DNOW vs. TAYD

Last updated Apr 1, 2026

Compare and contrast key facts about NOW Inc. (DNOW) and Taylor Devices, Inc. (TAYD).

Performance

DNOW vs. TAYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NOW Inc. (DNOW) and Taylor Devices, Inc. (TAYD). The values are adjusted to include any dividend payments, if applicable.

DNOW vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DNOW NOW Inc.	-10.11%	1.84%	14.93%	-10.87%	48.71%	18.94%	-36.12%	-3.44%	5.53%	-46.12%
TAYD Taylor Devices, Inc.	-2.50%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%

Fundamentals

EPS DNOW : -$0.73 TAYD : $4.22
PS Ratio DNOW : 0.52 TAYD : 3.78
Total Revenue (TTM) DNOW : $2.82B TAYD : $37.08M
Gross Profit (TTM) DNOW : $478.00M TAYD : $21.95M
EBITDA (TTM) DNOW : -$44.00M TAYD : $13.00M

Returns By Period

In the year-to-date period, DNOW achieves a -10.11% return, which is significantly lower than TAYD's -2.50% return. Over the past 10 years, DNOW has underperformed TAYD with an annualized return of -3.88%, while TAYD has yielded a comparatively higher 14.63% annualized return.

DNOW

• 1D: 2.50%
• 1M: 1.10%
• YTD: -10.11%
• 6M: -21.90%
• 1Y: -30.27%
• 3Y*: 2.22%
• 5Y*: 2.61%
• 10Y*: -3.88%

TAYD

• 1D: -20.93%
• 1M: -35.04%
• YTD: -2.50%
• 6M: 16.18%
• 1Y: 76.63%
• 3Y*: 41.69%
• 5Y*: 37.78%
• 10Y*: 14.63%

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

Return for Risk

DNOW vs. TAYD — Risk / Return Rank

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

DNOW

DNOW Risk / Return Rank: 12
DNOW Sharpe Ratio Rank: 13
DNOW Sortino Ratio Rank: 16
DNOW Omega Ratio Rank: 15
DNOW Calmar Ratio Rank: 10
DNOW Martin Ratio Rank: 5

TAYD

TAYD Risk / Return Rank: 79
TAYD Sharpe Ratio Rank: 82
TAYD Sortino Ratio Rank: 77
TAYD Omega Ratio Rank: 76
TAYD Calmar Ratio Rank: 77
TAYD Martin Ratio Rank: 85

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.

DNOW vs. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NOW Inc. (DNOW) and Taylor Devices, Inc. (TAYD). 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.

	DNOW	TAYD	Difference
Sharpe ratio Return per unit of total volatility	-0.68	1.35	-2.02
Sortino ratio Return per unit of downside risk	-0.71	1.89	-2.61
Omega ratio Gain probability vs. loss probability	0.90	1.25	-0.35
Calmar ratio Return relative to maximum drawdown	-0.84	1.95	-2.79
Martin ratio Return relative to average drawdown	-1.68	7.93	-9.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DNOW vs. TAYD - Sharpe Ratio Comparison

The current DNOW Sharpe Ratio is -0.68, which is lower than the TAYD Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DNOW and TAYD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DNOW	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.68	1.35	-2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	0.73	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.08	0.32	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	-0.16	0.14	-0.30

Correlation

The correlation between DNOW and TAYD is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

DNOW vs. TAYD - Dividend Comparison

Neither DNOW nor TAYD has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

DNOW vs. TAYD - Drawdown Comparison

The maximum DNOW drawdown since its inception was -89.06%, which is greater than TAYD's maximum drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for DNOW and TAYD.

Drawdown Indicators

	DNOW	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	-89.06%	-74.52%	-14.54%
Max Drawdown (1Y) Largest decline over 1 year	-35.76%	-36.63%	+0.87%
Max Drawdown (5Y) Largest decline over 5 years	-39.36%	-52.65%	+13.29%
Max Drawdown (10Y) Largest decline over 10 years	-82.46%	-66.49%	-15.97%
Current Drawdown Current decline from peak	-67.98%	-36.63%	-31.35%
Average Drawdown Average peak-to-trough decline	-61.55%	-37.27%	-24.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.92%	9.01%	+8.91%

Volatility

DNOW vs. TAYD - Volatility Comparison

The current volatility for NOW Inc. (DNOW) is 11.58%, while Taylor Devices, Inc. (TAYD) has a volatility of 27.78%. This indicates that DNOW experiences smaller price fluctuations and is considered to be less risky than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DNOW	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.58%	27.78%	-16.20%
Volatility (6M) Calculated over the trailing 6-month period	34.39%	45.13%	-10.74%
Volatility (1Y) Calculated over the trailing 1-year period	44.75%	57.33%	-12.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.19%	52.26%	-8.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.68%	45.86%	+2.82%

Financials