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

Correlation

The correlation between TM and VWAGY is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

TM vs. VWAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation (TM) and Volkswagen AG 1/10 ADR (VWAGY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TM:

-0.29

VWAGY:

-0.48

Sortino Ratio

TM:

-0.47

VWAGY:

-0.40

Omega Ratio

TM:

0.94

VWAGY:

0.95

Calmar Ratio

TM:

-0.37

VWAGY:

-0.18

Martin Ratio

TM:

-0.84

VWAGY:

-0.50

Ulcer Index

TM:

15.94%

VWAGY:

25.86%

Daily Std Dev

TM:

30.11%

VWAGY:

31.59%

Max Drawdown

TM:

-60.34%

VWAGY:

-70.14%

Current Drawdown

TM:

-21.96%

VWAGY:

-59.05%

Fundamentals

Market Cap

TM:

$250.64B

VWAGY:

$57.28B

EPS

TM:

$25.00

VWAGY:

$2.10

PE Ratio

TM:

7.69

VWAGY:

5.47

PEG Ratio

TM:

1.54

VWAGY:

0.75

PS Ratio

TM:

0.01

VWAGY:

0.18

PB Ratio

TM:

1.01

VWAGY:

0.26

Total Revenue (TTM)

TM:

$35.67T

VWAGY:

$326.75B

Gross Profit (TTM)

TM:

$7.25T

VWAGY:

$59.07B

EBITDA (TTM)

TM:

$6.60T

VWAGY:

$41.85B

Returns By Period

In the year-to-date period, TM achieves a -0.33% return, which is significantly lower than VWAGY's 24.50% return.


TM

YTD

-0.33%

1M

14.49%

6M

10.85%

1Y

-8.75%

5Y*

13.44%

10Y*

6.35%

VWAGY

YTD

24.50%

1M

19.54%

6M

28.85%

1Y

-14.97%

5Y*

3.61%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TM vs. VWAGY — 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 2727
Overall Rank
The Sharpe Ratio Rank of TM is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TM is 2323
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

VWAGY
The Risk-Adjusted Performance Rank of VWAGY is 3030
Overall Rank
The Sharpe Ratio Rank of VWAGY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VWAGY is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VWAGY is 2626
Omega Ratio Rank
The Calmar Ratio Rank of VWAGY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VWAGY is 3939
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. VWAGY - Risk-Adjusted Performance 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.


The current TM Sharpe Ratio is -0.29, which is higher than the VWAGY Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of TM and VWAGY, 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. VWAGY - Dividend Comparison

TM's dividend yield for the trailing twelve months is around 1.34%, less than VWAGY's 8.11% yield.


TTM20242023202220212020201920182017201620152014
TM
Toyota Motor Corporation
1.34%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%3.23%2.96%2.57%
VWAGY
Volkswagen AG 1/10 ADR
8.11%10.10%7.15%17.23%1.99%2.72%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TM vs. VWAGY - Drawdown Comparison

The maximum TM drawdown since its inception was -60.34%, smaller than the maximum VWAGY drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for TM and VWAGY. For additional features, visit the drawdowns tool.


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Volatility

TM vs. VWAGY - Volatility Comparison

The current volatility for Toyota Motor Corporation (TM) is 6.32%, while Volkswagen AG 1/10 ADR (VWAGY) has a volatility of 7.13%. 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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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.


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
77.56B
(TM) Total Revenue
(VWAGY) Total Revenue
Values in USD except per share items

TM vs. VWAGY - Profitability Comparison

The chart below illustrates the profitability comparison between Toyota Motor Corporation and Volkswagen AG 1/10 ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%20212022202320242025
19.2%
16.5%
(TM) Gross Margin
(VWAGY) Gross Margin
TM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported a gross profit of 2.38T and revenue of 12.39T. Therefore, the gross margin over that period was 19.2%.

VWAGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Volkswagen AG 1/10 ADR reported a gross profit of 12.80B and revenue of 77.56B. Therefore, the gross margin over that period was 16.5%.

TM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Toyota Motor Corporation reported an operating income of 1.22T and revenue of 12.39T, resulting in an operating margin of 9.8%.

VWAGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Volkswagen AG 1/10 ADR reported an operating income of 3.28B and revenue of 77.56B, 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 May 2025, Toyota Motor Corporation reported a net income of 2.19T and revenue of 12.39T, resulting in a net margin of 17.7%.

VWAGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Volkswagen AG 1/10 ADR reported a net income of 1.98B and revenue of 77.56B, resulting in a net margin of 2.6%.