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

Correlation

The correlation between TM and NTDOY is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

TM vs. NTDOY - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
510.50%
1,443.79%
TM
NTDOY

Key characteristics

Sharpe Ratio

TM:

-0.57

NTDOY:

1.94

Sortino Ratio

TM:

-0.67

NTDOY:

2.55

Omega Ratio

TM:

0.92

NTDOY:

1.34

Calmar Ratio

TM:

-0.47

NTDOY:

2.97

Martin Ratio

TM:

-0.83

NTDOY:

11.06

Ulcer Index

TM:

20.67%

NTDOY:

5.92%

Daily Std Dev

TM:

30.31%

NTDOY:

33.80%

Max Drawdown

TM:

-60.34%

NTDOY:

-83.05%

Current Drawdown

TM:

-24.28%

NTDOY:

0.00%

Fundamentals

Market Cap

TM:

$243.20B

NTDOY:

$92.30B

EPS

TM:

$26.76

NTDOY:

$0.48

PE Ratio

TM:

6.97

NTDOY:

41.29

PEG Ratio

TM:

1.54

NTDOY:

12.58

PS Ratio

TM:

0.01

NTDOY:

0.07

PB Ratio

TM:

0.97

NTDOY:

4.89

Total Revenue (TTM)

TM:

$35.67T

NTDOY:

$523.30B

Gross Profit (TTM)

TM:

$7.25T

NTDOY:

$317.93B

EBITDA (TTM)

TM:

$5.01T

NTDOY:

$137.44B

Returns By Period

In the year-to-date period, TM achieves a -3.29% return, which is significantly lower than NTDOY's 35.68% return. Over the past 10 years, TM has underperformed NTDOY with an annualized return of 5.83%, while NTDOY has yielded a comparatively higher 18.24% annualized return.


TM

YTD

-3.29%

1M

-0.57%

6M

9.42%

1Y

-15.28%

5Y*

11.68%

10Y*

5.83%

NTDOY

YTD

35.68%

1M

6.89%

6M

51.41%

1Y

68.13%

5Y*

15.00%

10Y*

18.24%

*Annualized

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Risk-Adjusted Performance

TM vs. NTDOY — 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 2323
Overall Rank
The Sharpe Ratio Rank of TM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2121
Omega Ratio Rank
The Calmar Ratio Rank of TM is 2121
Calmar Ratio Rank
The Martin Ratio Rank of TM is 3333
Martin Ratio Rank

NTDOY
The Risk-Adjusted Performance Rank of NTDOY is 9494
Overall Rank
The Sharpe Ratio Rank of NTDOY is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of NTDOY is 9292
Sortino Ratio Rank
The Omega Ratio Rank of NTDOY is 9090
Omega Ratio Rank
The Calmar Ratio Rank of NTDOY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of NTDOY is 9696
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. NTDOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Nintendo Co ADR (NTDOY). 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 chart of Sharpe ratio for TM, currently valued at -0.57, compared to the broader market-2.00-1.000.001.002.003.00
TM: -0.57
NTDOY: 1.94
The chart of Sortino ratio for TM, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
TM: -0.67
NTDOY: 2.55
The chart of Omega ratio for TM, currently valued at 0.92, compared to the broader market0.501.001.502.00
TM: 0.92
NTDOY: 1.34
The chart of Calmar ratio for TM, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
TM: -0.47
NTDOY: 2.97
The chart of Martin ratio for TM, currently valued at -0.83, compared to the broader market-5.000.005.0010.0015.0020.00
TM: -0.83
NTDOY: 11.06

The current TM Sharpe Ratio is -0.57, which is lower than the NTDOY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of TM and NTDOY, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.57
1.94
TM
NTDOY

Dividends

TM vs. NTDOY - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 1.38%, more than NTDOY's 0.49% yield.


TTM20242023202220212020201920182017201620152014
TM
Toyota Motor Corporation
1.38%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%
NTDOY
Nintendo Co ADR
0.49%1.60%1.88%2.85%3.14%1.90%1.61%1.65%1.31%0.43%2.02%0.74%

Drawdowns

TM vs. NTDOY - Drawdown Comparison

The maximum TM drawdown since its inception was -60.34%, smaller than the maximum NTDOY drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for TM and NTDOY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.28%
0
TM
NTDOY

Volatility

TM vs. NTDOY - Volatility Comparison

Toyota Motor Corporation (TM) and Nintendo Co ADR (NTDOY) have volatilities of 14.67% and 14.62%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.67%
14.62%
TM
NTDOY

Financials

TM vs. NTDOY - Financials Comparison

This section allows you to compare key financial metrics between Toyota Motor Corporation and Nintendo Co ADR. 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