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TAYD vs. PZG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TAYD vs. PZG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taylor Devices, Inc. (TAYD) and Paramount Gold Nevada Corp. (PZG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAYD achieves a -6.24% return, which is significantly higher than PZG's -7.14% return. Over the past 10 years, TAYD has outperformed PZG with an annualized return of 12.58%, while PZG has yielded a comparatively lower -3.20% 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%

PZG

1D
-1.68%
1M
-18.75%
YTD
-7.14%
6M
1.74%
1Y
103.90%
3Y*
59.19%
5Y*
2.58%
10Y*
-3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAYD vs. PZG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAYD
Taylor Devices, Inc.
-6.24%40.46%88.07%55.95%29.91%4.33%-0.38%-13.71%-9.24%-11.71%
PZG
Paramount Gold Nevada Corp.
-7.14%268.42%-8.80%8.70%-50.62%-40.29%51.28%-6.82%-36.15%-26.97%

Correlation

The correlation between TAYD and PZG is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since May 9, 2006

0.04

Fundamentals

EPS

TAYD:

$4.95

PZG:

-$0.09

Total Revenue (TTM)

TAYD:

$37.08M

PZG:

$0.00

Gross Profit (TTM)

TAYD:

$21.95M

PZG:

-$892.14K

EBITDA (TTM)

TAYD:

$13.00M

PZG:

-$11.01M

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Return for Risk

TAYD vs. PZG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TAYD
TAYD Risk / Return Rank: 6666
Overall Rank
TAYD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
TAYD Sortino Ratio Rank: 6565
Sortino Ratio Rank
TAYD Omega Ratio Rank: 6666
Omega Ratio Rank
TAYD Calmar Ratio Rank: 6565
Calmar Ratio Rank
TAYD Martin Ratio Rank: 6565
Martin Ratio Rank

PZG
PZG Risk / Return Rank: 7777
Overall Rank
PZG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PZG Sortino Ratio Rank: 8080
Sortino Ratio Rank
PZG Omega Ratio Rank: 7676
Omega Ratio Rank
PZG Calmar Ratio Rank: 7474
Calmar Ratio Rank
PZG Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TAYD vs. PZG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and Paramount Gold Nevada Corp. (PZG). 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.


TAYDPZGDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratioReturn relative to maximum drawdown

1.11

1.86

-0.75

Martin ratioReturn relative to average drawdown

2.56

4.65

-2.09

TAYD vs. PZG - Sharpe Ratio Comparison

The current TAYD Sharpe Ratio is 0.86, which is lower than the PZG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of TAYD and PZG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TAYDPZGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.44

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.04

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

-0.05

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.09

+0.22

Drawdowns

TAYD vs. PZG - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.52%, smaller than the maximum PZG drawdown of -93.81%. Use the drawdown chart below to compare losses from any high point for TAYD and PZG.


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Drawdown Indicators


TAYDPZGDifference

Max Drawdown

Largest peak-to-trough decline

-74.52%

-93.81%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-45.06%

-56.18%

+11.12%

Max Drawdown (3Y)

Largest decline over 3 years

-52.65%

-56.18%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-52.65%

-74.05%

+21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-66.49%

-90.14%

+23.65%

Current Drawdown

Current decline from peak

-39.07%

-73.53%

+34.46%

Average Drawdown

Average peak-to-trough decline

-37.29%

-68.57%

+31.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.47%

22.43%

-2.96%

Volatility

TAYD vs. PZG - Volatility Comparison

The current volatility for Taylor Devices, Inc. (TAYD) is 10.68%, while Paramount Gold Nevada Corp. (PZG) has a volatility of 19.29%. This indicates that TAYD experiences smaller price fluctuations and is considered to be less risky than PZG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAYDPZGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

19.29%

-8.61%

Volatility (6M)

Calculated over the trailing 6-month period

45.11%

58.36%

-13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

58.53%

72.88%

-14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.12%

62.90%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.24%

60.72%

-14.48%

Dividends

TAYD vs. PZG - Dividend Comparison

Neither TAYD nor PZG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TAYD vs. PZG - Financials Comparison

This section allows you to compare key financial metrics between Taylor Devices, Inc. and Paramount Gold Nevada Corp.. 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


0.005.00M10.00M15.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober202600
(TAYD) Total Revenue
(PZG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TAYD and PZG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PZG has higher volatility (19.29%) compared to TAYD (10.68%). In terms of maximum drawdown, TAYD dropped -74.52% vs PZG's -93.81%.

PZG currently has the higher Sharpe Ratio (1.44 vs 0.86), 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.

Portfolio Optimizer

Find the right allocation for TAYD and PZG

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