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

Correlation

The correlation between TAYD and STRL is 0.05, 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.


-0.50.00.51.00.0

Performance

TAYD vs. STRL - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
-3.48%
52.39%
TAYD
STRL

Key characteristics

Sharpe Ratio

TAYD:

1.02

STRL:

2.22

Sortino Ratio

TAYD:

1.72

STRL:

2.87

Omega Ratio

TAYD:

1.22

STRL:

1.37

Calmar Ratio

TAYD:

2.08

STRL:

4.84

Martin Ratio

TAYD:

3.83

STRL:

11.09

Ulcer Index

TAYD:

19.38%

STRL:

10.63%

Daily Std Dev

TAYD:

72.70%

STRL:

53.13%

Max Drawdown

TAYD:

-74.53%

STRL:

-92.51%

Current Drawdown

TAYD:

-34.16%

STRL:

-11.01%

Fundamentals

Market Cap

TAYD:

$138.78M

STRL:

$5.42B

EPS

TAYD:

$2.91

STRL:

$5.90

PE Ratio

TAYD:

15.24

STRL:

29.93

PEG Ratio

TAYD:

0.00

STRL:

1.90

Total Revenue (TTM)

TAYD:

$35.94M

STRL:

$2.10B

Gross Profit (TTM)

TAYD:

$17.15M

STRL:

$398.61M

EBITDA (TTM)

TAYD:

$9.58M

STRL:

$331.79M

Returns By Period

In the year-to-date period, TAYD achieves a 89.52% return, which is significantly lower than STRL's 101.42% return. Over the past 10 years, TAYD has underperformed STRL with an annualized return of 16.38%, while STRL has yielded a comparatively higher 39.26% annualized return.


TAYD

YTD

89.52%

1M

-6.07%

6M

0.33%

1Y

71.96%

5Y*

33.20%

10Y*

16.38%

STRL

YTD

101.42%

1M

-8.22%

6M

50.41%

1Y

117.85%

5Y*

63.97%

10Y*

39.26%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TAYD vs. STRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) and Sterling Construction Company, Inc. (STRL). 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 0.99, compared to the broader market-4.00-2.000.002.000.992.22
The chart of Sortino ratio for TAYD, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.702.87
The chart of Omega ratio for TAYD, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.37
The chart of Calmar ratio for TAYD, currently valued at 2.02, compared to the broader market0.002.004.006.002.024.84
The chart of Martin ratio for TAYD, currently valued at 3.69, compared to the broader market0.0010.0020.003.6911.09
TAYD
STRL

The current TAYD Sharpe Ratio is 1.02, which is lower than the STRL Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TAYD and STRL, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.99
2.22
TAYD
STRL

Dividends

TAYD vs. STRL - Dividend Comparison

Neither TAYD nor STRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TAYD vs. STRL - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.53%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for TAYD and STRL. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.16%
-11.01%
TAYD
STRL

Volatility

TAYD vs. STRL - Volatility Comparison

Taylor Devices, Inc. (TAYD) and Sterling Construction Company, Inc. (STRL) have volatilities of 12.80% and 12.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.80%
12.34%
TAYD
STRL

Financials

TAYD vs. STRL - Financials Comparison

This section allows you to compare key financial metrics between Taylor Devices, Inc. and Sterling Construction Company, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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