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IBUY vs. TMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBUY vs. TMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Online Retail ETF (IBUY) and Toyota Motor Corporation ADRhedged (TMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBUY

1D
-1.83%
1M
-1.00%
YTD
-10.92%
6M
-10.14%
1Y
-2.54%
3Y*
15.79%
5Y*
-11.36%
10Y*
10.38%

TMH

1D
-0.03%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBUY vs. TMH - Yearly Performance Comparison


Correlation

The correlation between IBUY and TMH is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

IBUY vs. TMH — Risk / Return Rank

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

IBUY
IBUY Risk / Return Rank: 77
Overall Rank
IBUY Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 77
Sortino Ratio Rank
IBUY Omega Ratio Rank: 77
Omega Ratio Rank
IBUY Calmar Ratio Rank: 88
Calmar Ratio Rank
IBUY Martin Ratio Rank: 88
Martin Ratio Rank

TMH
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.

IBUY vs. TMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) and Toyota Motor Corporation ADRhedged (TMH). 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.


IBUYTMHDifference

Sharpe ratio

Return per unit of total volatility

-0.12

Sortino ratio

Return per unit of downside risk

-0.02

Omega ratio

Gain probability vs. loss probability

1.00

Calmar ratio

Return relative to maximum drawdown

-0.11

Martin ratio

Return relative to average drawdown

-0.24

IBUY vs. TMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBUYTMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-5.39

+5.74

Drawdowns

IBUY vs. TMH - Drawdown Comparison

The maximum IBUY drawdown since its inception was -73.00%, which is greater than TMH's maximum drawdown of -5.59%. Use the drawdown chart below to compare losses from any high point for IBUY and TMH.


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Drawdown Indicators


IBUYTMHDifference

Max Drawdown

Largest peak-to-trough decline

-73.00%

-5.59%

-67.41%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.87%

Max Drawdown (5Y)

Largest decline over 5 years

-71.15%

Max Drawdown (10Y)

Largest decline over 10 years

-73.00%

Current Drawdown

Current decline from peak

-52.29%

-5.59%

-46.70%

Average Drawdown

Average peak-to-trough decline

-29.65%

-4.22%

-25.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.50%

Volatility

IBUY vs. TMH - Volatility Comparison


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Volatility by Period


IBUYTMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.51%

20.85%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.07%

20.85%

+11.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.16%

20.85%

+8.31%

IBUY vs. TMH - Expense Ratio Comparison

IBUY has a 0.65% expense ratio, which is higher than TMH's 0.19% expense ratio.


Dividends

IBUY vs. TMH - Dividend Comparison

IBUY's dividend yield for the trailing twelve months is around 0.12%, while TMH has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IBUY
Amplify Online Retail ETF
0.12%0.11%0.00%0.00%0.00%0.00%0.54%0.29%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBUY and TMH have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.65% for IBUY.

IBUY has the higher dividend yield at 0.12%, compared with 0.00% for TMH.

IBUY tracks EQM Online Retail Index, while TMH tracks Toyota Motor Corporation Local Shares Total Return. They also come from different issuers: Amplify and ADRhedged. Their fees differ too: 0.65% for IBUY and 0.19% for TMH.

Portfolio Optimizer

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