TM vs. SIS.TO
TM (Toyota Motor Corporation) and SIS.TO (Savaria Corporation) are both stocks. TM operates in Auto Manufacturers (Consumer Cyclical), while SIS.TO operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, TM returned 8.31%/yr vs 16.42%/yr for SIS.TO. At a 0.16 correlation, their price movements are largely independent.
Performance
TM vs. SIS.TO - Performance Comparison
Loading charts...
Different Trading Currencies
TM is traded in USD, while SIS.TO is traded in CAD. To make them comparable, the SIS.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 SIS.TO's 29.65% return. Over the past 10 years, TM has underperformed SIS.TO with an annualized return of 8.31%, while SIS.TO has yielded a comparatively higher 16.42% 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%
SIS.TO
- 1D
- 2.12%
- 1M
- 3.29%
- YTD
- 29.65%
- 6M
- 38.28%
- 1Y
- 56.22%
- 3Y*
- 23.08%
- 5Y*
- 8.43%
- 10Y*
- 16.42%
TM vs. SIS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TM Toyota Motor Corporation | -17.88% | 13.82% | 8.88% | 38.23% | -24.43% | 23.21% | 13.62% | 22.69% | -5.81% | 12.10% |
SIS.TO Savaria Corporation | 29.65% | 23.41% | 24.33% | 14.89% | -28.95% | 35.99% | 9.98% | 15.16% | -32.30% | 83.89% |
Correlation
The correlation between TM and SIS.TO is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.16 |
The correlation between TM and SIS.TO shifts across timeframes, from 0.16 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TM:
$229.10B
SIS.TO:
CA$2.17B
TM:
$2.98K
SIS.TO:
CA$1.10
TM:
0.06
SIS.TO:
27.19
TM:
0.00
SIS.TO:
0.43
TM:
0.00
SIS.TO:
2.31
TM:
0.01
SIS.TO:
3.29
TM:
$51.16T
SIS.TO:
CA$928.84M
TM:
$8.54T
SIS.TO:
CA$362.29M
TM:
$7.11T
SIS.TO:
CA$176.47M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TM vs. SIS.TO — Risk / Return Rank
TM
SIS.TO
TM vs. SIS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Savaria Corporation (SIS.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.
| TM | SIS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.52 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.42 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 5.70 | -5.81 |
| Martin ratioReturn relative to average drawdown | -0.27 | 16.72 | -17.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TM | SIS.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 2.38 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.31 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.50 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.36 | -0.05 |
Drawdowns
TM vs. SIS.TO - Drawdown Comparison
The maximum TM drawdown since its inception was -60.15%, smaller than the maximum SIS.TO drawdown of -77.91%. Use the drawdown chart below to compare losses from any high point for TM and SIS.TO.
Loading charts...
Drawdown Indicators
| TM | SIS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -77.91% | +17.76% |
Max Drawdown (1Y)Largest decline over 1 year | -29.20% | -9.91% | -19.29% |
Max Drawdown (3Y)Largest decline over 3 years | -34.92% | -36.04% | +1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -46.92% | +10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | -66.20% | +29.40% |
Current DrawdownCurrent decline from peak | -29.20% | -3.28% | -25.92% |
Average DrawdownAverage peak-to-trough decline | -20.99% | -20.91% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.07% | 3.37% | +7.70% |
Volatility
TM vs. SIS.TO - Volatility Comparison
Toyota Motor Corporation (TM) and Savaria Corporation (SIS.TO) have volatilities of 7.08% and 6.79%, 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.
Loading charts...
Volatility by Period
| TM | SIS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.08% | 6.79% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 20.33% | 19.06% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.13% | 23.77% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.91% | 27.79% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.63% | 33.06% | -9.43% |
Dividends
TM vs. SIS.TO - Dividend Comparison
TM's dividend yield for the trailing twelve months is around 1.63%, less than SIS.TO's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIS.TO Savaria Corporation | 1.86% | 2.40% | 2.65% | 3.42% | 3.62% | 2.54% | 3.23% | 3.11% | 2.91% | 1.73% | 1.98% | 3.09% |
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. SIS.TO - Financials Comparison
This section allows you to compare key financial metrics between Toyota Motor Corporation and Savaria 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.
Total Revenue: Total amount of money received from sales and other business activities
TM vs. SIS.TO - Profitability Comparison
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%.
SIS.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported a gross profit of 91.74M and revenue of 235.55M. Therefore, the gross margin over that period was 39.0%.
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%.
SIS.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported an operating income of 33.15M and revenue of 235.55M, resulting in an operating margin of 14.1%.
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%.
SIS.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Savaria Corporation reported a net income of 22.68M and revenue of 235.55M, resulting in a net margin of 9.6%.
Frequently Asked Questions
TM and SIS.TO have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for TM and SIS.TO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer