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HMC vs. TM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HMC and TM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

HMC vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Honda Motor Co., Ltd. (HMC) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-23.39%
-9.17%
HMC
TM

Key characteristics

Sharpe Ratio

HMC:

-0.80

TM:

0.06

Sortino Ratio

HMC:

-0.98

TM:

0.27

Omega Ratio

HMC:

0.88

TM:

1.03

Calmar Ratio

HMC:

-0.54

TM:

0.05

Martin Ratio

HMC:

-1.29

TM:

0.08

Ulcer Index

HMC:

14.88%

TM:

20.73%

Daily Std Dev

HMC:

23.99%

TM:

25.51%

Max Drawdown

HMC:

-53.57%

TM:

-60.34%

Current Drawdown

HMC:

-34.87%

TM:

-28.32%

Fundamentals

Market Cap

HMC:

$39.06B

TM:

$227.38B

EPS

HMC:

$3.98

TM:

$20.55

PE Ratio

HMC:

6.35

TM:

8.43

PEG Ratio

HMC:

3.62

TM:

1.54

Total Revenue (TTM)

HMC:

$21.62T

TM:

$47.16T

Gross Profit (TTM)

HMC:

$4.67T

TM:

$9.98T

EBITDA (TTM)

HMC:

$2.96T

TM:

$5.96T

Returns By Period

In the year-to-date period, HMC achieves a -20.60% return, which is significantly lower than TM's -0.32% return. Over the past 10 years, HMC has underperformed TM with an annualized return of 1.08%, while TM has yielded a comparatively higher 6.61% annualized return.


HMC

YTD

-20.60%

1M

-8.75%

6M

-22.29%

1Y

-19.69%

5Y*

-0.70%

10Y*

1.08%

TM

YTD

-0.32%

1M

2.76%

6M

-6.63%

1Y

2.39%

5Y*

7.63%

10Y*

6.61%

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Risk-Adjusted Performance

HMC vs. TM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honda Motor Co., Ltd. (HMC) and Toyota Motor Corporation (TM). 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.


Sharpe ratio
The chart of Sharpe ratio for HMC, currently valued at -0.80, compared to the broader market-4.00-2.000.002.00-0.800.06
The chart of Sortino ratio for HMC, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.980.27
The chart of Omega ratio for HMC, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.03
The chart of Calmar ratio for HMC, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.540.05
The chart of Martin ratio for HMC, currently valued at -1.29, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.290.08
HMC
TM

The current HMC Sharpe Ratio is -0.80, which is lower than the TM Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of HMC and TM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.80
0.06
HMC
TM

Dividends

HMC vs. TM - Dividend Comparison

HMC's dividend yield for the trailing twelve months is around 3.86%, more than TM's 3.07% yield.


TTM20232022202120202019201820172016201520142013
HMC
Honda Motor Co., Ltd.
3.86%3.30%4.11%2.74%2.23%2.90%3.19%3.02%5.38%3.30%4.39%4.38%
TM
Toyota Motor Corporation
3.07%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%2.08%

Drawdowns

HMC vs. TM - Drawdown Comparison

The maximum HMC drawdown since its inception was -53.57%, smaller than the maximum TM drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for HMC and TM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-34.87%
-28.32%
HMC
TM

Volatility

HMC vs. TM - Volatility Comparison

Honda Motor Co., Ltd. (HMC) has a higher volatility of 7.44% compared to Toyota Motor Corporation (TM) at 5.37%. This indicates that HMC's price experiences larger fluctuations and is considered to be riskier than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.44%
5.37%
HMC
TM

Financials

HMC vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Honda Motor Co., Ltd. and Toyota Motor Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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