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TMH vs. KJUL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMH vs. KJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation ADRhedged (TMH) and Innovator Russell 2000 Power Buffer ETF - July (KJUL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TMH

1D
1.85%
1M
2.35%
6M
YTD
1Y
3Y*
5Y*
10Y*

KJUL

1D
0.00%
1M
-0.25%
6M
4.06%
YTD
6.53%
1Y
14.36%
3Y*
8.93%
5Y*
5.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMH vs. KJUL - Yearly Performance Comparison


Correlation

The correlation between TMH and KJUL is -0.12, 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 28, 2026

-0.12

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Return for Risk

TMH vs. KJUL — Risk / Return Rank

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

TMH

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


KJUL
KJUL Risk / Return Rank: 8585
Overall Rank
KJUL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
KJUL Sortino Ratio Rank: 8383
Sortino Ratio Rank
KJUL Omega Ratio Rank: 8383
Omega Ratio Rank
KJUL Calmar Ratio Rank: 8989
Calmar Ratio Rank
KJUL Martin Ratio Rank: 9191
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. KJUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation ADRhedged (TMH) and Innovator Russell 2000 Power Buffer ETF - July (KJUL). 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.


TMHKJULDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

4.21

Martin ratioReturn relative to average drawdown

16.33

TMH vs. KJUL - Sharpe Ratio Comparison


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Drawdowns

TMH vs. KJUL - Drawdown Comparison

The maximum TMH drawdown since its inception was -10.32%, smaller than the maximum KJUL drawdown of -16.69%. Use the drawdown chart below to compare losses from any high point for TMH and KJUL.


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Drawdown Indicators


TMHKJULDifference

Max Drawdown

Largest peak-to-trough decline

-10.32%

-16.69%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

Current Drawdown

Current decline from peak

-2.78%

-0.59%

-2.19%

Average Drawdown

Average peak-to-trough decline

-5.90%

-3.93%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

TMH vs. KJUL - Volatility Comparison


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Volatility by Period


TMHKJULDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

25.94%

7.30%

+18.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

12.29%

+13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.94%

11.57%

+14.37%

TMH vs. KJUL - Expense Ratio Comparison

TMH has a 0.19% expense ratio, which is lower than KJUL's 0.79% expense ratio.


Dividends

TMH vs. KJUL - Dividend Comparison

TMH's dividend yield for the trailing twelve months is around 4.87%, while KJUL has not paid dividends to shareholders.


Frequently Asked Questions


TMH and KJUL have a correlation of -0.12, 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 0.79% for KJUL.

TMH has the higher dividend yield at 4.87%, compared with 0.00% for KJUL.

TMH is categorized as Consumer Discretionary Equities, while KJUL is Defined Outcome. TMH tracks Toyota Motor Corporation Local Shares Total Return, while KJUL tracks iShares Russell 2000 ETF. They also come from different issuers: ADRhedged and Innovator. Their fees differ too: 0.19% for TMH and 0.79% for KJUL.

Portfolio Optimizer

Find the right allocation for TMH and KJUL

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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