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

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.


-0.50.00.51.00.3

Performance

HY vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyster-Yale Materials Handling, Inc. (HY) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%SeptemberOctoberNovemberDecember2025February
76.71%
238.26%
HY
TM

Key characteristics

Sharpe Ratio

HY:

-0.42

TM:

-0.51

Sortino Ratio

HY:

-0.30

TM:

-0.57

Omega Ratio

HY:

0.96

TM:

0.93

Calmar Ratio

HY:

-0.48

TM:

-0.41

Martin Ratio

HY:

-0.95

TM:

-0.61

Ulcer Index

HY:

22.55%

TM:

22.41%

Daily Std Dev

HY:

51.49%

TM:

27.06%

Max Drawdown

HY:

-77.60%

TM:

-60.34%

Current Drawdown

HY:

-41.76%

TM:

-25.98%

Fundamentals

Market Cap

HY:

$922.16M

TM:

$244.32B

EPS

HY:

$8.80

TM:

$25.26

PE Ratio

HY:

5.92

TM:

7.28

PEG Ratio

HY:

1.61

TM:

1.54

Total Revenue (TTM)

HY:

$3.24B

TM:

$46.75T

Gross Profit (TTM)

HY:

$712.10M

TM:

$9.50T

EBITDA (TTM)

HY:

$243.50M

TM:

$5.25T

Returns By Period

In the year-to-date period, HY achieves a 2.36% return, which is significantly higher than TM's -5.46% return. Over the past 10 years, HY has underperformed TM with an annualized return of 0.21%, while TM has yielded a comparatively higher 6.61% annualized return.


HY

YTD

2.36%

1M

3.80%

6M

-12.23%

1Y

-22.63%

5Y*

2.28%

10Y*

0.21%

TM

YTD

-5.46%

1M

-4.45%

6M

10.70%

1Y

-16.59%

5Y*

8.27%

10Y*

6.61%

*Annualized

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Risk-Adjusted Performance

HY vs. TM — Risk-Adjusted Performance Rank

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

HY
The Risk-Adjusted Performance Rank of HY is 2323
Overall Rank
The Sharpe Ratio Rank of HY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of HY is 2424
Sortino Ratio Rank
The Omega Ratio Rank of HY is 2424
Omega Ratio Rank
The Calmar Ratio Rank of HY is 1717
Calmar Ratio Rank
The Martin Ratio Rank of HY is 2424
Martin Ratio Rank

TM
The Risk-Adjusted Performance Rank of TM is 2222
Overall Rank
The Sharpe Ratio Rank of TM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2020
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TM is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for HY, currently valued at -0.42, compared to the broader market-2.000.002.004.00-0.42-0.51
The chart of Sortino ratio for HY, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.30-0.57
The chart of Omega ratio for HY, currently valued at 0.96, compared to the broader market0.501.001.502.000.960.93
The chart of Calmar ratio for HY, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48-0.41
The chart of Martin ratio for HY, currently valued at -0.95, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.95-0.61
HY
TM

The current HY Sharpe Ratio is -0.42, which is comparable to the TM Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of HY 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.42
-0.51
HY
TM

Dividends

HY vs. TM - Dividend Comparison

HY's dividend yield for the trailing twelve months is around 2.64%, less than TM's 2.97% yield.


TTM20242023202220212020201920182017201620152014
HY
Hyster-Yale Materials Handling, Inc.
2.64%2.70%2.09%5.10%3.13%2.14%2.14%1.99%1.41%1.83%2.15%1.47%
TM
Toyota Motor Corporation
2.97%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%

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.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-41.76%
-25.98%
HY
TM

Volatility

HY vs. TM - Volatility Comparison

The current volatility for Hyster-Yale Materials Handling, Inc. (HY) is 7.16%, while Toyota Motor Corporation (TM) has a volatility of 9.88%. This indicates that HY experiences smaller price fluctuations and is considered to be less risky than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
7.16%
9.88%
HY
TM

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.


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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