MRC vs. TAYD

Last updated Apr 1, 2026

Compare and contrast key facts about MRC Global Inc. (MRC) and Taylor Devices, Inc. (TAYD).

Performance

MRC vs. TAYD - Performance Comparison

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

MRC vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MRC MRC Global Inc.	0.00%	7.82%	16.08%	-4.92%	68.31%	3.77%	-51.39%	11.53%	-27.72%	-16.49%
TAYD Taylor Devices, Inc.	-2.50%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%

Fundamentals

EPS MRC : -$0.48 TAYD : $4.22
PS Ratio MRC : 0.43 TAYD : 3.78
Total Revenue (TTM) MRC : $2.76B TAYD : $37.08M
Gross Profit (TTM) MRC : $542.00M TAYD : $21.95M
EBITDA (TTM) MRC : $93.00M TAYD : $13.00M

Returns By Period

MRC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TAYD

• 1D: -20.93%
• 1M: -35.04%
• YTD: -2.50%
• 6M: 16.18%
• 1Y: 76.63%
• 3Y*: 41.69%
• 5Y*: 37.78%
• 10Y*: 14.63%

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

Return for Risk

MRC vs. TAYD — Risk / Return Rank

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

TAYD

TAYD Risk / Return Rank: 79
TAYD Sharpe Ratio Rank: 82
TAYD Sortino Ratio Rank: 77
TAYD Omega Ratio Rank: 76
TAYD Calmar Ratio Rank: 77
TAYD Martin Ratio Rank: 85

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.

MRC vs. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MRC Global Inc. (MRC) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MRC	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.35	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.73	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.14	—

Correlation

The correlation between MRC and TAYD is 0.07, 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.

Dividends

MRC vs. TAYD - Dividend Comparison

Neither MRC nor TAYD has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	MRC	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	—	-74.52%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-36.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-52.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.49%	—
Current Drawdown Current decline from peak	—	-36.63%	—
Average Drawdown Average peak-to-trough decline	—	-37.27%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	9.01%	—

Volatility

Volatility by Period

	MRC	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	27.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	45.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	57.33%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	52.26%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	45.86%	—

Financials