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TAYD vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAYD and FXAIX is 0.10, 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.


-0.50.00.51.00.1

Performance

TAYD vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taylor Devices, Inc. (TAYD) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-3.47%
8.07%
TAYD
FXAIX

Key characteristics

Sharpe Ratio

TAYD:

1.02

FXAIX:

1.97

Sortino Ratio

TAYD:

1.72

FXAIX:

2.63

Omega Ratio

TAYD:

1.22

FXAIX:

1.37

Calmar Ratio

TAYD:

2.08

FXAIX:

2.93

Martin Ratio

TAYD:

3.83

FXAIX:

12.99

Ulcer Index

TAYD:

19.38%

FXAIX:

1.90%

Daily Std Dev

TAYD:

72.70%

FXAIX:

12.58%

Max Drawdown

TAYD:

-74.53%

FXAIX:

-33.79%

Current Drawdown

TAYD:

-34.16%

FXAIX:

-3.62%

Returns By Period

In the year-to-date period, TAYD achieves a 89.52% return, which is significantly higher than FXAIX's 24.65% return. Over the past 10 years, TAYD has outperformed FXAIX with an annualized return of 16.38%, while FXAIX has yielded a comparatively lower 12.79% annualized return.


TAYD

YTD

89.52%

1M

-6.07%

6M

0.33%

1Y

71.96%

5Y*

33.20%

10Y*

16.38%

FXAIX

YTD

24.65%

1M

-0.72%

6M

7.90%

1Y

26.58%

5Y*

14.57%

10Y*

12.79%

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Risk-Adjusted Performance

TAYD vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and Fidelity 500 Index Fund (FXAIX). 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 1.02, compared to the broader market-4.00-2.000.002.001.021.97
The chart of Sortino ratio for TAYD, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.722.63
The chart of Omega ratio for TAYD, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.37
The chart of Calmar ratio for TAYD, currently valued at 2.08, compared to the broader market0.002.004.006.002.082.93
The chart of Martin ratio for TAYD, currently valued at 3.83, compared to the broader market0.0010.0020.003.8312.99
TAYD
FXAIX

The current TAYD Sharpe Ratio is 1.02, which is lower than the FXAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of TAYD and FXAIX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.02
1.97
TAYD
FXAIX

Dividends

TAYD vs. FXAIX - Dividend Comparison

TAYD has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.89%.


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%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

TAYD vs. FXAIX - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.53%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for TAYD and FXAIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.16%
-3.62%
TAYD
FXAIX

Volatility

TAYD vs. FXAIX - Volatility Comparison

Taylor Devices, Inc. (TAYD) has a higher volatility of 12.80% compared to Fidelity 500 Index Fund (FXAIX) at 3.62%. This indicates that TAYD's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
3.62%
TAYD
FXAIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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