TUYA vs. ERIC

Last updated Apr 1, 2026

Compare and contrast key facts about Tuya Inc. (TUYA) and Telefonaktiebolaget LM Ericsson (publ) (ERIC).

Performance

TUYA vs. ERIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tuya Inc. (TUYA) and Telefonaktiebolaget LM Ericsson (publ) (ERIC). The values are adjusted to include any dividend payments, if applicable.

TUYA vs. ERIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TUYA Tuya Inc.	12.32%	19.70%	-18.70%	20.42%	-69.44%	-75.00%
ERIC Telefonaktiebolaget LM Ericsson (publ)	16.79%	24.14%	33.36%	13.40%	-44.43%	-17.23%

Fundamentals

Market Cap TUYA : $1.42B ERIC : $37.66B
EPS TUYA : $0.09 ERIC : $8.32
PE Ratio TUYA : 24.42 ERIC : 1.36
PEG Ratio TUYA : 0.02 ERIC : 0.00
PS Ratio TUYA : 4.40 ERIC : 0.16
PB Ratio TUYA : 1.39 ERIC : 0.34
Total Revenue (TTM) TUYA : $322.27M ERIC : $229.96B
Gross Profit (TTM) TUYA : $155.41M ERIC : $110.70B
EBITDA (TTM) TUYA : $20.35M ERIC : $47.49B

Returns By Period

In the year-to-date period, TUYA achieves a 12.32% return, which is significantly lower than ERIC's 16.79% return.

TUYA

• 1D: 1.32%
• 1M: -7.06%
• YTD: 12.32%
• 6M: -4.05%
• 1Y: -21.78%
• 3Y*: 9.98%
• 5Y*: -35.96%
• 10Y*: —

ERIC

• 1D: 2.18%
• 1M: -2.84%
• YTD: 16.79%
• 6M: 36.28%
• 1Y: 47.97%
• 3Y*: 28.80%
• 5Y*: 0.47%
• 10Y*: 4.00%

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

Return for Risk

TUYA vs. ERIC — Risk / Return Rank

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

TUYA

TUYA Risk / Return Rank: 23
TUYA Sharpe Ratio Rank: 23
TUYA Sortino Ratio Rank: 24
TUYA Omega Ratio Rank: 25
TUYA Calmar Ratio Rank: 19
TUYA Martin Ratio Rank: 22

ERIC

ERIC Risk / Return Rank: 84
ERIC Sharpe Ratio Rank: 83
ERIC Sortino Ratio Rank: 85
ERIC Omega Ratio Rank: 85
ERIC Calmar Ratio Rank: 83
ERIC Martin Ratio Rank: 82

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.

TUYA vs. ERIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tuya Inc. (TUYA) and Telefonaktiebolaget LM Ericsson (publ) (ERIC). 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.

	TUYA	ERIC	Difference
Sharpe ratio Return per unit of total volatility	-0.40	1.38	-1.78
Sortino ratio Return per unit of downside risk	-0.26	2.39	-2.65
Omega ratio Gain probability vs. loss probability	0.97	1.33	-0.36
Calmar ratio Return relative to maximum drawdown	-0.66	2.54	-3.20
Martin ratio Return relative to average drawdown	-1.08	6.35	-7.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUYA vs. ERIC - Sharpe Ratio Comparison

The current TUYA Sharpe Ratio is -0.40, which is lower than the ERIC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TUYA and ERIC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TUYA	ERIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.40	1.38	-1.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	0.01	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	0.11	-0.54

Correlation

The correlation between TUYA and ERIC is 0.22, 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.

Dividends

TUYA vs. ERIC - Dividend Comparison

TUYA's dividend yield for the trailing twelve months is around 2.64%, more than ERIC's 1.34% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TUYA Tuya Inc.	2.64%	2.89%	3.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ERIC Telefonaktiebolaget LM Ericsson (publ)	1.34%	3.04%	3.22%	4.07%	4.22%	2.15%	1.36%	1.24%	1.42%	1.67%	5.14%	5.30%

Drawdowns

TUYA vs. ERIC - Drawdown Comparison

The maximum TUYA drawdown since its inception was -96.81%, roughly equal to the maximum ERIC drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for TUYA and ERIC.

Drawdown Indicators

	TUYA	ERIC	Difference
Max Drawdown Largest peak-to-trough decline	-96.81%	-98.59%	+1.78%
Max Drawdown (1Y) Largest decline over 1 year	-38.44%	-18.74%	-19.70%
Max Drawdown (5Y) Largest decline over 5 years	-96.81%	-66.59%	-30.22%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.59%	—
Current Drawdown Current decline from peak	-90.33%	-84.18%	-6.15%
Average Drawdown Average peak-to-trough decline	-83.70%	-67.69%	-16.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.46%	7.50%	+15.96%

Volatility

TUYA vs. ERIC - Volatility Comparison

Tuya Inc. (TUYA) has a higher volatility of 11.93% compared to Telefonaktiebolaget LM Ericsson (publ) (ERIC) at 9.24%. This indicates that TUYA's price experiences larger fluctuations and is considered to be riskier than ERIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUYA	ERIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.93%	9.24%	+2.69%
Volatility (6M) Calculated over the trailing 6-month period	31.65%	26.83%	+4.82%
Volatility (1Y) Calculated over the trailing 1-year period	54.33%	35.03%	+19.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.83%	34.04%	+49.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	85.15%	35.24%	+49.91%

Financials

TUYA vs. ERIC - Profitability Comparison

The chart below illustrates the profitability comparison between Tuya Inc. and Telefonaktiebolaget LM Ericsson (publ) over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TUYA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tuya Inc. reported a gross profit of 40.42M and revenue of 84.86M. Therefore, the gross margin over that period was 47.6%.

ERIC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Telefonaktiebolaget LM Ericsson (publ) reported a gross profit of 32.58B and revenue of 67.90B. Therefore, the gross margin over that period was 48.0%.

TUYA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tuya Inc. reported an operating income of 5.46M and revenue of 84.86M, resulting in an operating margin of 6.4%.

ERIC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Telefonaktiebolaget LM Ericsson (publ) reported an operating income of 11.62B and revenue of 67.90B, resulting in an operating margin of 17.1%.

TUYA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tuya Inc. reported a net income of 19.40M and revenue of 84.86M, resulting in a net margin of 22.9%.

ERIC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Telefonaktiebolaget LM Ericsson (publ) reported a net income of 8.39B and revenue of 67.90B, resulting in a net margin of 12.4%.