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

Correlation

The correlation between JOBY and TM is 0.50, 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.


Performance

JOBY vs. TM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JOBY:

0.49

TM:

-0.51

Sortino Ratio

JOBY:

1.46

TM:

-0.48

Omega Ratio

JOBY:

1.16

TM:

0.94

Calmar Ratio

JOBY:

0.64

TM:

-0.38

Martin Ratio

JOBY:

1.59

TM:

-0.86

Ulcer Index

JOBY:

26.25%

TM:

15.99%

Daily Std Dev

JOBY:

81.40%

TM:

30.34%

Max Drawdown

JOBY:

-76.27%

TM:

-60.34%

Current Drawdown

JOBY:

-46.57%

TM:

-26.20%

Fundamentals

Market Cap

JOBY:

$5.68B

TM:

$243.71B

EPS

JOBY:

-$0.84

TM:

$24.24

PS Ratio

JOBY:

51.15K

TM:

0.01

PB Ratio

JOBY:

6.61

TM:

1.01

Total Revenue (TTM)

JOBY:

$111.00K

TM:

$35.67T

Gross Profit (TTM)

JOBY:

-$8.63M

TM:

$7.25T

EBITDA (TTM)

JOBY:

-$577.94M

TM:

$6.60T

Returns By Period

In the year-to-date period, JOBY achieves a -11.93% return, which is significantly lower than TM's -5.73% return.


JOBY

YTD

-11.93%

1M

21.98%

6M

21.15%

1Y

39.30%

5Y*

N/A

10Y*

N/A

TM

YTD

-5.73%

1M

5.29%

6M

5.75%

1Y

-15.24%

5Y*

12.18%

10Y*

5.75%

*Annualized

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Risk-Adjusted Performance

JOBY vs. TM — Risk-Adjusted Performance Rank

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

JOBY
The Risk-Adjusted Performance Rank of JOBY is 7373
Overall Rank
The Sharpe Ratio Rank of JOBY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of JOBY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JOBY is 7070
Omega Ratio Rank
The Calmar Ratio Rank of JOBY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JOBY is 6969
Martin Ratio Rank

TM
The Risk-Adjusted Performance Rank of TM is 2525
Overall Rank
The Sharpe Ratio Rank of TM is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TM is 3030
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.

JOBY vs. TM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Joby Aviation, Inc. (JOBY) 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.


The current JOBY Sharpe Ratio is 0.49, which is higher than the TM Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of JOBY 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.


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Dividends

JOBY vs. TM - Dividend Comparison

JOBY has not paid dividends to shareholders, while TM's dividend yield for the trailing twelve months is around 1.42%.


TTM20242023202220212020201920182017201620152014
JOBY
Joby Aviation, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TM
Toyota Motor Corporation
1.42%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%

Drawdowns

JOBY vs. TM - Drawdown Comparison

The maximum JOBY drawdown since its inception was -76.27%, which is greater than TM's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for JOBY and TM. For additional features, visit the drawdowns tool.


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Volatility

JOBY vs. TM - Volatility Comparison

Joby Aviation, Inc. (JOBY) has a higher volatility of 12.28% compared to Toyota Motor Corporation (TM) at 7.85%. This indicates that JOBY'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.


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Financials

JOBY vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Joby Aviation, 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


0.002.00T4.00T6.00T8.00T10.00T12.00TJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober20250
12.39T
(JOBY) Total Revenue
(TM) Total Revenue
Values in USD except per share items