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SJ.TO vs. TM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SJ.TO vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Stella-Jones Inc. (SJ.TO) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SJ.TO is traded in CAD, while TM is traded in USD. To make them comparable, the TM values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SJ.TO achieves a -5.48% return, which is significantly higher than TM's -16.36% return. Over the past 10 years, SJ.TO has underperformed TM with an annualized return of 6.54%, while TM has yielded a comparatively higher 9.31% annualized return.


SJ.TO

1D
-1.91%
1M
12.89%
YTD
-5.48%
6M
-5.32%
1Y
5.01%
3Y*
9.37%
5Y*
13.18%
10Y*
6.54%

TM

1D
-1.46%
1M
-4.29%
YTD
-16.36%
6M
-9.82%
1Y
-1.19%
3Y*
9.84%
5Y*
4.95%
10Y*
9.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SJ.TO vs. TM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SJ.TO
Stella-Jones Inc.
-5.48%21.52%-6.39%61.32%23.74%-12.15%25.31%-3.99%-20.71%17.02%
TM
Toyota Motor Corporation
-16.36%8.62%18.10%34.94%-19.64%23.14%10.93%17.64%2.11%4.51%

Correlation

The correlation between SJ.TO and TM is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.14

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

0.22

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.14

Fundamentals

Market Cap

SJ.TO:

CA$4.38B

TM:

$229.10B

EPS

SJ.TO:

CA$5.52

TM:

$2.98K

PE Ratio

SJ.TO:

14.53

TM:

0.06

PEG Ratio

SJ.TO:

0.91

TM:

0.00

PS Ratio

SJ.TO:

1.26

TM:

0.00

PB Ratio

SJ.TO:

2.09

TM:

0.01

Total Revenue (TTM)

SJ.TO:

CA$3.51B

TM:

$51.16T

Gross Profit (TTM)

SJ.TO:

CA$678.00M

TM:

$8.54T

EBITDA (TTM)

SJ.TO:

CA$617.00M

TM:

$7.11T

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Return for Risk

SJ.TO vs. TM — Risk / Return Rank

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

SJ.TO
SJ.TO Risk / Return Rank: 4545
Overall Rank
SJ.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SJ.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
SJ.TO Omega Ratio Rank: 4141
Omega Ratio Rank
SJ.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
SJ.TO Martin Ratio Rank: 4949
Martin Ratio Rank

TM
TM Risk / Return Rank: 3737
Overall Rank
TM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TM Sortino Ratio Rank: 3434
Sortino Ratio Rank
TM Omega Ratio Rank: 3333
Omega Ratio Rank
TM Calmar Ratio Rank: 4040
Calmar Ratio Rank
TM Martin Ratio Rank: 3838
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.

SJ.TO vs. TM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stella-Jones Inc. (SJ.TO) 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.


SJ.TOTMDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.06

1.02

+0.04

Calmar ratioReturn relative to maximum drawdown

0.17

-0.04

+0.22

Martin ratioReturn relative to average drawdown

0.53

-0.11

+0.65

SJ.TO vs. TM - Sharpe Ratio Comparison

The current SJ.TO Sharpe Ratio is 0.19, which is higher than the TM Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SJ.TO 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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Sharpe Ratios by Period


SJ.TOTMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

-0.04

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.18

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.38

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.28

+0.39

Drawdowns

SJ.TO vs. TM - Drawdown Comparison

The maximum SJ.TO drawdown since its inception was -71.88%, which is greater than TM's maximum drawdown of -57.54%. Use the drawdown chart below to compare losses from any high point for SJ.TO and TM.


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Drawdown Indicators


SJ.TOTMDifference

Max Drawdown

Largest peak-to-trough decline

-71.88%

-57.54%

-14.34%

Max Drawdown (1Y)

Largest decline over 1 year

-28.86%

-27.44%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-33.67%

-32.69%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-32.69%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-53.13%

-32.69%

-20.44%

Current Drawdown

Current decline from peak

-19.69%

-27.44%

+7.75%

Average Drawdown

Average peak-to-trough decline

-15.60%

-18.92%

+3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.40%

10.71%

-1.31%

Volatility

SJ.TO vs. TM - Volatility Comparison

Stella-Jones Inc. (SJ.TO) has a higher volatility of 8.09% compared to Toyota Motor Corporation (TM) at 7.20%. This indicates that SJ.TO'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


SJ.TOTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

7.20%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.29%

20.58%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.48%

29.00%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.20%

27.63%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

24.54%

+1.48%

Dividends

SJ.TO vs. TM - Dividend Comparison

SJ.TO's dividend yield for the trailing twelve months is around 1.20%, less than TM's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
SJ.TO
Stella-Jones Inc.
1.20%1.46%1.57%1.19%1.65%1.80%1.30%1.49%1.21%0.87%0.92%0.61%
TM
Toyota Motor Corporation
1.63%2.95%2.81%2.45%2.90%2.45%2.74%1.30%3.40%2.96%3.23%5.59%

Financials

SJ.TO vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Stella-Jones 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


0.002.00T4.00T6.00T8.00T10.00T12.00T14.00T20222023202420252026
791.00M
12.83T
(SJ.TO) Total Revenue
(TM) Total Revenue
Please note, different currencies. SJ.TO values in CAD, TM values in USD

SJ.TO vs. TM - Profitability Comparison

The chart below illustrates the profitability comparison between Stella-Jones Inc. 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

12.0%14.0%16.0%18.0%20.0%22.0%20222023202420252026
19.0%
15.1%
Portfolio components
SJ.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported a gross profit of 150.00M and revenue of 791.00M. Therefore, the gross margin over that period was 19.0%.

TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

SJ.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported an operating income of 93.00M and revenue of 791.00M, resulting in an operating margin of 11.8%.

TM - Operating Margin

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

SJ.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stella-Jones Inc. reported a net income of 60.00M and revenue of 791.00M, resulting in a net margin of 7.6%.

TM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


SJ.TO and TM have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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