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STRL vs. TAYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

STRL vs. TAYD - Performance Comparison

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

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
41.58%
-14.71%
STRL
TAYD

Returns By Period

In the year-to-date period, STRL achieves a 111.25% return, which is significantly higher than TAYD's 97.61% return. Over the past 10 years, STRL has outperformed TAYD with an annualized return of 39.75%, while TAYD has yielded a comparatively lower 17.24% annualized return.


STRL

YTD

111.25%

1M

16.21%

6M

41.58%

1Y

180.59%

5Y (annualized)

66.46%

10Y (annualized)

39.75%

TAYD

YTD

97.61%

1M

-8.88%

6M

-14.71%

1Y

96.10%

5Y (annualized)

33.82%

10Y (annualized)

17.24%

Fundamentals


STRLTAYD
Market Cap$5.88B$138.84M
EPS$5.90$2.91
PE Ratio32.4615.25
PEG Ratio2.160.00
Total Revenue (TTM)$2.10B$46.28M
Gross Profit (TTM)$398.61M$21.96M
EBITDA (TTM)$306.83M$12.09M

Key characteristics


STRLTAYD
Sharpe Ratio3.521.38
Sortino Ratio3.832.02
Omega Ratio1.501.26
Calmar Ratio7.442.95
Martin Ratio17.635.71
Ulcer Index10.44%17.37%
Daily Std Dev52.42%71.92%
Max Drawdown-92.51%-74.53%
Current Drawdown-4.60%-31.35%

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Correlation

-0.50.00.51.00.0

The correlation between STRL and TAYD is 0.05, 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.

Risk-Adjusted Performance

STRL vs. TAYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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.


Sharpe ratio
The chart of Sharpe ratio for STRL, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.003.521.38
The chart of Sortino ratio for STRL, currently valued at 3.83, compared to the broader market-4.00-2.000.002.004.003.832.02
The chart of Omega ratio for STRL, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.26
The chart of Calmar ratio for STRL, currently valued at 7.44, compared to the broader market0.002.004.006.007.442.95
The chart of Martin ratio for STRL, currently valued at 17.63, compared to the broader market-10.000.0010.0020.0030.0017.635.71
STRL
TAYD

The current STRL Sharpe Ratio is 3.52, which is higher than the TAYD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of STRL and TAYD, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.52
1.38
STRL
TAYD

Dividends

STRL vs. TAYD - Dividend Comparison

Neither STRL nor TAYD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

STRL vs. TAYD - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, which is greater than TAYD's maximum drawdown of -74.53%. Use the drawdown chart below to compare losses from any high point for STRL and TAYD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.60%
-31.35%
STRL
TAYD

Volatility

STRL vs. TAYD - Volatility Comparison

The current volatility for Sterling Construction Company, Inc. (STRL) is 17.67%, while Taylor Devices, Inc. (TAYD) has a volatility of 25.19%. This indicates that STRL experiences smaller price fluctuations and is considered to be less risky than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
17.67%
25.19%
STRL
TAYD

Financials

STRL vs. TAYD - Financials Comparison

This section allows you to compare key financial metrics between Sterling Construction Company, Inc. and Taylor Devices, Inc.. 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