DSP vs. TOYO

Last updated Jun 4, 2026

DSP (Viant Technology Inc.) and TOYO (TOYO Co., Ltd) are both stocks. Both are in the Technology sector — DSP in Software - Application, TOYO in Solar. Over the past year, DSP returned -11.87% vs 380.99% for TOYO. At a 0.03 correlation, their price movements are largely independent.

Performance

DSP vs. TOYO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Viant Technology Inc. (DSP) and TOYO Co., Ltd (TOYO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSP achieves a 0.50% return, which is significantly lower than TOYO's 180.72% return.

DSP

• 1D: -13.63%
• 1M: 5.03%
• YTD: 0.50%
• 6M: 7.27%
• 1Y: -11.87%
• 3Y*: 38.44%
• 5Y*: -17.72%
• 10Y*: —

TOYO

• 1D: -1.67%
• 1M: 41.44%
• YTD: 180.72%
• 6M: 157.43%
• 1Y: 380.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DSP vs. TOYO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DSP Viant Technology Inc.	0.50%	-36.60%	83.12%
TOYO TOYO Co., Ltd	180.72%	73.37%	-20.28%

Correlation

The correlation between DSP and TOYO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (All Time) Calculated using the full available price history since Jul 2, 2024	0.03

Fundamentals

EPS DSP : $0.11 TOYO : $0.72
PE Ratio DSP : 106.00 TOYO : 22.93
PEG Ratio DSP : 2.06 TOYO : 0.17
PS Ratio DSP : 2.15 TOYO : 3.15
Total Revenue (TTM) DSP : $362.10M TOYO : $177.98M
Gross Profit (TTM) DSP : $295.09M TOYO : $18.34M
EBITDA (TTM) DSP : $164.15M TOYO : $19.98M

Return for Risk

DSP vs. TOYO — Risk / Return Rank

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

DSP

DSP Risk / Return Rank: 33
DSP Sharpe Ratio Rank: 33
DSP Sortino Ratio Rank: 34
DSP Omega Ratio Rank: 34
DSP Calmar Ratio Rank: 33
DSP Martin Ratio Rank: 33

TOYO

TOYO Risk / Return Rank: 96
TOYO Sharpe Ratio Rank: 98
TOYO Sortino Ratio Rank: 94
TOYO Omega Ratio Rank: 93
TOYO Calmar Ratio Rank: 98
TOYO Martin Ratio Rank: 97

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.

DSP vs. TOYO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Viant Technology Inc. (DSP) and TOYO Co., Ltd (TOYO). 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.

	DSP	TOYO	Difference
Sharpe ratio: Return per unit of total volatility	-0.19	4.74	-4.93
Sortino ratio: Return per unit of downside risk	0.17	4.01	-3.84
Omega ratio: Gain probability vs. loss probability	1.02	1.50	-0.48
Calmar ratio: Return relative to maximum drawdown	-0.27	13.61	-13.88
Martin ratio: Return relative to average drawdown	-0.43	26.81	-27.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSP vs. TOYO - Sharpe Ratio Comparison

The current DSP Sharpe Ratio is -0.19, which is lower than the TOYO Sharpe Ratio of 4.74. The chart below compares the historical Sharpe Ratios of DSP and TOYO, 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

	DSP	TOYO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	4.74	-4.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.27	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.33	0.81	-1.14

Drawdowns

DSP vs. TOYO - Drawdown Comparison

The maximum DSP drawdown since its inception was -95.29%, which is greater than TOYO's maximum drawdown of -63.44%. Use the drawdown chart below to compare losses from any high point for DSP and TOYO.

Drawdown Indicators

	DSP	TOYO	Difference
Max Drawdown Largest peak-to-trough decline	-95.29%	-63.44%	-31.85%
Max Drawdown (1Y) Largest decline over 1 year	-44.96%	-28.21%	-16.75%
Max Drawdown (3Y) Largest decline over 3 years	-68.63%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-90.53%	—	—
Current Drawdown Current decline from peak	-82.29%	-1.67%	-80.62%
Average Drawdown Average peak-to-trough decline	-82.98%	-29.14%	-53.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	27.50%	14.30%	+13.20%

Volatility

DSP vs. TOYO - Volatility Comparison

The current volatility for Viant Technology Inc. (DSP) is 24.89%, while TOYO Co., Ltd (TOYO) has a volatility of 35.66%. This indicates that DSP experiences smaller price fluctuations and is considered to be less risky than TOYO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSP	TOYO	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.89%	35.66%	-10.77%
Volatility (6M) Calculated over the trailing 6-month period	44.72%	61.79%	-17.07%
Volatility (1Y) Calculated over the trailing 1-year period	63.14%	80.98%	-17.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.10%	128.04%	-62.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.57%	128.04%	-58.47%

Dividends

DSP vs. TOYO - Dividend Comparison

Neither DSP nor TOYO has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DSP and TOYO in my portfolio?

DSP and TOYO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSP or TOYO?

TOYO has higher volatility (35.66%) compared to DSP (24.89%). In terms of maximum drawdown, DSP dropped -95.29% vs TOYO's -63.44%.

Which has better risk-adjusted returns?

TOYO currently has the higher Sharpe Ratio (4.74 vs -0.19), 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.