BYD Company Limited

10-Year Study

BYDDF.US · Consumer Cyclical · US · Common Stock

Executive Summary: BYD Company Limited has compounded at 24.2% annually over the last 10 years, with a maximum drawdown of 50.0% and an annualized volatility of 50.3%.

1Y CAGR
-11.0%
3Y CAGR
+17.5%
5Y CAGR
+16.4%
10Y CAGR
+24.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +432.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.1-3.213.55.1————————18.0%
20253.036.96.2-6.64.2-2.6-5.9-6.73.2-8.3-3.0-2.911.0%
2024-18.79.72.57.53.511.51.12.216.62.6-9.73.230.7%
202329.2-15.19.23.0-0.38.111.5-11.8-1.9-1.3-11.82.814.9%
2022-12.64.3-10.14.223.412.7-9.8-15.4-19.6-8.212.9-4.2-27.6%
202115.5-15.1-16.0-4.610.830.82.79.0-7.316.59.0-14.029.1%
20204.917.3-13.215.7-7.534.723.89.556.625.914.812.7432.8%
2019-6.68.5-5.511.7-14.34.33.6-16.6-3.7-6.11.24.1-21.2%
20187.4-3.2-12.1-12.1-7.7-4.3-8.23.520.9-9.316.4-15.9-27.7%
20176.35.9-6.46.51.04.51.5-4.358.4-7.91.0-0.768.2%
2016———2.3-1.13.27.19.1-4.2-2.3-6.9-13.2-7.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 50.3%. The dominant macroeconomic risk driver is VWO.US, accounting for 20.3% of variance. Idiosyncratic stock-specific factors contribute 30.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110226.753277998316
2016-05-0110113.677372789607
2016-06-0110436.063996150608
2016-07-0111175.869120654395
2016-08-0112195.356670275472
2016-09-0111679.898953446409
2016-10-0111411.042944785275
2016-11-0110620.714543486105
2016-12-019223.50535306147
2017-01-019803.320101046553
2017-02-0110378.323108384457
2017-03-019715.505834235533
2017-04-0110348.249729339586
2017-05-0110453.506555996632
2017-06-0110922.049801515699
2017-07-0111080.83724287261
2017-08-0110604.474918801876
2017-09-0116797.786599302297
2017-10-0115466.137375195476
2017-11-0115615.902802838926
2017-12-0115510.044508600986
2018-01-0116657.04318537231
2018-02-0116127.751714182605
2018-03-0114169.373270780703
2018-04-0112456.995067965834
2018-05-0111494.045470949115
2018-06-0110997.233249127872
2018-07-0110093.828942619992
2018-08-0110448.093347768554
2018-09-0112626.608925778899
2018-10-0111457.355948514374
2018-11-0113334.536268495127
2018-12-0111209.551305184648
2019-01-0110474.55792132804
2019-02-0111368.940214122458
2019-03-0110748.82713821725
2019-04-0112006.49584987369
2019-05-0110288.704438830748
2019-06-0110731.384578371226
2019-07-0111122.338505954527
2019-08-019272.224227114159
2019-09-018933.597979068927
2019-10-018391.074221099483
2019-11-018490.316371947552
2019-12-018836.160230963551
2020-01-019272.224227114159
2020-02-0110873.932395043907
2020-03-019440.635149765429
2020-04-0110926.861542162878
2020-05-0110108.264164561531
2020-06-0113611.812823288825
2020-07-0116853.723084325753
2020-08-0118457.235654998196
2020-09-0128906.531937928547
2020-10-0136380.9695657404
2020-11-0141761.097076867554
2020-12-0147081.67929748586
2021-01-0154357.03115602068
2021-02-0146143.991338866836
2021-03-0138768.19439432214
2021-04-0136968.60339227715
2021-05-0140977.38481895826
2021-06-0153614.218693612405
2021-07-0155079.99518825935
2021-08-0160040.89979550102
2021-09-0155640.562973655724
2021-10-0164841.212558643085
2021-11-0170704.31853723085
2021-12-0160782.5093227475
2022-01-0153113.19619872489
2022-02-0155419.222903885486
2022-03-0149806.32743895103
2022-04-0151879.58619030434
2022-05-0164000.36088054854
2022-06-0172129.19523637676
2022-07-0165073.37904486948
2022-08-0155063.75556357511
2022-09-0144272.82569469505
2022-10-0140648.983519788286
2022-11-0145904.00577408877
2022-12-0143997.35354264405
2023-01-0156827.25851076627
2023-02-0148226.2721039336
2023-03-0152645.855888367616
2023-04-0154239.74497774569
2023-05-0154078.55166606519
2023-06-0158437.38722482858
2023-07-0165175.62853362204
2023-08-0157487.0684470107
2023-09-0156410.441477204375
2023-10-0155698.303861421875
2023-11-0149151.329243353786
2023-12-0150551.54577168291
2024-01-0141088.65632142428
2024-02-0145078.792253097556
2024-03-0146210.75424034644
2024-04-0149671.59870083003
2024-05-0151406.231204138094
2024-06-0157341.513292433534
2024-07-0157994.7070852881
2024-08-0159286.05798147479
2024-09-0169129.67641044146
2024-10-0170948.51437507517
2024-11-0164047.87681943943
2024-12-0166088.65632142428
2025-01-0168071.69493564297
2025-02-0193204.61927102128
2025-03-0198939.011187297
2025-04-0192437.74810537712
2025-05-0196314.80813184168
2025-06-0193828.94261999278
2025-07-0188295.44087573678
2025-08-0182340.91182485264
2025-09-0184987.36918080116
2025-10-0177950.1984843017
2025-11-0175604.47491880188
2025-12-0173379.04486948153
2026-01-0174942.86057981475
2026-02-0172536.9902562252
2026-03-0182340.91182485264
2026-04-0186551.18489113435
Annual Return Matrix
YearAnnual Return
20170.6815780893381154
2018-0.2772714933881414
2019-0.21172935558298
20204.32829623579062
20210.29100130304811067
2022-0.27615108305213887
20230.14896787423103208
20240.30735183885207085
20250.11031225256873456
20260.17950819672131169
Total Factor Risk
0.5026986699831851
VTI.US Exposure
-0.016922348858456438
VEA.US Exposure
0.037627440187593404
VWO.US Exposure
0.20318011727009677
QQQ.US Exposure
0.19837864493306548
VTV.US Exposure
0.02953179056285843
IJR.US Exposure
0.0037691212883311834
QUAL.US Exposure
0.020760939834165708
SHV.US Exposure
0.16471011103575547
TLT.US Exposure
0.004166189994466282
LQD.US Exposure
-0.012755149885796074
HYG.US Exposure
-0.004164566875111028
GLD.US Exposure
-0.0020489052858720007
USO.US Exposure
0.00379287427058476
VNQ.US Exposure
0.012405809899659863
BTC-USD.CC Exposure
0.010149679614816437
CPER.US Exposure
-0.00901153165542139
VIX.INDX Exposure
0.024622270212926605
UUP.US Exposure
0.0009596054773625223
TIP.US Exposure
0.02802441621170874
Idiosyncratic Exposure
0.3028234917672652
Value Score
39.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →25.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.38%
Market Cap$132.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
25.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BYD Company Limited a high-risk investment?

BYD Company Limited (BYDDF.US) has an annualized volatility of 50.3% and experienced a maximum drawdown of 50.0% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of BYDDF.US?

Over the past 10 years, BYDDF.US has generated a Compound Annual Growth Rate (CAGR) of 24.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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