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

Correlation

The correlation between JOBY and TM is 0.29, 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

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.

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-42.61%
7.60%
JOBY
TM

Key characteristics

Sharpe Ratio

JOBY:

0.23

TM:

0.06

Sortino Ratio

JOBY:

0.97

TM:

0.27

Omega Ratio

JOBY:

1.11

TM:

1.03

Calmar Ratio

JOBY:

0.26

TM:

0.05

Martin Ratio

JOBY:

0.69

TM:

0.08

Ulcer Index

JOBY:

24.66%

TM:

20.73%

Daily Std Dev

JOBY:

74.33%

TM:

25.51%

Max Drawdown

JOBY:

-76.27%

TM:

-60.34%

Current Drawdown

JOBY:

-42.61%

TM:

-28.32%

Fundamentals

Market Cap

JOBY:

$6.30B

TM:

$227.38B

EPS

JOBY:

-$0.70

TM:

$20.55

Total Revenue (TTM)

JOBY:

$1.11M

TM:

$47.16T

Gross Profit (TTM)

JOBY:

-$24.46M

TM:

$9.98T

EBITDA (TTM)

JOBY:

-$540.89M

TM:

$5.96T

Returns By Period

In the year-to-date period, JOBY achieves a 15.64% return, which is significantly higher than TM's -0.32% return.


JOBY

YTD

15.64%

1M

24.03%

6M

48.17%

1Y

10.97%

5Y*

N/A

10Y*

N/A

TM

YTD

-0.32%

1M

2.76%

6M

-6.63%

1Y

2.39%

5Y*

7.63%

10Y*

6.61%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for JOBY, currently valued at 0.23, compared to the broader market-4.00-2.000.002.000.230.06
The chart of Sortino ratio for JOBY, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.970.27
The chart of Omega ratio for JOBY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.03
The chart of Calmar ratio for JOBY, currently valued at 0.26, compared to the broader market0.002.004.006.000.260.05
The chart of Martin ratio for JOBY, currently valued at 0.69, compared to the broader market-5.000.005.0010.0015.0020.0025.000.690.08
JOBY
TM

The current JOBY Sharpe Ratio is 0.23, which is higher than the TM Sharpe Ratio of 0.06. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.23
0.06
JOBY
TM

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 3.07%.


TTM20232022202120202019201820172016201520142013
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
3.07%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%2.08%

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.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-42.61%
-28.32%
JOBY
TM

Volatility

JOBY vs. TM - Volatility Comparison

Joby Aviation, Inc. (JOBY) has a higher volatility of 30.27% compared to Toyota Motor Corporation (TM) at 5.37%. 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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
30.27%
5.37%
JOBY
TM

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


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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