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

Correlation

The correlation between HYMTF and TM is 0.13, 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.


-0.50.00.51.00.1

Performance

HYMTF vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hyundai Motor Co DRC (HYMTF) 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%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-13.39%
1.69%
HYMTF
TM

Key characteristics

Sharpe Ratio

HYMTF:

0.05

TM:

-0.63

Sortino Ratio

HYMTF:

0.39

TM:

-0.76

Omega Ratio

HYMTF:

1.05

TM:

0.91

Calmar Ratio

HYMTF:

0.08

TM:

-0.50

Martin Ratio

HYMTF:

0.16

TM:

-0.74

Ulcer Index

HYMTF:

13.86%

TM:

22.76%

Daily Std Dev

HYMTF:

42.04%

TM:

26.96%

Max Drawdown

HYMTF:

-76.18%

TM:

-60.34%

Current Drawdown

HYMTF:

-22.02%

TM:

-25.95%

Fundamentals

Market Cap

HYMTF:

$34.47B

TM:

$241.02B

EPS

HYMTF:

$17.32

TM:

$25.04

PE Ratio

HYMTF:

3.12

TM:

7.36

PEG Ratio

HYMTF:

0.57

TM:

1.54

Total Revenue (TTM)

HYMTF:

$128.61T

TM:

$46.75T

Gross Profit (TTM)

HYMTF:

$26.78T

TM:

$9.50T

EBITDA (TTM)

HYMTF:

$18.81T

TM:

$5.25T

Returns By Period

In the year-to-date period, HYMTF achieves a 8.00% return, which is significantly higher than TM's -5.42% return. Over the past 10 years, HYMTF has outperformed TM with an annualized return of 6.53%, while TM has yielded a comparatively lower 6.14% annualized return.


HYMTF

YTD

8.00%

1M

-1.82%

6M

-13.39%

1Y

-1.91%

5Y*

16.11%

10Y*

6.53%

TM

YTD

-5.42%

1M

1.82%

6M

2.97%

1Y

-16.94%

5Y*

8.79%

10Y*

6.14%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HYMTF vs. TM — Risk-Adjusted Performance Rank

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

HYMTF
The Risk-Adjusted Performance Rank of HYMTF is 4444
Overall Rank
The Sharpe Ratio Rank of HYMTF is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of HYMTF is 4141
Sortino Ratio Rank
The Omega Ratio Rank of HYMTF is 4040
Omega Ratio Rank
The Calmar Ratio Rank of HYMTF is 4949
Calmar Ratio Rank
The Martin Ratio Rank of HYMTF is 4646
Martin Ratio Rank

TM
The Risk-Adjusted Performance Rank of TM is 1818
Overall Rank
The Sharpe Ratio Rank of TM is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of TM is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of TM is 2929
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.

HYMTF vs. TM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hyundai Motor Co DRC (HYMTF) 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 HYMTF, currently valued at 0.05, compared to the broader market-2.000.002.004.000.05-0.63
The chart of Sortino ratio for HYMTF, currently valued at 0.39, compared to the broader market-6.00-4.00-2.000.002.004.006.000.39-0.76
The chart of Omega ratio for HYMTF, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.91
The chart of Calmar ratio for HYMTF, currently valued at 0.08, compared to the broader market0.002.004.006.000.08-0.50
The chart of Martin ratio for HYMTF, currently valued at 0.16, compared to the broader market0.0010.0020.0030.000.16-0.74
HYMTF
TM

The current HYMTF Sharpe Ratio is 0.05, which is higher than the TM Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of HYMTF 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.05
-0.63
HYMTF
TM

Dividends

HYMTF vs. TM - Dividend Comparison

HYMTF's dividend yield for the trailing twelve months is around 7.24%, more than TM's 2.97% yield.


TTM20242023202220212020201920182017201620152014
HYMTF
Hyundai Motor Co DRC
7.24%7.81%2.62%1.29%5.04%3.12%1.31%7.04%4.19%4.37%5.00%2.45%
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

HYMTF vs. TM - Drawdown Comparison

The maximum HYMTF drawdown since its inception was -76.18%, which is greater than TM's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for HYMTF and TM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.02%
-25.95%
HYMTF
TM

Volatility

HYMTF vs. TM - Volatility Comparison

The current volatility for Hyundai Motor Co DRC (HYMTF) is 6.05%, while Toyota Motor Corporation (TM) has a volatility of 8.54%. This indicates that HYMTF 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
6.05%
8.54%
HYMTF
TM

Financials

HYMTF vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Hyundai Motor Co DRC 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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