TOYO vs. PG

Last updated Jun 24, 2026

TOYO (TOYO Co., Ltd) and PG (The Procter & Gamble Company) are both stocks. TOYO operates in Solar (Technology), while PG operates in Household & Personal Products (Consumer Defensive). Over the past year, TOYO returned 254.25% vs -3.62% for PG. At a correlation of -0.02, they often move in opposite directions.

Performance

TOYO vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TOYO Co., Ltd (TOYO) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TOYO achieves a 120.65% return, which is significantly higher than PG's 6.81% return.

TOYO

• 1D: 10.42%
• 1M: -12.58%
• YTD: 120.65%
• 6M: 103.30%
• 1Y: 254.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PG

• 1D: 2.15%
• 1M: 4.44%
• YTD: 6.81%
• 6M: 6.91%
• 1Y: -3.62%
• 3Y*: 3.18%
• 5Y*: 5.19%
• 10Y*: 9.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TOYO vs. PG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TOYO TOYO Co., Ltd	120.65%	73.37%	-58.78%
PG The Procter & Gamble Company	6.81%	-12.26%	2.87%

Correlation

The correlation between TOYO and PG is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Jul 1, 2024	-0.02

Fundamentals

EPS TOYO : $0.72 PG : $5.23
PE Ratio TOYO : 18.03 PG : 28.86
PEG Ratio TOYO : 0.13 PG : 7.06
PS Ratio TOYO : 2.47 PG : 4.23
Total Revenue (TTM) TOYO : $177.98M PG : $86.72B
Gross Profit (TTM) TOYO : $18.34M PG : $43.64B
EBITDA (TTM) TOYO : $19.98M PG : $22.63B

Return for Risk

TOYO vs. PG — Risk / Return Rank

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

TOYO

TOYO Risk / Return Rank: 93
TOYO Sharpe Ratio Rank: 96
TOYO Sortino Ratio Rank: 91
TOYO Omega Ratio Rank: 89
TOYO Calmar Ratio Rank: 97
TOYO Martin Ratio Rank: 94

PG

PG Risk / Return Rank: 32
PG Sharpe Ratio Rank: 35
PG Sortino Ratio Rank: 28
PG Omega Ratio Rank: 29
PG Calmar Ratio Rank: 35
PG Martin Ratio Rank: 35

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.

TOYO vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TOYO Co., Ltd (TOYO) and The Procter & Gamble Company (PG). 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.

	TOYO	PG	Difference
Sharpe ratio: Return per unit of total volatility	3.09	-0.19	+3.28
Sortino ratio: Return per unit of downside risk	3.19	-0.15	+3.34
Omega ratio: Gain probability vs. loss probability	1.40	0.98	+0.42
Calmar ratio: Return relative to maximum drawdown	8.24	-0.23	+8.47
Martin ratio: Return relative to average drawdown	16.74	-0.43	+17.17

TOYO vs. PG - Sharpe Ratio Comparison

The current TOYO Sharpe Ratio is 3.09, which is higher than the PG Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of TOYO and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TOYO vs. PG - Drawdown Comparison

The maximum TOYO drawdown since its inception was -81.10%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for TOYO and PG.

Drawdown Indicators

	TOYO	PG	Difference
Max Drawdown Largest peak-to-trough decline	-81.10%	-54.25%	-26.85%
Max Drawdown (1Y) Largest decline over 1 year	-31.08%	-15.52%	-15.56%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.77%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-23.77%	—
Current Drawdown Current decline from peak	-23.90%	-12.57%	-11.33%
Average Drawdown Average peak-to-trough decline	-41.71%	-12.16%	-29.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.26%	8.48%	+6.78%

Volatility

TOYO vs. PG - Volatility Comparison

TOYO Co., Ltd (TOYO) has a higher volatility of 32.38% compared to The Procter & Gamble Company (PG) at 7.62%. This indicates that TOYO's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TOYO	PG	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.38%	7.62%	+24.76%
Volatility (6M) Calculated over the trailing 6-month period	65.56%	15.05%	+50.51%
Volatility (1Y) Calculated over the trailing 1-year period	82.85%	18.92%	+63.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	132.07%	17.86%	+114.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	132.07%	19.08%	+112.99%

Dividends

TOYO vs. PG - Dividend Comparison

TOYO has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.82%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PG The Procter & Gamble Company	2.82%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
TOYO TOYO Co., Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both TOYO and PG in my portfolio?

TOYO and PG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TOYO or PG?

TOYO has higher volatility (32.38%) compared to PG (7.62%). In terms of maximum drawdown, TOYO dropped -81.10% vs PG's -54.25%.

Which has better risk-adjusted returns?

TOYO currently has the higher Sharpe Ratio (3.09 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.