TR vs. GIS
Compare and contrast key facts about Tootsie Roll Industries, Inc. (TR) and General Mills, Inc. (GIS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TR or GIS.
Correlation
The correlation between TR and GIS is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Maximize Your Portfolio’s Potential
Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer
Try portfolio optimization nowPerformance
TR vs. GIS - Performance Comparison
Key characteristics
TR:
0.11
GIS:
-0.54
TR:
0.34
GIS:
-0.62
TR:
1.04
GIS:
0.92
TR:
0.08
GIS:
-0.35
TR:
0.41
GIS:
-1.01
TR:
6.67%
GIS:
11.39%
TR:
24.05%
GIS:
21.14%
TR:
-46.66%
GIS:
-45.08%
TR:
-25.17%
GIS:
-29.79%
Fundamentals
TR:
$2.10B
GIS:
$32.70B
TR:
$1.18
GIS:
$4.55
TR:
26.75
GIS:
13.13
TR:
0.00
GIS:
3.47
TR:
$570.04M
GIS:
$19.64B
TR:
$203.83M
GIS:
$6.95B
TR:
$125.31M
GIS:
$3.99B
Returns By Period
In the year-to-date period, TR achieves a 0.86% return, which is significantly higher than GIS's -5.38% return. Over the past 10 years, TR has underperformed GIS with an annualized return of 3.46%, while GIS has yielded a comparatively higher 4.04% annualized return.
TR
0.86%
5.22%
9.09%
3.72%
1.17%
3.46%
GIS
-5.38%
-1.48%
-18.46%
-11.66%
5.10%
4.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TR vs. GIS — Risk-Adjusted Performance Rank
TR
GIS
TR vs. GIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tootsie Roll Industries, Inc. (TR) and General Mills, Inc. (GIS). 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.
Dividends
TR vs. GIS - Dividend Comparison
TR's dividend yield for the trailing twelve months is around 1.13%, less than GIS's 4.00% yield.
Drawdowns
TR vs. GIS - Drawdown Comparison
The maximum TR drawdown since its inception was -46.66%, roughly equal to the maximum GIS drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for TR and GIS. For additional features, visit the drawdowns tool.
Volatility
TR vs. GIS - Volatility Comparison
The current volatility for Tootsie Roll Industries, Inc. (TR) is NaN%, while General Mills, Inc. (GIS) has a volatility of NaN%. This indicates that TR experiences smaller price fluctuations and is considered to be less risky than GIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TR vs. GIS - Financials Comparison
This section allows you to compare key financial metrics between Tootsie Roll Industries, Inc. and General Mills, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
User Portfolios with TR or GIS
Recent discussions
How is Sharpe ratio calculated?
The highest sharpe ratio portfolioi in User portfolios holds only ultrashort treasuries and show a sharpe ratio of 7+. But my understanding is the Sharpe ratio is the return less the risk-free rate divided by the standard deviation of returns. But short-term treasuries ARE the risk free rate, so the Sharpe ratio should be zero since the risk free rate minus the risk free rate is zero. So are you simply ignoring the risk-free rate and dividing returns by the standard deviation???
Addendum:
Just input my portfolio and asked that your site optimize it for Sharpe ratio. I have ready cash in USFR, and ETF that holds US floating rate notes exclusively. The optimization recommended I put over 99% in USFR. However, the interest rate on floating rate notes is based on the three month treasury, so again, USFR has a Sharpe ratio of zero! Please correct this!
Bob Peticolas
Treynor Black model
guphex
Bonds (BND and/or BNDX) are greatly favored over stocks by the optimizer
I have not seem many orange lines winning against original or benchmark no matter what I do. But the software seems to be doing something when all is stock or stock ETFs. However, Bonds and Stocks don't work well together. The moment I add BND or BNDX, the optimizer puts almost all of the weight in the bonds. I ran out of the free limit of calculations.
Maybe it's a message we all need to hear: invest in bond ETFs. Maybe I'm not using the tool correctly. Maybe there is something wrong with the tool.
I don't know.
-- Fred
Fred