KMX vs. TAYD

Last updated Jun 9, 2026

KMX (CarMax, Inc.) and TAYD (Taylor Devices, Inc.) are both stocks. KMX operates in Auto & Truck Dealerships (Consumer Cyclical), while TAYD operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, KMX returned -0.36%/yr vs 12.58%/yr for TAYD. At a 0.07 correlation, their price movements are largely independent.

Performance

KMX vs. TAYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CarMax, Inc. (KMX) and Taylor Devices, Inc. (TAYD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KMX achieves a 22.93% return, which is significantly higher than TAYD's -6.24% return. Over the past 10 years, KMX has underperformed TAYD with an annualized return of -0.36%, while TAYD has yielded a comparatively higher 12.58% annualized return.

KMX

• 1D: 0.74%
• 1M: 17.75%
• YTD: 22.93%
• 6M: 20.99%
• 1Y: -27.71%
• 3Y*: -15.53%
• 5Y*: -16.21%
• 10Y*: -0.36%

TAYD

• 1D: 3.36%
• 1M: 5.48%
• YTD: -6.24%
• 6M: 13.01%
• 1Y: 49.71%
• 3Y*: 40.58%
• 5Y*: 35.50%
• 10Y*: 12.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KMX vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KMX CarMax, Inc.	22.93%	-52.74%	6.54%	26.03%	-53.24%	37.87%	7.74%	39.76%	-2.18%	-0.40%
TAYD Taylor Devices, Inc.	-6.24%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%

Correlation

The correlation between KMX and TAYD is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Feb 5, 1997	0.07

Fundamentals

EPS KMX : $1.66 TAYD : $4.95
PE Ratio KMX : 28.69 TAYD : 11.07
PS Ratio KMX : 0.27 TAYD : 3.10
Total Revenue (TTM) KMX : $25.88B TAYD : $37.08M
Gross Profit (TTM) KMX : $2.81B TAYD : $21.95M
EBITDA (TTM) KMX : $768.58M TAYD : $13.00M

Return for Risk

KMX vs. TAYD — Risk / Return Rank

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

KMX

KMX Risk / Return Rank: 23
KMX Sharpe Ratio Rank: 19
KMX Sortino Ratio Rank: 22
KMX Omega Ratio Rank: 21
KMX Calmar Ratio Rank: 25
KMX Martin Ratio Rank: 28

TAYD

TAYD Risk / Return Rank: 66
TAYD Sharpe Ratio Rank: 69
TAYD Sortino Ratio Rank: 65
TAYD Omega Ratio Rank: 66
TAYD Calmar Ratio Rank: 65
TAYD Martin Ratio Rank: 65

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.

KMX vs. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) and Taylor Devices, Inc. (TAYD). 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.

	KMX	TAYD	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	0.86	-1.38
Sortino ratio: Return per unit of downside risk	-0.41	1.42	-1.82
Omega ratio: Gain probability vs. loss probability	0.94	1.19	-0.26
Calmar ratio: Return relative to maximum drawdown	-0.49	1.11	-1.60
Martin ratio: Return relative to average drawdown	-0.77	2.56	-3.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KMX vs. TAYD - Sharpe Ratio Comparison

The current KMX Sharpe Ratio is -0.53, which is lower than the TAYD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of KMX and TAYD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KMX	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	0.86	-1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	0.67	-1.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	0.27	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.13	-0.03

Drawdowns

KMX vs. TAYD - Drawdown Comparison

The maximum KMX drawdown since its inception was -93.19%, which is greater than TAYD's maximum drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for KMX and TAYD.

Drawdown Indicators

	KMX	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	-93.19%	-74.52%	-18.67%
Max Drawdown (1Y) Largest decline over 1 year	-56.85%	-45.06%	-11.79%
Max Drawdown (3Y) Largest decline over 3 years	-65.38%	-52.65%	-12.73%
Max Drawdown (5Y) Largest decline over 5 years	-80.06%	-52.65%	-27.41%
Max Drawdown (10Y) Largest decline over 10 years	-80.06%	-66.49%	-13.57%
Current Drawdown Current decline from peak	-69.33%	-39.07%	-30.26%
Average Drawdown Average peak-to-trough decline	-31.74%	-37.29%	+5.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.04%	19.47%	+16.57%

Volatility

KMX vs. TAYD - Volatility Comparison

CarMax, Inc. (KMX) has a higher volatility of 11.99% compared to Taylor Devices, Inc. (TAYD) at 10.68%. This indicates that KMX's price experiences larger fluctuations and is considered to be riskier than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KMX	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.99%	10.68%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	34.46%	45.11%	-10.65%
Volatility (1Y) Calculated over the trailing 1-year period	52.71%	58.53%	-5.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.23%	53.12%	-8.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.53%	46.24%	-5.71%

Dividends

KMX vs. TAYD - Dividend Comparison

Neither KMX nor TAYD has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both KMX and TAYD in my portfolio?

KMX and TAYD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KMX or TAYD?

KMX has higher volatility (11.99%) compared to TAYD (10.68%). In terms of maximum drawdown, KMX dropped -93.19% vs TAYD's -74.52%.

Which has better risk-adjusted returns?

TAYD currently has the higher Sharpe Ratio (0.86 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.