TAYD vs. MRC

In the year-to-date period, TAYD achieves a 96.61% return, which is significantly higher than MRC's 21.44% return. Over the past 10 years, TAYD has outperformed MRC with an annualized return of 17.21%, while MRC has yielded a comparatively lower -4.78% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and MRC Global Inc. (MRC). 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.

The current TAYD Sharpe Ratio is 1.34, which is higher than the MRC Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TAYD and MRC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TAYD nor MRC has paid dividends to shareholders.

The maximum TAYD drawdown since its inception was -74.53%, smaller than the maximum MRC drawdown of -89.55%. Use the drawdown chart below to compare losses from any high point for TAYD and MRC. For additional features, visit the drawdowns tool.

Taylor Devices, Inc. (TAYD) has a higher volatility of 25.21% compared to MRC Global Inc. (MRC) at 15.88%. This indicates that TAYD's price experiences larger fluctuations and is considered to be riskier than MRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Taylor Devices, Inc. and MRC Global 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.