TM vs. VWAGY
TM (Toyota Motor Corporation) and VWAGY (Volkswagen AG 1/10 ADR) are both stocks. Both operate in the Auto Manufacturers industry within the Consumer Cyclical sector. Over the past 5 years, TM returned 3.56%/yr vs -16.99%/yr for VWAGY. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
TM vs. VWAGY - Performance Comparison
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Returns By Period
In the year-to-date period, TM achieves a -11.71% return, which is significantly higher than VWAGY's -23.59% return.
TM
- 1D
- -1.28%
- 1M
- 8.25%
- 6M
- -16.69%
- YTD
- -11.71%
- 1Y
- 6.73%
- 3Y*
- 5.69%
- 5Y*
- 3.56%
- 10Y*
- 8.41%
- ALL TIME*
- 6.59%
VWAGY
- 1D
- -0.79%
- 1M
- 2.70%
- 6M
- -22.96%
- YTD
- -23.59%
- 1Y
- -11.30%
- 3Y*
- -12.65%
- 5Y*
- -16.99%
- 10Y*
- —
- ALL TIME*
- -1.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $83.54M | $83.60M | $92.51M | |
| $2.83M | $3.40M | $3.04M |
TM vs. VWAGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TM Toyota Motor Corporation | -11.71% | 13.82% | 8.88% | 38.23% | -24.43% | 23.21% | 13.62% | 22.69% | -4.67% |
VWAGY Volkswagen AG 1/10 ADR | -23.59% | 39.31% | -23.31% | -12.15% | -37.53% | 42.56% | 11.65% | 30.44% | -1.89% |
Correlation
The correlation between TM and VWAGY is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2018 | 0.44 |
Fundamentals
TM:
$223.78B
VWAGY:
$43.86B
TM:
¥2.98K
VWAGY:
€1.10
TM:
10.18
VWAGY:
6.92
TM:
0.77
VWAGY:
0.12
TM:
0.99
VWAGY:
0.20
TM:
¥51.16T
VWAGY:
€308.94B
TM:
¥8.54T
VWAGY:
€67.86B
TM:
¥7.11T
VWAGY:
€49.13B
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Return for Risk
TM vs. VWAGY — Risk / Return Rank
TM
VWAGY
TM vs. VWAGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation (TM) and Volkswagen AG 1/10 ADR (VWAGY). 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 | VWAGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.95 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | -0.39 | +0.60 |
| Martin ratioReturn relative to average drawdown | 0.47 | -0.81 | +1.28 |
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Drawdowns
TM vs. VWAGY - Drawdown Comparison
The maximum TM drawdown since its inception was -60.15%, smaller than the maximum VWAGY drawdown of -72.64%. Use the drawdown chart below to compare losses from any high point for TM and VWAGY.
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Drawdown Indicators
| TM | VWAGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.15% | -72.64% | +12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -32.94% | -32.23% | -0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.92% | -42.86% | +7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.80% | -68.97% | +32.17% |
Max Drawdown (10Y)Largest decline over 10 years | -36.80% | — | — |
Current DrawdownCurrent decline from peak | -23.88% | -68.54% | +44.66% |
Average DrawdownAverage peak-to-trough decline | -22.20% | -38.34% | +16.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.34% | 15.28% | +0.06% |
Volatility
TM vs. VWAGY - Volatility Comparison
The current volatility for Toyota Motor Corporation (TM) is 7.49%, while Volkswagen AG 1/10 ADR (VWAGY) has a volatility of 9.26%. This indicates that TM experiences smaller price fluctuations and is considered to be less risky than VWAGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TM | VWAGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 9.26% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 20.17% | 20.32% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.56% | 27.34% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 33.58% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.66% | 37.86% | -14.20% |
Dividends
TM vs. VWAGY - Dividend Comparison
TM's dividend yield for the trailing twelve months is around 1.52%, less than VWAGY's 6.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TM Toyota Motor Corporation | 1.52% | 2.95% | 2.81% | 2.45% | 2.90% | 2.45% | 2.74% | 1.30% | 3.40% | 2.96% | 3.23% | 5.59% |
VWAGY Volkswagen AG 1/10 ADR | 6.86% | 5.85% | 10.36% | 7.21% | 17.36% | 2.00% | 2.72% | 4.59% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TM vs. VWAGY - Financials Comparison
This section allows you to compare key financial metrics between Toyota Motor Corporation and Volkswagen AG 1/10 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.
Total Revenue: Total amount of money received from sales and other business activities
TM vs. VWAGY - Profitability Comparison
TM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
VWAGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Volkswagen AG 1/10 ADR reported a gross profit of 12.45B and revenue of 82.44B. Therefore, the gross margin over that period was 15.1%.
TM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Toyota Motor Corporation reported an operating income of 579.96B and revenue of 12.83T, resulting in an operating margin of 4.5%.
VWAGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Volkswagen AG 1/10 ADR reported an operating income of 3.47B and revenue of 82.44B, resulting in an operating margin of 4.2%.
TM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Toyota Motor Corporation reported a net income of 832.22B and revenue of 12.83T, resulting in a net margin of 6.5%.
VWAGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Volkswagen AG 1/10 ADR reported a net income of 1.34B and revenue of 82.44B, resulting in a net margin of 1.6%.
Frequently Asked Questions
TM and VWAGY have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWAGY has higher volatility (9.26%) compared to TM (7.49%). In terms of maximum drawdown, TM dropped -60.15% vs VWAGY's -72.64%.
TM currently has the higher Sharpe Ratio (0.27 vs -0.46), 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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