FUL vs. TAYD

Last updated Jun 9, 2026

FUL (H.B. Fuller Company) and TAYD (Taylor Devices, Inc.) are both stocks. FUL operates in Specialty Chemicals (Basic Materials), while TAYD operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, FUL returned 3.54%/yr vs 12.58%/yr for TAYD. At a 0.07 correlation, their price movements are largely independent.

Performance

FUL vs. TAYD - Performance Comparison

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

Returns By Period

In the year-to-date period, FUL achieves a 1.73% return, which is significantly higher than TAYD's -6.24% return. Over the past 10 years, FUL has underperformed TAYD with an annualized return of 3.54%, while TAYD has yielded a comparatively higher 12.58% annualized return.

FUL

• 1D: 0.25%
• 1M: -1.99%
• YTD: 1.73%
• 6M: 4.84%
• 1Y: 8.55%
• 3Y*: -1.57%
• 5Y*: -1.62%
• 10Y*: 3.54%

TAYD

• 1D: 3.36%
• 1M: 5.48%
• YTD: -6.24%
• 6M: 13.01%
• 1Y: 49.71%
• 3Y*: 40.58%
• 5Y*: 35.50%
• 10Y*: 12.58%

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

FUL vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUL H.B. Fuller Company	1.73%	-10.46%	-16.19%	14.97%	-10.59%	57.84%	2.15%	22.42%	-19.84%	12.79%
TAYD Taylor Devices, Inc.	-6.24%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%

Correlation

The correlation between FUL and TAYD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.07

The correlation between FUL and TAYD shifts across timeframes, from 0.07 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS FUL : $2.88 TAYD : $4.95
PE Ratio FUL : 20.81 TAYD : 11.07
PS Ratio FUL : 0.96 TAYD : 3.10
Total Revenue (TTM) FUL : $3.46B TAYD : $37.08M
Gross Profit (TTM) FUL : $1.11B TAYD : $21.95M
EBITDA (TTM) FUL : $495.48M TAYD : $13.00M

Return for Risk

FUL vs. TAYD — Risk / Return Rank

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

FUL

FUL Risk / Return Rank: 50
FUL Sharpe Ratio Rank: 51
FUL Sortino Ratio Rank: 48
FUL Omega Ratio Rank: 44
FUL Calmar Ratio Rank: 50
FUL Martin Ratio Rank: 54

TAYD

TAYD Risk / Return Rank: 66
TAYD Sharpe Ratio Rank: 69
TAYD Sortino Ratio Rank: 65
TAYD Omega Ratio Rank: 66
TAYD Calmar Ratio Rank: 65
TAYD Martin Ratio Rank: 65

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.

FUL vs. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for H.B. Fuller Company (FUL) 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.

	FUL	TAYD	Difference
Sharpe ratio: Return per unit of total volatility	0.25	0.86	-0.61
Sortino ratio: Return per unit of downside risk	0.64	1.42	-0.77
Omega ratio: Gain probability vs. loss probability	1.07	1.19	-0.12
Calmar ratio: Return relative to maximum drawdown	0.32	1.11	-0.79
Martin ratio: Return relative to average drawdown	0.98	2.56	-1.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUL vs. TAYD - Sharpe Ratio Comparison

The current FUL Sharpe Ratio is 0.25, which is lower than the TAYD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FUL and TAYD, 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

	FUL	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	0.86	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.06	0.67	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.27	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.13	+0.13

Drawdowns

FUL vs. TAYD - Drawdown Comparison

The maximum FUL drawdown since its inception was -68.25%, smaller than the maximum TAYD drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for FUL and TAYD.

Drawdown Indicators

	FUL	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	-68.25%	-74.52%	+6.27%
Max Drawdown (1Y) Largest decline over 1 year	-26.97%	-45.06%	+18.09%
Max Drawdown (3Y) Largest decline over 3 years	-43.45%	-52.65%	+9.20%
Max Drawdown (5Y) Largest decline over 5 years	-43.45%	-52.65%	+9.20%
Max Drawdown (10Y) Largest decline over 10 years	-56.29%	-66.49%	+10.20%
Current Drawdown Current decline from peak	-28.49%	-39.07%	+10.58%
Average Drawdown Average peak-to-trough decline	-18.76%	-37.29%	+18.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.70%	19.47%	-10.77%

Volatility

FUL vs. TAYD - Volatility Comparison

H.B. Fuller Company (FUL) and Taylor Devices, Inc. (TAYD) have volatilities of 11.03% and 10.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FUL	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.03%	10.68%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	26.42%	45.11%	-18.69%
Volatility (1Y) Calculated over the trailing 1-year period	34.82%	58.53%	-23.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.38%	53.12%	-23.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.11%	46.24%	-15.13%

Dividends

FUL vs. TAYD - Dividend Comparison

FUL's dividend yield for the trailing twelve months is around 1.58%, while TAYD has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FUL H.B. Fuller Company	1.58%	1.56%	1.29%	0.99%	1.03%	0.82%	1.25%	1.23%	1.44%	1.10%	1.14%	1.40%
TAYD Taylor Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both FUL and TAYD in my portfolio?

FUL and TAYD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FUL or TAYD?

FUL has higher volatility (11.03%) compared to TAYD (10.68%). In terms of maximum drawdown, FUL dropped -68.25% vs TAYD's -74.52%.

Which has better risk-adjusted returns?

TAYD currently has the higher Sharpe Ratio (0.86 vs 0.25), 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.