDY : 3.87
PEG Ratio YMM : 0.01 BYDDY : 0.03
PS Ratio YMM : 0.76 BYDDY : 0.14
PB Ratio YMM : 0.24 BYDDY : 0.43
Total Revenue (TTM) YMM : $12.58B BYDDY : $779.53B
Gross Profit (TTM) YMM : $7.94B BYDDY : $132.63B
EBITDA (TTM) YMM : $4.33B BYDDY : $33.66B

Return for Risk

YMM vs. BYDDY — Risk / Return Rank

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

YMM

YMM Risk / Return Rank: 20
YMM Sharpe Ratio Rank: 17
YMM Sortino Ratio Rank: 19
YMM Omega Ratio Rank: 19
YMM Calmar Ratio Rank: 23
YMM Martin Ratio Rank: 23

BYDDY

BYDDY Risk / Return Rank: 11
BYDDY Sharpe Ratio Rank: 8
BYDDY Sortino Ratio Rank: 9
BYDDY Omega Ratio Rank: 12
BYDDY Calmar Ratio Rank: 9
BYDDY Martin Ratio Rank: 15

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.

YMM vs. BYDDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Full Truck Alliance Co. Ltd. (YMM) 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.

	YMM	BYDDY	Difference
Sharpe ratio Return per unit of total volatility	-0.54	-0.82	+0.28
Sortino ratio Return per unit of downside risk	-0.54	-1.13	+0.59
Omega ratio Gain probability vs. loss probability	0.93	0.88	+0.05
Calmar ratio Return relative to maximum drawdown	-0.51	-0.82	+0.31
Martin ratio Return relative to average drawdown	-0.90	-1.16	+0.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YMM vs. BYDDY - Sharpe Ratio Comparison

The current YMM Sharpe Ratio is -0.54, which is higher than the BYDDY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of YMM 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.

Sharpe Ratios by Period

	YMM	BYDDY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	-0.82	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.17	-0.38

Drawdowns

YMM vs. BYDDY - Drawdown Comparison

The maximum YMM drawdown since its inception was -78.37%, smaller than the maximum BYDDY drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for YMM and BYDDY.

Drawdown Indicators

	YMM	BYDDY	Difference
Max Drawdown Largest peak-to-trough decline	-78.37%	-97.38%	+19.01%
Max Drawdown (1Y) Largest decline over 1 year	-41.92%	-37.83%	-4.09%
Max Drawdown (3Y) Largest decline over 3 years	-41.92%	-42.29%	+0.37%
Max Drawdown (5Y) Largest decline over 5 years	—	-48.16%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-58.18%	—
Current Drawdown Current decline from peak	-55.73%	-39.99%	-15.74%
Average Drawdown Average peak-to-trough decline	-56.18%	-63.78%	+7.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.91%	26.55%	-2.64%

Volatility

YMM vs. BYDDY - Volatility Comparison

Full Truck Alliance Co. Ltd. (YMM) has a higher volatility of 14.07% compared to BYD Company Limited ADR (BYDDY) at 8.89%. This indicates that YMM'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.

Volatility by Period

	YMM	BYDDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.07%	8.89%	+5.18%
Volatility (6M) Calculated over the trailing 6-month period	24.23%	28.30%	-4.07%
Volatility (1Y) Calculated over the trailing 1-year period	39.66%	37.77%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.09%	45.97%	+27.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.09%	47.26%	+25.83%

Dividends

YMM vs. BYDDY - Dividend Comparison

YMM's dividend yield for the trailing twelve months is around 1.98%, more than BYDDY's 1.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BYDDY BYD Company Limited ADR	1.50%	1.45%	1.26%	0.60%	0.07%	0.07%	0.03%	0.47%	0.28%	0.52%	1.92%
YMM Full Truck Alliance Co. Ltd.	1.98%	1.79%	1.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

YMM vs. BYDDY - Profitability Comparison

The chart below illustrates the profitability comparison between Full Truck Alliance Co. Ltd. and BYD Company Limited ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

YMM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Full Truck Alliance Co. Ltd. reported a gross profit of 2.08B and revenue of 2.83B. Therefore, the gross margin over that period was 73.5%.

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%.

YMM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Full Truck Alliance Co. Ltd. reported an operating income of 983.93M and revenue of 2.83B, resulting in an operating margin of 34.8%.

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%.

YMM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Full Truck Alliance Co. Ltd. reported a net income of 984.91M and revenue of 2.83B, resulting in a net margin of 34.8%.

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

Can I hold both YMM and BYDDY in my portfolio?

YMM and BYDDY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YMM or BYDDY?

YMM has higher volatility (14.07%) compared to BYDDY (8.89%). In terms of maximum drawdown, YMM dropped -78.37% vs BYDDY's -97.38%.

Which has better risk-adjusted returns?

YMM currently has the higher Sharpe Ratio (-0.54 vs -0.82), 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.