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TMH vs. EBIZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMH vs. EBIZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation ADRhedged (TMH) and Global X E-commerce ETF (EBIZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TMH

1D
-0.03%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EBIZ

1D
-2.05%
1M
-2.71%
YTD
-15.29%
6M
-15.50%
1Y
-8.74%
3Y*
17.16%
5Y*
-3.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMH vs. EBIZ - Yearly Performance Comparison


Correlation

The correlation between TMH and EBIZ is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

-1.00

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Return for Risk

TMH vs. EBIZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMH

EBIZ
EBIZ Risk / Return Rank: 55
Overall Rank
EBIZ Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 55
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 55
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 66
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMH vs. EBIZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation ADRhedged (TMH) and Global X E-commerce ETF (EBIZ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TMH vs. EBIZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TMHEBIZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-5.39

0.29

-5.68

Drawdowns

TMH vs. EBIZ - Drawdown Comparison

The maximum TMH drawdown since its inception was -5.59%, smaller than the maximum EBIZ drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for TMH and EBIZ.


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Drawdown Indicators


TMHEBIZDifference

Max Drawdown

Largest peak-to-trough decline

-5.59%

-61.58%

+55.99%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

Max Drawdown (3Y)

Largest decline over 3 years

-27.73%

Max Drawdown (5Y)

Largest decline over 5 years

-58.21%

Current Drawdown

Current decline from peak

-5.59%

-25.77%

+20.18%

Average Drawdown

Average peak-to-trough decline

-4.22%

-24.33%

+20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.41%

Volatility

TMH vs. EBIZ - Volatility Comparison


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Volatility by Period


TMHEBIZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.85%

19.82%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

28.90%

-8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

28.68%

-7.83%

TMH vs. EBIZ - Expense Ratio Comparison

TMH has a 0.19% expense ratio, which is lower than EBIZ's 0.50% expense ratio.


Dividends

TMH vs. EBIZ - Dividend Comparison

TMH has not paid dividends to shareholders, while EBIZ's dividend yield for the trailing twelve months is around 0.60%.


PositionTTM2025202420232022202120202019
EBIZ
Global X E-commerce ETF
0.60%0.51%0.23%0.00%0.10%0.57%0.84%0.18%
TMH
Toyota Motor Corporation ADRhedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMH and EBIZ have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMH is cheaper with a 0.19% expense ratio, compared with 0.50% for EBIZ.

EBIZ has the higher dividend yield at 0.60%, compared with 0.00% for TMH.

TMH tracks Toyota Motor Corporation Local Shares Total Return, while EBIZ tracks Solactive E-commerce Index. They also come from different issuers: ADRhedged and Global X. Their fees differ too: 0.19% for TMH and 0.50% for EBIZ.

Portfolio Optimizer

Find the right allocation for TMH and EBIZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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