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TM vs. JOBY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TM and JOBY is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TM vs. JOBY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TM:

-0.42

JOBY:

0.41

Sortino Ratio

TM:

-0.46

JOBY:

1.46

Omega Ratio

TM:

0.95

JOBY:

1.16

Calmar Ratio

TM:

-0.37

JOBY:

0.64

Martin Ratio

TM:

-0.83

JOBY:

1.59

Ulcer Index

TM:

15.96%

JOBY:

26.18%

Daily Std Dev

TM:

30.29%

JOBY:

81.66%

Max Drawdown

TM:

-60.34%

JOBY:

-76.27%

Current Drawdown

TM:

-24.77%

JOBY:

-46.49%

Fundamentals

Market Cap

TM:

$252.80B

JOBY:

$5.69B

EPS

TM:

$24.65

JOBY:

-$0.84

PS Ratio

TM:

0.01

JOBY:

51.29K

PB Ratio

TM:

1.03

JOBY:

6.62

Total Revenue (TTM)

TM:

$35.67T

JOBY:

$111.00K

Gross Profit (TTM)

TM:

$7.25T

JOBY:

-$8.63M

EBITDA (TTM)

TM:

$6.60T

JOBY:

-$577.94M

Returns By Period

In the year-to-date period, TM achieves a -3.91% return, which is significantly higher than JOBY's -11.81% return.


TM

YTD

-3.91%

1M

8.72%

6M

8.50%

1Y

-12.63%

5Y*

12.62%

10Y*

5.96%

JOBY

YTD

-11.81%

1M

19.10%

6M

21.53%

1Y

33.02%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TM vs. JOBY — Risk-Adjusted Performance Rank

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

TM
The Risk-Adjusted Performance Rank of TM is 2626
Overall Rank
The Sharpe Ratio Rank of TM is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of TM is 3030
Martin Ratio Rank

JOBY
The Risk-Adjusted Performance Rank of JOBY is 7272
Overall Rank
The Sharpe Ratio Rank of JOBY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of JOBY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of JOBY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JOBY is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JOBY is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TM vs. JOBY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Joby Aviation, Inc. (JOBY). 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.


The current TM Sharpe Ratio is -0.42, which is lower than the JOBY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of TM and JOBY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TM vs. JOBY - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 1.39%, while JOBY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TM
Toyota Motor Corporation
1.39%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%
JOBY
Joby Aviation, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TM vs. JOBY - Drawdown Comparison

The maximum TM drawdown since its inception was -60.34%, smaller than the maximum JOBY drawdown of -76.27%. Use the drawdown chart below to compare losses from any high point for TM and JOBY. For additional features, visit the drawdowns tool.


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Volatility

TM vs. JOBY - Volatility Comparison

The current volatility for Toyota Motor Corporation (TM) is 7.57%, while Joby Aviation, Inc. (JOBY) has a volatility of 12.72%. This indicates that TM experiences smaller price fluctuations and is considered to be less risky than JOBY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TM vs. JOBY - Financials Comparison

This section allows you to compare key financial metrics between Toyota Motor Corporation and Joby Aviation, 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


0.002.00T4.00T6.00T8.00T10.00T12.00T20212022202320242025
12.39T
0
(TM) Total Revenue
(JOBY) Total Revenue
Values in USD except per share items