TAYD vs. KMX
TAYD (Taylor Devices, Inc.) and KMX (CarMax, Inc.) are both stocks. TAYD operates in Specialty Industrial Machinery (Industrials), while KMX operates in Auto & Truck Dealerships (Consumer Cyclical). Over the past 10 years, TAYD returned 12.58%/yr vs -0.36%/yr for KMX. At a 0.07 correlation, their price movements are largely independent.
Performance
TAYD vs. KMX - Performance Comparison
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Returns By Period
In the year-to-date period, TAYD achieves a -6.24% return, which is significantly lower than KMX's 22.93% return. Over the past 10 years, TAYD has outperformed KMX with an annualized return of 12.58%, while KMX has yielded a comparatively lower -0.36% 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%
KMX
- 1D
- 0.74%
- 1M
- 17.75%
- YTD
- 22.93%
- 6M
- 20.99%
- 1Y
- -27.71%
- 3Y*
- -15.53%
- 5Y*
- -16.21%
- 10Y*
- -0.36%
TAYD vs. KMX - 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% |
KMX CarMax, Inc. | 22.93% | -52.74% | 6.54% | 26.03% | -53.24% | 37.87% | 7.74% | 39.76% | -2.18% | -0.40% |
Correlation
The correlation between TAYD and KMX is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 1997 | 0.07 |
Fundamentals
TAYD:
$4.95
KMX:
$1.66
TAYD:
11.07
KMX:
28.69
TAYD:
3.10
KMX:
0.27
TAYD:
$37.08M
KMX:
$25.88B
TAYD:
$21.95M
KMX:
$2.81B
TAYD:
$13.00M
KMX:
$768.58M
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Return for Risk
TAYD vs. KMX — Risk / Return Rank
TAYD
KMX
TAYD vs. KMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and CarMax, Inc. (KMX). 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 | KMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.94 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.49 | +1.60 |
| Martin ratioReturn relative to average drawdown | 2.56 | -0.77 | +3.33 |
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 | KMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | -0.53 | +1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.37 | +1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | -0.01 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.11 | +0.03 |
Drawdowns
TAYD vs. KMX - Drawdown Comparison
The maximum TAYD drawdown since its inception was -74.52%, smaller than the maximum KMX drawdown of -93.19%. Use the drawdown chart below to compare losses from any high point for TAYD and KMX.
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Drawdown Indicators
| TAYD | KMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.52% | -93.19% | +18.67% |
Max Drawdown (1Y)Largest decline over 1 year | -45.06% | -56.85% | +11.79% |
Max Drawdown (3Y)Largest decline over 3 years | -52.65% | -65.38% | +12.73% |
Max Drawdown (5Y)Largest decline over 5 years | -52.65% | -80.06% | +27.41% |
Max Drawdown (10Y)Largest decline over 10 years | -66.49% | -80.06% | +13.57% |
Current DrawdownCurrent decline from peak | -39.07% | -69.33% | +30.26% |
Average DrawdownAverage peak-to-trough decline | -37.29% | -31.74% | -5.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.47% | 36.04% | -16.57% |
Volatility
TAYD vs. KMX - Volatility Comparison
The current volatility for Taylor Devices, Inc. (TAYD) is 10.68%, while CarMax, Inc. (KMX) has a volatility of 11.99%. This indicates that TAYD experiences smaller price fluctuations and is considered to be less risky than KMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAYD | KMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.68% | 11.99% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 45.11% | 34.46% | +10.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.53% | 52.71% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 53.12% | 44.23% | +8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.24% | 40.53% | +5.71% |
Dividends
TAYD vs. KMX - Dividend Comparison
Neither TAYD nor KMX has paid dividends to shareholders.
Financials
TAYD vs. KMX - Financials Comparison
This section allows you to compare key financial metrics between Taylor Devices, Inc. and CarMax, 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 KMX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KMX has higher volatility (11.99%) compared to TAYD (10.68%). In terms of maximum drawdown, TAYD dropped -74.52% vs KMX's -93.19%.
TAYD currently has the higher Sharpe Ratio (0.86 vs -0.53), 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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