HY vs. TM
Compare and contrast key facts about Hyster-Yale Materials Handling, Inc. (HY) and Toyota Motor Corporation (TM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HY or TM.
Key characteristics
| HY | TM | |
|---|---|---|
| YTD Return | -13.76% | -3.49% |
| 1Y Return | 20.34% | -5.73% |
| 3Y Return (Ann) | 9.96% | 0.44% |
| 5Y Return (Ann) | 1.53% | 6.65% |
| 10Y Return (Ann) | -1.58% | 6.86% |
| Sharpe Ratio | 0.38 | -0.21 |
| Sortino Ratio | 0.87 | -0.11 |
| Omega Ratio | 1.13 | 0.99 |
| Calmar Ratio | 0.38 | -0.16 |
| Martin Ratio | 1.27 | -0.29 |
| Ulcer Index | 15.48% | 18.58% |
| Daily Std Dev | 52.49% | 26.07% |
| Max Drawdown | -77.60% | -60.34% |
| Current Drawdown | -41.41% | -30.60% |
Fundamentals
| HY | TM | |
|---|---|---|
| Market Cap | $924.08M | $232.36B |
| EPS | $8.89 | $20.63 |
| PE Ratio | 5.94 | 8.48 |
| PEG Ratio | 1.61 | 1.54 |
| Total Revenue (TTM) | $4.27B | $35.72T |
| Gross Profit (TTM) | $928.90M | $7.54T |
| EBITDA (TTM) | $327.90M | $4.51T |
Correlation
The correlation between HY and TM is 0.34, 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.
Performance
HY vs. TM - Performance Comparison
In the year-to-date period, HY achieves a -13.76% return, which is significantly lower than TM's -3.49% return. Over the past 10 years, HY has underperformed TM with an annualized return of -1.58%, while TM has yielded a comparatively higher 6.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
HY vs. TM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hyster-Yale Materials Handling, Inc. (HY) 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.
Dividends
HY vs. TM - Dividend Comparison
HY's dividend yield for the trailing twelve months is around 2.56%, more than TM's 1.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HY Hyster-Yale Materials Handling, Inc. | 2.56% | 2.09% | 5.10% | 3.13% | 2.14% | 2.14% | 1.99% | 1.41% | 1.83% | 2.15% | 1.47% | 1.07% |
TM Toyota Motor Corporation | 1.63% | 2.45% | 2.90% | 2.45% | 2.74% | 2.86% | 3.40% | 2.96% | 3.23% | 2.96% | 2.57% | 2.08% |
Drawdowns
HY vs. TM - Drawdown Comparison
The maximum HY drawdown since its inception was -77.60%, which is greater than TM's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for HY and TM. For additional features, visit the drawdowns tool.
Volatility
HY vs. TM - Volatility Comparison
Hyster-Yale Materials Handling, Inc. (HY) has a higher volatility of 18.19% compared to Toyota Motor Corporation (TM) at 6.85%. This indicates that HY'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.
Financials
HY vs. TM - Financials Comparison
This section allows you to compare key financial metrics between Hyster-Yale Materials Handling, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities