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TM vs. ABX.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TM vs. ABX.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation (TM) and Barrick Gold Corporation (ABX.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TM is traded in USD, while ABX.TO is traded in CAD. To make them comparable, the ABX.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TM achieves a -17.88% return, which is significantly lower than ABX.TO's -9.32% return. Over the past 10 years, TM has underperformed ABX.TO with an annualized return of 8.31%, while ABX.TO has yielded a comparatively higher 9.36% annualized return.


TM

1D
-1.50%
1M
-6.27%
YTD
-17.88%
6M
-10.47%
1Y
-3.02%
3Y*
8.28%
5Y*
2.03%
10Y*
8.31%

ABX.TO

1D
-0.99%
1M
-9.18%
YTD
-9.32%
6M
-3.25%
1Y
96.99%
3Y*
35.14%
5Y*
13.99%
10Y*
9.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TM vs. ABX.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TM
Toyota Motor Corporation
-17.88%13.82%8.88%38.23%-24.43%23.21%13.62%22.69%-5.81%12.10%
ABX.TO
Barrick Gold Corporation
-9.32%187.00%-12.13%8.23%-4.75%-13.94%24.68%37.48%-5.29%-8.71%

Correlation

The correlation between TM and ABX.TO is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.16

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

0.11

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2006

0.09

The correlation between TM and ABX.TO shifts across timeframes, from 0.07 (10 years) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TM:

$229.10B

ABX.TO:

CA$91.34B

EPS

TM:

$2.98K

ABX.TO:

CA$3.60

PE Ratio

TM:

0.06

ABX.TO:

15.16

PEG Ratio

TM:

0.00

ABX.TO:

0.17

PS Ratio

TM:

0.00

ABX.TO:

4.86

PB Ratio

TM:

0.01

ABX.TO:

3.34

Total Revenue (TTM)

TM:

$51.16T

ABX.TO:

CA$19.02B

Gross Profit (TTM)

TM:

$8.54T

ABX.TO:

CA$10.15B

EBITDA (TTM)

TM:

$7.11T

ABX.TO:

CA$12.44B

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Return for Risk

TM vs. ABX.TO — Risk / Return Rank

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

TM
TM Risk / Return Rank: 3737
Overall Rank
TM Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TM Sortino Ratio Rank: 3434
Sortino Ratio Rank
TM Omega Ratio Rank: 3333
Omega Ratio Rank
TM Calmar Ratio Rank: 4040
Calmar Ratio Rank
TM Martin Ratio Rank: 3838
Martin Ratio Rank

ABX.TO
ABX.TO Risk / Return Rank: 8888
Overall Rank
ABX.TO Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ABX.TO Sortino Ratio Rank: 8686
Sortino Ratio Rank
ABX.TO Omega Ratio Rank: 8787
Omega Ratio Rank
ABX.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
ABX.TO Martin Ratio Rank: 8787
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.

TM vs. ABX.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Barrick Gold Corporation (ABX.TO). 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.


TMABX.TODifference
Sharpe ratioReturn per unit of total volatility

-2.29

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

1.01

1.35

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.10

3.34

-3.44

Martin ratioReturn relative to average drawdown

-0.27

8.31

-8.59

TM vs. ABX.TO - Sharpe Ratio Comparison

The current TM Sharpe Ratio is -0.10, which is lower than the ABX.TO Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of TM and ABX.TO, 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


TMABX.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

2.18

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.40

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.26

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.07

+0.24

Drawdowns

TM vs. ABX.TO - Drawdown Comparison

The maximum TM drawdown since its inception was -60.15%, smaller than the maximum ABX.TO drawdown of -88.57%. Use the drawdown chart below to compare losses from any high point for TM and ABX.TO.


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Drawdown Indicators


TMABX.TODifference

Max Drawdown

Largest peak-to-trough decline

-60.15%

-88.57%

+28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-29.20%

-29.24%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-34.92%

-29.24%

-5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-36.80%

-46.90%

+10.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

-57.25%

+20.45%

Current Drawdown

Current decline from peak

-29.20%

-25.12%

-4.08%

Average Drawdown

Average peak-to-trough decline

-20.99%

-48.13%

+27.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.07%

11.71%

-0.64%

Volatility

TM vs. ABX.TO - Volatility Comparison

The current volatility for Toyota Motor Corporation (TM) is 7.08%, while Barrick Gold Corporation (ABX.TO) has a volatility of 16.61%. This indicates that TM experiences smaller price fluctuations and is considered to be less risky than ABX.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMABX.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

16.61%

-9.53%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

34.09%

-13.76%

Volatility (1Y)

Calculated over the trailing 1-year period

29.13%

44.69%

-15.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.91%

35.29%

-8.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

36.47%

-12.84%

Dividends

TM vs. ABX.TO - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 1.63%, less than ABX.TO's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
ABX.TO
Barrick Gold Corporation
2.32%1.22%2.46%2.27%4.77%3.96%1.33%0.60%1.17%0.72%0.47%1.43%
TM
Toyota Motor Corporation
1.63%2.95%2.81%2.45%2.90%2.45%2.74%1.30%3.40%2.96%3.23%5.59%

Financials

TM vs. ABX.TO - Financials Comparison

This section allows you to compare key financial metrics between Toyota Motor Corporation and Barrick Gold Corporation. 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


0.002.00T4.00T6.00T8.00T10.00T12.00T14.00T20222023202420252026
12.83T
5.16B
(TM) Total Revenue
(ABX.TO) Total Revenue
Please note, different currencies. TM values in USD, ABX.TO values in CAD

TM vs. ABX.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Toyota Motor Corporation and Barrick Gold Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
15.1%
57.5%
Portfolio components
TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a gross profit of 1.94T and revenue of 12.83T. Therefore, the gross margin over that period was 15.1%.

ABX.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a gross profit of 2.97B and revenue of 5.16B. Therefore, the gross margin over that period was 57.5%.

TM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported an operating income of 579.96B and revenue of 12.83T, resulting in an operating margin of 4.5%.

ABX.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported an operating income of 2.93B and revenue of 5.16B, resulting in an operating margin of 56.7%.

TM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toyota Motor Corporation reported a net income of 832.22B and revenue of 12.83T, resulting in a net margin of 6.5%.

ABX.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a net income of 1.58B and revenue of 5.16B, resulting in a net margin of 30.5%.


Frequently Asked Questions


TM and ABX.TO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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