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

Performance

TAYD vs. ETN - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-14.71%
8.04%
TAYD
ETN

Returns By Period

In the year-to-date period, TAYD achieves a 97.61% return, which is significantly higher than ETN's 50.42% return. Over the past 10 years, TAYD has underperformed ETN with an annualized return of 17.24%, while ETN has yielded a comparatively higher 21.37% annualized return.


TAYD

YTD

97.61%

1M

-8.88%

6M

-14.71%

1Y

96.10%

5Y (annualized)

33.82%

10Y (annualized)

17.24%

ETN

YTD

50.42%

1M

3.06%

6M

8.04%

1Y

59.02%

5Y (annualized)

34.74%

10Y (annualized)

21.37%

Fundamentals


TAYDETN
Market Cap$138.84M$141.41B
EPS$2.91$9.38
PE Ratio15.2538.15
PEG Ratio0.003.10
Total Revenue (TTM)$46.28M$24.61B
Gross Profit (TTM)$21.96M$9.42B
EBITDA (TTM)$12.09M$5.48B

Key characteristics


TAYDETN
Sharpe Ratio1.382.18
Sortino Ratio2.022.73
Omega Ratio1.261.39
Calmar Ratio2.953.02
Martin Ratio5.719.73
Ulcer Index17.37%6.14%
Daily Std Dev71.92%27.47%
Max Drawdown-74.53%-68.95%
Current Drawdown-31.35%-3.80%

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Correlation

-0.50.00.51.00.1

The correlation between TAYD and ETN is 0.08, 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

TAYD vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and Eaton Corporation plc (ETN). 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 TAYD, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.382.18
The chart of Sortino ratio for TAYD, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.022.73
The chart of Omega ratio for TAYD, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.39
The chart of Calmar ratio for TAYD, currently valued at 2.95, compared to the broader market0.002.004.006.002.953.02
The chart of Martin ratio for TAYD, currently valued at 5.71, compared to the broader market-10.000.0010.0020.0030.005.719.73
TAYD
ETN

The current TAYD Sharpe Ratio is 1.38, which is lower than the ETN Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of TAYD and ETN, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.38
2.18
TAYD
ETN

Dividends

TAYD vs. ETN - Dividend Comparison

TAYD has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.05%.


TTM20232022202120202019201820172016201520142013
TAYD
Taylor Devices, 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%
ETN
Eaton Corporation plc
1.05%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

Drawdowns

TAYD vs. ETN - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.53%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for TAYD and ETN. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.35%
-3.80%
TAYD
ETN

Volatility

TAYD vs. ETN - Volatility Comparison

Taylor Devices, Inc. (TAYD) has a higher volatility of 25.19% compared to Eaton Corporation plc (ETN) at 8.45%. This indicates that TAYD's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.19%
8.45%
TAYD
ETN

Financials

TAYD vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Taylor Devices, Inc. and Eaton Corporation plc. 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