BYD Co Ltd ADR

10-Year Study

BYDDY.US · Consumer Cyclical · US · Common Stock

Executive Summary: BYD Co Ltd ADR has compounded at 25.2% annually over the last 10 years, with a maximum drawdown of 47.8% and an annualized volatility of 51.0%.

1Y CAGR
-8.2%
3Y CAGR
+16.1%
5Y CAGR
+15.5%
10Y CAGR
+25.2%

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 →
47.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.70
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.81
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 · +436.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -27.2%
% 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.
20262.1-2.913.55.3————————18.5%
20253.136.75.7-6.14.10.7-6.3-6.83.2-8.2-3.2-3.413.7%
2024-18.79.92.87.33.06.90.82.416.42.5-9.43.124.8%
202329.2-15.39.43.1-0.56.911.2-11.5-2.4-1.1-11.82.913.1%
2022-11.74.1-10.84.722.613.4-9.2-15.4-20.5-8.013.3-4.1-27.2%
202114.8-14.9-16.1-4.311.330.42.78.8-7.116.29.1-14.628.0%
20204.917.0-13.617.2-8.236.623.19.456.026.214.613.1436.0%
2019-6.38.0-5.512.3-14.37.04.0-17.2-4.3-5.40.74.9-19.0%
20188.0-4.3-11.5-12.4-7.6-1.7-8.43.520.6-9.816.9-16.0-26.3%
20176.26.2-5.86.31.46.21.3-4.358.3-8.01.2-0.972.4%
2016———1.8-0.93.76.49.3-4.7-2.0-2.7-13.4-4.2%

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 51.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 20.1% of variance. Idiosyncratic stock-specific factors contribute 29.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110183.300717547292
2016-05-0110087.410306588388
2016-06-0110463.1441617743
2016-07-0111135.681669928246
2016-08-0112166.340508806265
2016-09-0111590.34572733203
2016-10-0111362.687540769733
2016-11-0111058.708414872799
2016-12-019577.95172863666
2017-01-0110175.472928897587
2017-02-0110801.696020874104
2017-03-0110175.472928897587
2017-04-0110819.960861056752
2017-05-0110975.864318330074
2017-06-0111656.229615133725
2017-07-0111806.914546640575
2017-08-0111296.803652968038
2017-09-0117880.62622309198
2017-10-0116454.011741682978
2017-11-0116652.31572080887
2017-12-0116510.763209393346
2018-01-0117833.65949119374
2018-02-0117058.7084148728
2018-03-0115103.718199608611
2018-04-0113223.744292237445
2018-05-0112213.307240704504
2018-06-0112003.261578604046
2018-07-0110998.695368558383
2018-08-0111385.518590998045
2018-09-0113731.898238747555
2018-10-0112389.432485322897
2018-11-0114485.322896281803
2018-12-0112167.64514024788
2019-01-0111404.4357469015
2019-02-0112322.243966079583
2019-03-0111645.792563600784
2019-04-0113075.668623613832
2019-05-0111201.565557729942
2019-06-0111984.344422700588
2019-07-0112461.839530332682
2019-08-0110313.111545988259
2019-09-019865.622961513373
2019-10-019328.767123287671
2019-11-019398.564905414221
2019-12-019856.490541422048
2020-01-0110343.118069145467
2020-02-0112103.718199608611
2020-03-0110452.707110241357
2020-04-0112252.446183953034
2020-05-0111248.53228962818
2020-06-0115367.253750815395
2020-07-0118911.285061969993
2020-08-0120693.411611219828
2020-09-0132287.018917155907
2020-10-0140736.46444879322
2020-11-0146703.19634703197
2020-12-0152830.3979125897
2021-01-0160649.70645792563
2021-02-0151618.39530332681
2021-03-0143319.634703196345
2021-04-0141477.495107632094
2021-05-0146152.64187866928
2021-06-0160200.26092628832
2021-07-0161844.096542726686
2021-08-0167264.8401826484
2021-09-0162484.670580561
2021-10-0172585.12720156556
2021-11-0179208.74103065884
2021-12-0167635.35551206784
2022-01-0159709.71950424005
2022-02-0162164.38356164384
2022-03-0155450.750163078934
2022-04-0158046.31441617744
2022-05-0171152.64187866928
2022-06-0180677.1037181996
2022-07-0173218.52576647096
2022-08-0161941.291585127205
2022-09-0149270.711024135686
2022-10-0145330.7240704501
2022-11-0151345.727332028706
2022-12-0149260.27397260274
2023-01-0163655.57729941292
2023-02-0153902.15264187867
2023-03-0158984.34442270059
2023-04-0160798.43444227006
2023-05-0160477.4951076321
2023-06-0164639.921722113504
2023-07-0171894.97716894977
2023-08-0163621.65688193086
2023-09-0162070.45009784736
2023-10-0161384.866275277236
2023-11-0154120.02609262883
2023-12-0155692.10697977821
2024-01-0145262.88323548598
2024-02-0149757.338551859095
2024-03-0151157.860404435756
2024-04-0154885.84474885845
2024-05-0156538.81278538814
2024-06-0160416.82974559688
2024-07-0160876.71232876713
2024-08-0162338.55185909981
2024-09-0172564.90541422048
2024-10-0174395.30332681019
2024-11-0167400.52185257665
2024-12-0169507.5016307893
2025-01-0171665.36203522506
2025-02-0197987.60600130464
2025-03-01103621.65688193086
2025-04-0197281.80039138942
2025-05-01101239.39986953685
2025-06-01101978.47358121331
2025-07-0195564.25309849968
2025-08-0189041.09589041097
2025-09-0191911.28506197
2025-10-0184409.65427266796
2025-11-0181735.1598173516
2025-12-0178995.43378995433
2026-01-0180691.4546640574
2026-02-0178343.11806914548
2026-03-0188910.63274624919
2026-04-0193607.30593607305
Annual Return Matrix
YearAnnual Return
20170.7238302799155485
2018-0.26304768677650037
2019-0.18994263657320543
20204.359960291197883
20210.2802355875489262
2022-0.2716786420407966
20230.1305683563748079
20240.24806737256371814
20250.13650227581999896
20260.18497109826589608
Total Factor Risk
0.5099061655015047
VTI.US Exposure
-0.01640012742200126
VEA.US Exposure
0.04194535327734294
VWO.US Exposure
0.18878120764689868
QQQ.US Exposure
0.19347294161040582
VTV.US Exposure
0.029558720144775504
IJR.US Exposure
0.004446324777274734
QUAL.US Exposure
0.014743986980126498
SHV.US Exposure
0.20067130490032947
TLT.US Exposure
0.001211491627298389
LQD.US Exposure
-0.011628926175813537
HYG.US Exposure
-0.002976207316374528
GLD.US Exposure
-0.0013668331405869657
USO.US Exposure
0.004281332006967867
VNQ.US Exposure
0.009786693520809067
BTC-USD.CC Exposure
0.010648320287914449
CPER.US Exposure
-0.007450174337063266
VIX.INDX Exposure
0.02227241348168308
UUP.US Exposure
0.0013114634840171255
TIP.US Exposure
0.02441239757747178
Idiosyncratic Exposure
0.29227831706852403
Value Score
39.8
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
51.0%

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 →25.6x
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$132.9B
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 →
22.7% 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 Co Ltd ADR a high-risk investment?

BYD Co Ltd ADR (BYDDY.US) has an annualized volatility of 51.0% and experienced a maximum drawdown of 47.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BYDDY.US has generated a Compound Annual Growth Rate (CAGR) of 25.2%. 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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