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NSANY vs. TM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NSANY vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nissan Motor Co Ltd ADR (NSANY) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NSANY achieves a -22.56% return, which is significantly lower than TM's -18.36% return. Over the past 10 years, NSANY has underperformed TM with an annualized return of -14.78%, while TM has yielded a comparatively higher 7.68% annualized return.


NSANY

1D
-2.81%
1M
-10.98%
6M
-28.38%
YTD
-22.56%
1Y
-10.56%
3Y*
-21.97%
5Y*
-18.37%
10Y*
-14.78%

TM

1D
-0.96%
1M
-0.11%
6M
-21.49%
YTD
-18.36%
1Y
4.16%
3Y*
5.63%
5Y*
1.93%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NSANY vs. TM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSANY
Nissan Motor Co Ltd ADR
-22.56%-19.08%-22.39%24.75%-34.65%-10.94%-6.74%-27.42%-19.90%1.63%
TM
Toyota Motor Corporation
-18.36%13.82%8.88%38.23%-24.43%23.21%13.62%22.69%-5.81%12.10%

Correlation

The correlation between NSANY and TM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2009

0.55

The correlation between NSANY and TM shifts across timeframes, from 0.50 (3 years) to 0.60 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NSANY:

$6.66B

TM:

$206.92B

EPS

NSANY:

-¥309.45

TM:

¥2.98K

PS Ratio

NSANY:

0.09

TM:

0.72

PB Ratio

NSANY:

0.22

TM:

0.92

Total Revenue (TTM)

NSANY:

¥12.18T

TM:

¥51.16T

Gross Profit (TTM)

NSANY:

¥1.51T

TM:

¥8.54T

EBITDA (TTM)

NSANY:

¥440.30B

TM:

¥7.11T

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Nissan Motor Co Ltd ADR

Toyota Motor Corporation

Return for Risk

NSANY vs. TM — Risk / Return Rank

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

NSANY
NSANY Risk / Return Rank: 3333
Overall Rank
NSANY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NSANY Sortino Ratio Rank: 3131
Sortino Ratio Rank
NSANY Omega Ratio Rank: 3131
Omega Ratio Rank
NSANY Calmar Ratio Rank: 3636
Calmar Ratio Rank
NSANY Martin Ratio Rank: 3434
Martin Ratio Rank

TM
TM Risk / Return Rank: 4848
Overall Rank
TM Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TM Sortino Ratio Rank: 4545
Sortino Ratio Rank
TM Omega Ratio Rank: 4444
Omega Ratio Rank
TM Calmar Ratio Rank: 4949
Calmar Ratio Rank
TM Martin Ratio Rank: 4949
Martin Ratio Rank
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.

NSANY vs. TM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nissan Motor Co Ltd ADR (NSANY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NSANYTMDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

0.99

1.05

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.28

0.13

-0.40

Martin ratioReturn relative to average drawdown

-0.61

0.30

-0.91

NSANY vs. TM - Sharpe Ratio Comparison

The current NSANY Sharpe Ratio is -0.26, which is lower than the TM Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of NSANY and TM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NSANY vs. TM - Drawdown Comparison

The maximum NSANY drawdown since its inception was -83.22%, which is greater than TM's maximum drawdown of -60.15%. Use the drawdown chart below to compare losses from any high point for NSANY and TM.


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Drawdown Indicators


NSANYTMDifference

Max Drawdown

Largest peak-to-trough decline

-83.22%

-60.15%

-23.07%

Max Drawdown (1Y)

Largest decline over 1 year

-38.51%

-32.94%

-5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-61.41%

-34.92%

-26.49%

Max Drawdown (5Y)

Largest decline over 5 years

-67.99%

-36.80%

-31.19%

Max Drawdown (10Y)

Largest decline over 10 years

-83.01%

-36.80%

-46.21%

Current Drawdown

Current decline from peak

-82.82%

-29.62%

-53.20%

Average Drawdown

Average peak-to-trough decline

-35.25%

-22.19%

-13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.26%

14.02%

+3.24%

Volatility

NSANY vs. TM - Volatility Comparison

Nissan Motor Co Ltd ADR (NSANY) has a higher volatility of 13.94% compared to Toyota Motor Corporation (TM) at 8.41%. This indicates that NSANY'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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Volatility by Period


NSANYTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.94%

8.41%

+5.53%

Volatility (6M)

Calculated over the trailing 6-month period

32.58%

21.18%

+11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

40.19%

29.52%

+10.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.09%

27.07%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.34%

23.60%

+9.74%

Dividends

NSANY vs. TM - Dividend Comparison

NSANY has not paid dividends to shareholders, while TM's dividend yield for the trailing twelve months is around 1.64%.


PositionTTM20252024202320222021202020192018201720162015
NSANY
Nissan Motor Co Ltd ADR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.15%4.10%0.00%
TM
Toyota Motor Corporation
1.64%2.95%2.81%2.45%2.90%2.45%2.74%1.30%3.40%2.96%3.23%5.59%

Financials

NSANY vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Nissan Motor Co Ltd ADR 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


2.00T4.00T6.00T8.00T10.00T12.00T14.00TJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.49T
12.83T
(NSANY) Total Revenue
(TM) Total Revenue
Values in JPY except per share items

NSANY vs. TM - Profitability Comparison

The chart below illustrates the profitability comparison between Nissan Motor Co Ltd ADR and Toyota Motor Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
12.7%
15.1%
Portfolio components
NSANY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Nissan Motor Co Ltd ADR reported a gross profit of 444.82B and revenue of 3.49T. Therefore, the gross margin over that period was 12.7%.

TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Toyota Motor Corporation reported a gross profit of 1.94T and revenue of 12.83T. Therefore, the gross margin over that period was 15.1%.

NSANY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Nissan Motor Co Ltd ADR reported an operating income of 15.14B and revenue of 3.49T, resulting in an operating margin of 0.4%.

TM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Toyota Motor Corporation reported an operating income of 579.96B and revenue of 12.83T, resulting in an operating margin of 4.5%.

NSANY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Nissan Motor Co Ltd ADR reported a net income of -288.07B and revenue of 3.49T, resulting in a net margin of -8.3%.

TM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Toyota Motor Corporation reported a net income of 832.22B and revenue of 12.83T, resulting in a net margin of 6.5%.


Frequently Asked Questions


NSANY and TM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSANY has higher volatility (13.94%) compared to TM (8.41%). In terms of maximum drawdown, NSANY dropped -83.22% vs TM's -60.15%.

TM currently has the higher Sharpe Ratio (0.14 vs -0.26), 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.

Portfolio Optimizer

Find the right allocation for NSANY and TM

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