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TOSYY vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOSYY and SPY is 0.01, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

TOSYY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toshiba Corp PK (TOSYY) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
0.59%
649.53%
TOSYY
SPY

Key characteristics

Returns By Period


TOSYY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

TOSYY vs. SPY — Risk-Adjusted Performance Rank

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

TOSYY
The Risk-Adjusted Performance Rank of TOSYY is 1212
Overall Rank
The Sharpe Ratio Rank of TOSYY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of TOSYY is 99
Sortino Ratio Rank
The Omega Ratio Rank of TOSYY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of TOSYY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of TOSYY is 44
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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.

TOSYY vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toshiba Corp PK (TOSYY) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for TOSYY, currently valued at 1.00, compared to the broader market-2.00-1.000.001.002.003.00
TOSYY: 1.00
SPY: 0.51
The chart of Calmar ratio for TOSYY, currently valued at 0.00, compared to the broader market0.001.002.003.004.005.00
TOSYY: 0.00
SPY: 0.55


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.00
0.51
TOSYY
SPY

Dividends

TOSYY vs. SPY - Dividend Comparison

TOSYY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
TOSYY
Toshiba Corp PK
100.57%100.57%0.00%6.15%4.84%0.67%0.54%0.64%0.00%0.00%0.00%1.71%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TOSYY vs. SPY - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.60%
-9.89%
TOSYY
SPY

Volatility

TOSYY vs. SPY - Volatility Comparison

The current volatility for Toshiba Corp PK (TOSYY) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that TOSYY experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.12%
TOSYY
SPY