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AWAY vs. TMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AWAY vs. TMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Travel Tech ETF (AWAY) and Toyota Motor Corporation ADRhedged (TMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


AWAY

1D
-2.20%
1M
-1.42%
YTD
-16.40%
6M
-17.29%
1Y
-18.42%
3Y*
0.30%
5Y*
-11.20%
10Y*

TMH

1D
-0.03%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AWAY vs. TMH - Yearly Performance Comparison


Correlation

The correlation between AWAY and TMH is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

AWAY vs. TMH — Risk / Return Rank

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

AWAY
AWAY Risk / Return Rank: 33
Overall Rank
AWAY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
AWAY Sortino Ratio Rank: 33
Sortino Ratio Rank
AWAY Omega Ratio Rank: 33
Omega Ratio Rank
AWAY Calmar Ratio Rank: 44
Calmar Ratio Rank
AWAY Martin Ratio Rank: 33
Martin Ratio Rank

TMH
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.

AWAY vs. TMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Travel Tech ETF (AWAY) and Toyota Motor Corporation ADRhedged (TMH). 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.


AWAYTMHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.56

Martin ratioReturn relative to average drawdown

-1.13

AWAY vs. TMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AWAYTMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

-5.39

+5.22

Drawdowns

AWAY vs. TMH - Drawdown Comparison

The maximum AWAY drawdown since its inception was -56.57%, which is greater than TMH's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for AWAY and TMH.


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Drawdown Indicators


AWAYTMHDifference

Max Drawdown

Largest peak-to-trough decline

-56.57%

-5.59%

-50.98%

Max Drawdown (1Y)

Largest decline over 1 year

-32.83%

Max Drawdown (3Y)

Largest decline over 3 years

-32.83%

Max Drawdown (5Y)

Largest decline over 5 years

-52.49%

Current Drawdown

Current decline from peak

-49.57%

-5.59%

-43.98%

Average Drawdown

Average peak-to-trough decline

-36.15%

-4.22%

-31.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.33%

Volatility

AWAY vs. TMH - Volatility Comparison


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Volatility by Period


AWAYTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

20.85%

+1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.82%

20.85%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.81%

20.85%

+10.96%

AWAY vs. TMH - Expense Ratio Comparison

AWAY has a 0.75% expense ratio, which is higher than TMH's 0.19% expense ratio.


Dividends

AWAY vs. TMH - Dividend Comparison

Neither AWAY nor TMH has paid dividends to shareholders.


PositionTTM202520242023202220212020
AWAY
ETFMG Travel Tech ETF
0.00%0.00%0.28%0.00%0.00%0.00%0.04%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AWAY and TMH have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.75% for AWAY.

AWAY and TMH have nearly identical dividend yields, around 0.00%.

AWAY tracks Prime Travel Technology Index, while TMH tracks Toyota Motor Corporation Local Shares Total Return. They also come from different issuers: ETFMG and ADRhedged. Their fees differ too: 0.75% for AWAY and 0.19% for TMH.

Portfolio Optimizer

Find the right allocation for AWAY and TMH

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