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TMH vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMH vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Motor Corporation ADRhedged (TMH) and STMicroelectronics NV ADRhedged (STHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TMH

1D
-1.80%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

STHH

1D
-8.12%
1M
10.72%
YTD
187.72%
6M
187.07%
1Y
158.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMH vs. STHH - Yearly Performance Comparison


Correlation

The correlation between TMH and STHH is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 28, 2026

0.51

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Return for Risk

TMH vs. STHH — 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.


STHH
STHH Risk / Return Rank: 8181
Overall Rank
STHH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 8181
Sortino Ratio Rank
STHH Omega Ratio Rank: 8484
Omega Ratio Rank
STHH Calmar Ratio Rank: 8888
Calmar Ratio Rank
STHH Martin Ratio Rank: 6363
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. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corporation ADRhedged (TMH) and STMicroelectronics NV ADRhedged (STHH). 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.


TMHSTHHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

4.70

Martin ratioReturn relative to average drawdown

10.65

TMH vs. STHH - Sharpe Ratio Comparison


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Drawdowns

TMH vs. STHH - Drawdown Comparison

The maximum TMH drawdown since its inception was -10.20%, smaller than the maximum STHH drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for TMH and STHH.


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Drawdown Indicators


TMHSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-10.20%

-33.89%

+23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-33.89%

Current Drawdown

Current decline from peak

-10.20%

-8.12%

-2.08%

Average Drawdown

Average peak-to-trough decline

-5.78%

-10.17%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.93%

Volatility

TMH vs. STHH - Volatility Comparison


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Volatility by Period


TMHSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.53%

Volatility (6M)

Calculated over the trailing 6-month period

41.13%

Volatility (1Y)

Calculated over the trailing 1-year period

25.94%

52.67%

-26.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

51.51%

-25.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.94%

51.51%

-25.57%

TMH vs. STHH - Expense Ratio Comparison

Both TMH and STHH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TMH vs. STHH - Dividend Comparison

TMH's dividend yield for the trailing twelve months is around 5.28%, more than STHH's 0.70% yield.


Frequently Asked Questions


TMH and STHH have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TMH and STHH have the same expense ratio: 0.19% per year.

TMH has the higher dividend yield at 5.28%, compared with 0.70% for STHH.

TMH is categorized as Consumer Discretionary Equities, while STHH is Technology Equities. TMH tracks Toyota Motor Corporation Local Shares Total Return, while STHH tracks STMicroelectronics NV Local Shares Total Return.

Portfolio Optimizer

Find the right allocation for TMH and STHH

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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