TM vs. BOXX
TM (Toyota Motor Corporation) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, TM returned 5.39%/yr vs 4.70%/yr for BOXX. At a correlation of -0.02, they often move in opposite directions.
Performance
TM vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, TM achieves a -21.88% return, which is significantly lower than BOXX's 1.70% return.
TM
- 1D
- -1.47%
- 1M
- -11.56%
- YTD
- -21.88%
- 6M
- -23.72%
- 1Y
- -0.69%
- 3Y*
- 5.39%
- 5Y*
- 1.30%
- 10Y*
- 7.70%
BOXX
- 1D
- -0.02%
- 1M
- 0.16%
- YTD
- 1.70%
- 6M
- 1.82%
- 1Y
- 3.98%
- 3Y*
- 4.70%
- 5Y*
- —
- 10Y*
- —
TM vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TM Toyota Motor Corporation | -21.88% | 13.82% | 8.88% | 38.23% | 0.31% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.70% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between TM and BOXX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | -0.02 |
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Return for Risk
TM vs. BOXX — Risk / Return Rank
TM
BOXX
TM vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TM | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.46 | ||
| Sortino ratioReturn per unit of downside risk | -34.91 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 8.71 | -7.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 58.08 | -58.10 |
| Martin ratioReturn relative to average drawdown | -0.06 | 496.82 | -496.88 |
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Drawdowns
TM vs. BOXX - Drawdown Comparison
The maximum TM drawdown since its inception was -60.15%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for TM and BOXX.
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Drawdown Indicators
| TM | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -0.12% | -60.03% |
Max Drawdown (1Y)Largest decline over 1 year | -32.65% | -0.07% | -32.58% |
Max Drawdown (3Y)Largest decline over 3 years | -34.92% | -0.12% | -34.80% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -32.65% | -0.02% | -32.63% |
Average DrawdownAverage peak-to-trough decline | -22.17% | -0.00% | -22.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.24% | 0.01% | +12.23% |
Volatility
TM vs. BOXX - Volatility Comparison
Toyota Motor Corporation (TM) has a higher volatility of 7.33% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.12%. This indicates that TM's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TM | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 0.12% | +7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 20.53% | 0.26% | +20.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 0.32% | +29.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 0.37% | +26.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 0.37% | +23.23% |
Dividends
TM vs. BOXX - Dividend Comparison
TM's dividend yield for the trailing twelve months is around 1.71%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TM Toyota Motor Corporation | 1.71% | 2.95% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 1.30% | 3.40% | 2.96% | 3.23% | 5.59% |
Frequently Asked Questions
TM and BOXX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TM has higher volatility (7.33%) compared to BOXX (0.12%). In terms of maximum drawdown, TM dropped -60.15% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.43 vs -0.02), 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.
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