SURG vs. TM

Last updated Jun 4, 2026

SURG (SurgePays, Inc.) and TM (Toyota Motor Corporation) are both stocks. SURG operates in Software - Application (Technology), while TM operates in Auto Manufacturers (Consumer Cyclical). Over the past 5 years, SURG returned -42.05%/yr vs 2.29%/yr for TM. At a 0.12 correlation, their price movements are largely independent.

Performance

SURG vs. TM - Performance Comparison

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

Returns By Period

In the year-to-date period, SURG achieves a -68.53% return, which is significantly lower than TM's -15.81% return.

SURG

• 1D: -5.57%
• 1M: -7.02%
• YTD: -68.53%
• 6M: -69.97%
• 1Y: -82.12%
• 3Y*: -58.84%
• 5Y*: -42.05%
• 10Y*: —

TM

• 1D: -0.15%
• 1M: -4.29%
• YTD: -15.81%
• 6M: -7.79%
• 1Y: -4.45%
• 3Y*: 9.84%
• 5Y*: 2.29%
• 10Y*: 8.55%

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

SURG vs. TM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SURG SurgePays, Inc.	-68.53%	-6.18%	-72.40%	-1.68%	224.75%	-65.62%	-60.83%	-21.05%	-69.84%
TM Toyota Motor Corporation	-15.81%	13.82%	8.88%	38.23%	-24.43%	23.21%	13.62%	22.69%	-13.18%

Correlation

The correlation between SURG and TM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jan 17, 2018	0.12

The correlation between SURG and TM shifts across timeframes, from 0.12 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS SURG : -$2.12 TM : $2.98K
PS Ratio SURG : 0.21 TM : 0.00
Total Revenue (TTM) SURG : $50.37M TM : $51.16T
Gross Profit (TTM) SURG : -$19.42M TM : $8.54T
EBITDA (TTM) SURG : -$40.48M TM : $7.11T

Return for Risk

SURG vs. TM — Risk / Return Rank

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

SURG

SURG Risk / Return Rank: 5
SURG Sharpe Ratio Rank: 7
SURG Sortino Ratio Rank: 4
SURG Omega Ratio Rank: 4
SURG Calmar Ratio Rank: 3
SURG Martin Ratio Rank: 5

TM

TM Risk / Return Rank: 32
TM Sharpe Ratio Rank: 34
TM Sortino Ratio Rank: 29
TM Omega Ratio Rank: 29
TM Calmar Ratio Rank: 35
TM Martin Ratio Rank: 33

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.

SURG vs. TM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SurgePays, Inc. (SURG) 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.

	SURG	TM	Difference
Sharpe ratio Return per unit of total volatility	-0.87	-0.15	-0.72
Sortino ratio Return per unit of downside risk	-1.65	-0.02	-1.63
Omega ratio Gain probability vs. loss probability	0.77	1.00	-0.23
Calmar ratio Return relative to maximum drawdown	-0.96	-0.16	-0.80
Martin ratio Return relative to average drawdown	-1.55	-0.42	-1.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SURG vs. TM - Sharpe Ratio Comparison

The current SURG Sharpe Ratio is -0.87, which is lower than the TM Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SURG 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.

Sharpe Ratios by Period

	SURG	TM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	-0.15	-0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	0.09	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	0.31	-0.72

Drawdowns

SURG vs. TM - Drawdown Comparison

The maximum SURG drawdown since its inception was -99.21%, which is greater than TM's maximum drawdown of -60.15%. Use the drawdown chart below to compare losses from any high point for SURG and TM.

Drawdown Indicators

	SURG	TM	Difference
Max Drawdown Largest peak-to-trough decline	-99.21%	-60.15%	-39.06%
Max Drawdown (1Y) Largest decline over 1 year	-85.42%	-27.42%	-58.00%
Max Drawdown (3Y) Largest decline over 3 years	-94.42%	-34.92%	-59.50%
Max Drawdown (5Y) Largest decline over 5 years	-94.42%	-36.80%	-57.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.80%	—
Current Drawdown Current decline from peak	-99.17%	-27.42%	-71.75%
Average Drawdown Average peak-to-trough decline	-85.39%	-20.99%	-64.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.80%	10.75%	+42.05%

Volatility

SURG vs. TM - Volatility Comparison

SurgePays, Inc. (SURG) has a higher volatility of 20.45% compared to Toyota Motor Corporation (TM) at 8.10%. This indicates that SURG'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.

Volatility by Period

	SURG	TM	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.45%	8.10%	+12.35%
Volatility (6M) Calculated over the trailing 6-month period	86.55%	20.34%	+66.21%
Volatility (1Y) Calculated over the trailing 1-year period	94.05%	29.19%	+64.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.83%	26.90%	+68.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	107.67%	23.63%	+84.04%

Dividends

SURG vs. TM - Dividend Comparison

SURG has not paid dividends to shareholders, while TM's dividend yield for the trailing twelve months is around 1.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SURG SurgePays, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TM Toyota Motor Corporation	1.59%	2.95%	2.81%	2.45%	2.90%	2.45%	2.74%	1.30%	3.40%	2.96%	3.23%	5.59%

Financials

Frequently Asked Questions

Can I hold both SURG and TM in my portfolio?

SURG and TM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SURG or TM?

SURG has higher volatility (20.45%) compared to TM (8.10%). In terms of maximum drawdown, SURG dropped -99.21% vs TM's -60.15%.

Which has better risk-adjusted returns?

TM currently has the higher Sharpe Ratio (-0.15 vs -0.87), 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.