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TM vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TM and SPY is 0.44, 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: 0.4

Performance

TM vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation (TM) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%NovemberDecember2025FebruaryMarchApril
1,404.55%
2,152.01%
TM
SPY

Key characteristics

Sharpe Ratio

TM:

-0.57

SPY:

0.51

Sortino Ratio

TM:

-0.67

SPY:

0.86

Omega Ratio

TM:

0.92

SPY:

1.13

Calmar Ratio

TM:

-0.47

SPY:

0.55

Martin Ratio

TM:

-0.83

SPY:

2.26

Ulcer Index

TM:

20.67%

SPY:

4.55%

Daily Std Dev

TM:

30.31%

SPY:

20.08%

Max Drawdown

TM:

-60.34%

SPY:

-55.19%

Current Drawdown

TM:

-24.28%

SPY:

-9.89%

Returns By Period

In the year-to-date period, TM achieves a -3.29% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, TM has underperformed SPY with an annualized return of 5.83%, while SPY has yielded a comparatively higher 11.99% annualized return.


TM

YTD

-3.29%

1M

-0.57%

6M

9.42%

1Y

-15.28%

5Y*

11.68%

10Y*

5.83%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

TM vs. SPY — 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

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and SPDR S&P 500 ETF (SPY). 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
SPY: 0.51
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
SPY: 0.86
The chart of Omega ratio for TM, currently valued at 0.92, compared to the broader market0.501.001.502.00
TM: 0.92
SPY: 1.13
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
SPY: 0.55
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
SPY: 2.26

The current TM Sharpe Ratio is -0.57, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of TM and SPY, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.57
0.51
TM
SPY

Dividends

TM vs. SPY - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 1.38%, more than SPY's 1.30% 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%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TM vs. SPY - Drawdown Comparison

The maximum TM drawdown since its inception was -60.34%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TM and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.28%
-9.89%
TM
SPY

Volatility

TM vs. SPY - Volatility Comparison

Toyota Motor Corporation (TM) and SPDR S&P 500 ETF (SPY) have volatilities of 14.67% and 15.12%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.67%
15.12%
TM
SPY