TAYD vs. AZO
TAYD (Taylor Devices, Inc.) and AZO (AutoZone, Inc.) are both stocks. TAYD operates in Specialty Industrial Machinery (Industrials), while AZO operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, TAYD returned 12.58%/yr vs 15.09%/yr for AZO. At a 0.06 correlation, their price movements are largely independent.
Performance
TAYD vs. AZO - Performance Comparison
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Returns By Period
In the year-to-date period, TAYD achieves a -6.24% return, which is significantly higher than AZO's -9.36% return. Over the past 10 years, TAYD has underperformed AZO with an annualized return of 12.58%, while AZO has yielded a comparatively higher 15.09% annualized return.
TAYD
- 1D
- 3.36%
- 1M
- 5.48%
- YTD
- -6.24%
- 6M
- 13.01%
- 1Y
- 49.71%
- 3Y*
- 40.58%
- 5Y*
- 35.50%
- 10Y*
- 12.58%
AZO
- 1D
- -1.36%
- 1M
- -12.07%
- YTD
- -9.36%
- 6M
- -18.39%
- 1Y
- -17.35%
- 3Y*
- 9.16%
- 5Y*
- 17.26%
- 10Y*
- 15.09%
TAYD vs. AZO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAYD Taylor Devices, Inc. | -6.24% | 40.46% | 88.07% | 55.95% | 29.91% | 4.33% | -0.38% | -13.71% | -9.24% | -11.71% |
AZO AutoZone, Inc. | -9.36% | 5.92% | 23.84% | 4.84% | 17.64% | 76.84% | -0.49% | 42.10% | 17.85% | -9.93% |
Correlation
The correlation between TAYD and AZO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995 | 0.06 |
Fundamentals
TAYD:
$4.95
AZO:
$145.27
TAYD:
11.07
AZO:
21.16
TAYD:
0.12
AZO:
1.83
TAYD:
3.10
AZO:
2.62
TAYD:
$37.08M
AZO:
$19.99B
TAYD:
$21.95M
AZO:
$10.34B
TAYD:
$13.00M
AZO:
$4.26B
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Return for Risk
TAYD vs. AZO — Risk / Return Rank
TAYD
AZO
TAYD vs. AZO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and AutoZone, Inc. (AZO). 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.
| TAYD | AZO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.91 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.53 | +1.64 |
| Martin ratioReturn relative to average drawdown | 2.56 | -1.15 | +3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TAYD | AZO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.64 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.71 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.57 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.63 | -0.49 |
Drawdowns
TAYD vs. AZO - Drawdown Comparison
The maximum TAYD drawdown since its inception was -74.52%, which is greater than AZO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for TAYD and AZO.
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Drawdown Indicators
| TAYD | AZO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.52% | -46.32% | -28.20% |
Max Drawdown (1Y)Largest decline over 1 year | -45.06% | -32.59% | -12.47% |
Max Drawdown (3Y)Largest decline over 3 years | -52.65% | -32.59% | -20.06% |
Max Drawdown (5Y)Largest decline over 5 years | -52.65% | -32.59% | -20.06% |
Max Drawdown (10Y)Largest decline over 10 years | -66.49% | -42.14% | -24.35% |
Current DrawdownCurrent decline from peak | -39.07% | -29.41% | -9.66% |
Average DrawdownAverage peak-to-trough decline | -37.29% | -10.88% | -26.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.47% | 15.08% | +4.39% |
Volatility
TAYD vs. AZO - Volatility Comparison
The current volatility for Taylor Devices, Inc. (TAYD) is 10.68%, while AutoZone, Inc. (AZO) has a volatility of 11.38%. This indicates that TAYD experiences smaller price fluctuations and is considered to be less risky than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAYD | AZO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 11.38% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 45.11% | 22.93% | +22.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.53% | 27.20% | +31.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.12% | 24.45% | +28.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.24% | 26.48% | +19.76% |
Dividends
TAYD vs. AZO - Dividend Comparison
Neither TAYD nor AZO has paid dividends to shareholders.
Financials
TAYD vs. AZO - Financials Comparison
This section allows you to compare key financial metrics between Taylor Devices, Inc. and AutoZone, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TAYD and AZO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AZO has higher volatility (11.38%) compared to TAYD (10.68%). In terms of maximum drawdown, TAYD dropped -74.52% vs AZO's -46.32%.
TAYD currently has the higher Sharpe Ratio (0.86 vs -0.64), 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.
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