TAYD vs. STRL

Last updated Jun 4, 2026

TAYD (Taylor Devices, Inc.) and STRL (Sterling Construction Company, Inc.) are both stocks. Both are in the Industrials sector — TAYD in Specialty Industrial Machinery, STRL in Engineering & Construction. Over the past 10 years, TAYD returned 12.02%/yr vs 68.46%/yr for STRL. At a 0.06 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, TAYD achieves a -10.06% return, which is significantly lower than STRL's 212.52% return. Over the past 10 years, TAYD has underperformed STRL with an annualized return of 12.02%, while STRL has yielded a comparatively higher 68.46% annualized return.

TAYD

• 1D: -1.55%
• 1M: -1.09%
• YTD: -10.06%
• 6M: 9.66%
• 1Y: 40.38%
• 3Y*: 39.26%
• 5Y*: 34.68%
• 10Y*: 12.02%

STRL

• 1D: 9.31%
• 1M: 80.75%
• YTD: 212.52%
• 6M: 195.87%
• 1Y: 392.73%
• 3Y*: 168.94%
• 5Y*: 107.15%
• 10Y*: 68.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TAYD vs. STRL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAYD Taylor Devices, Inc.	-10.06%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%
STRL Sterling Construction Company, Inc.	212.52%	81.79%	91.57%	168.08%	24.71%	41.32%	32.17%	29.29%	-33.11%	92.43%

Correlation

The correlation between TAYD and STRL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (10Y) Calculated over the trailing 10-year period	0.13
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.06

The correlation between TAYD and STRL shifts across timeframes, from 0.06 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS TAYD : $4.95 STRL : $11.19
PE Ratio TAYD : 10.62 STRL : 85.53
PEG Ratio TAYD : 0.12 STRL : 1.82
PS Ratio TAYD : 2.97 STRL : 10.28
Total Revenue (TTM) TAYD : $37.08M STRL : $2.88B
Gross Profit (TTM) TAYD : $21.95M STRL : $664.66M
EBITDA (TTM) TAYD : $13.00M STRL : $429.99M

Return for Risk

TAYD vs. STRL — Risk / Return Rank

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

TAYD

TAYD Risk / Return Rank: 61
TAYD Sharpe Ratio Rank: 63
TAYD Sortino Ratio Rank: 60
TAYD Omega Ratio Rank: 60
TAYD Calmar Ratio Rank: 60
TAYD Martin Ratio Rank: 60

STRL

STRL Risk / Return Rank: 97
STRL Sharpe Ratio Rank: 98
STRL Sortino Ratio Rank: 97
STRL Omega Ratio Rank: 96
STRL Calmar Ratio Rank: 98
STRL Martin Ratio Rank: 98

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. STRL - Risk-Adjusted Trends 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.

	TAYD	STRL	Difference
Sharpe ratio Return per unit of total volatility	0.69	4.92	-4.22
Sortino ratio Return per unit of downside risk	1.26	4.66	-3.41
Omega ratio Gain probability vs. loss probability	1.17	1.62	-0.46
Calmar ratio Return relative to maximum drawdown	0.90	12.76	-11.86
Martin ratio Return relative to average drawdown	2.13	35.75	-33.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TAYD vs. STRL - Sharpe Ratio Comparison

The current TAYD Sharpe Ratio is 0.69, which is lower than the STRL Sharpe Ratio of 4.92. The chart below compares the historical Sharpe Ratios of TAYD and STRL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TAYD	STRL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	4.92	-4.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	1.90	-1.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	1.29	-1.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	0.27	-0.14

Drawdowns

TAYD vs. STRL - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.52%, 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.

Drawdown Indicators

	TAYD	STRL	Difference
Max Drawdown Largest peak-to-trough decline	-74.52%	-92.51%	+17.99%
Max Drawdown (1Y) Largest decline over 1 year	-45.06%	-31.02%	-14.04%
Max Drawdown (3Y) Largest decline over 3 years	-52.65%	-47.67%	-4.98%
Max Drawdown (5Y) Largest decline over 5 years	-52.65%	-47.67%	-4.98%
Max Drawdown (10Y) Largest decline over 10 years	-66.49%	-59.60%	-6.89%
Current Drawdown Current decline from peak	-41.55%	0.00%	-41.55%
Average Drawdown Average peak-to-trough decline	-37.29%	-46.32%	+9.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.97%	11.05%	+7.92%

Volatility

TAYD vs. STRL - Volatility Comparison

The current volatility for Taylor Devices, Inc. (TAYD) is 13.19%, while Sterling Construction Company, Inc. (STRL) has a volatility of 47.76%. This indicates that TAYD experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAYD	STRL	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.19%	47.76%	-34.57%
Volatility (6M) Calculated over the trailing 6-month period	44.99%	62.53%	-17.54%
Volatility (1Y) Calculated over the trailing 1-year period	58.62%	80.55%	-21.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.10%	56.74%	-3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.23%	53.30%	-7.07%

Dividends

TAYD vs. STRL - Dividend Comparison

Neither TAYD nor STRL has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both TAYD and STRL in my portfolio?

TAYD and STRL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TAYD or STRL?

STRL has higher volatility (47.76%) compared to TAYD (13.19%). In terms of maximum drawdown, TAYD dropped -74.52% vs STRL's -92.51%.

Which has better risk-adjusted returns?

STRL currently has the higher Sharpe Ratio (4.92 vs 0.69), 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.