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TYIDY vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TYIDY and TSLA is 0.07, 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.


Performance

TYIDY vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toyota Industries Corporation (TYIDY) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TYIDY:

0.69

TSLA:

1.31

Sortino Ratio

TYIDY:

1.34

TSLA:

2.10

Omega Ratio

TYIDY:

1.19

TSLA:

1.25

Calmar Ratio

TYIDY:

0.82

TSLA:

1.64

Martin Ratio

TYIDY:

2.18

TSLA:

3.87

Ulcer Index

TYIDY:

14.92%

TSLA:

24.80%

Daily Std Dev

TYIDY:

49.53%

TSLA:

72.42%

Max Drawdown

TYIDY:

-47.86%

TSLA:

-73.63%

Current Drawdown

TYIDY:

-4.38%

TSLA:

-27.80%

Fundamentals

Market Cap

TYIDY:

$37.86B

TSLA:

$1.15T

EPS

TYIDY:

$5.89

TSLA:

$1.70

PE Ratio

TYIDY:

20.82

TSLA:

203.80

PEG Ratio

TYIDY:

0.00

TSLA:

5.72

PS Ratio

TYIDY:

0.01

TSLA:

12.06

PB Ratio

TYIDY:

1.10

TSLA:

15.46

Total Revenue (TTM)

TYIDY:

$1.03T

TSLA:

$95.72B

Gross Profit (TTM)

TYIDY:

$245.29B

TSLA:

$16.91B

EBITDA (TTM)

TYIDY:

$147.12B

TSLA:

$13.96B

Returns By Period

In the year-to-date period, TYIDY achieves a 49.79% return, which is significantly higher than TSLA's -14.21% return. Over the past 10 years, TYIDY has underperformed TSLA with an annualized return of 9.73%, while TSLA has yielded a comparatively higher 35.54% annualized return.


TYIDY

YTD

49.79%

1M

6.39%

6M

65.16%

1Y

31.65%

3Y*

26.17%

5Y*

21.09%

10Y*

9.73%

TSLA

YTD

-14.21%

1M

23.51%

6M

0.38%

1Y

94.55%

3Y*

11.08%

5Y*

44.15%

10Y*

35.54%

*Annualized

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Toyota Industries Corporation

Tesla, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TYIDY vs. TSLA — Risk-Adjusted Performance Rank

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

TYIDY
The Risk-Adjusted Performance Rank of TYIDY is 7575
Overall Rank
The Sharpe Ratio Rank of TYIDY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of TYIDY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of TYIDY is 7474
Omega Ratio Rank
The Calmar Ratio Rank of TYIDY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of TYIDY is 7474
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8686
Overall Rank
The Sharpe Ratio Rank of TSLA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8282
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.

TYIDY vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Industries Corporation (TYIDY) and Tesla, Inc. (TSLA). 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 current TYIDY Sharpe Ratio is 0.69, which is lower than the TSLA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TYIDY and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TYIDY vs. TSLA - Dividend Comparison

TYIDY's dividend yield for the trailing twelve months is around 0.74%, while TSLA has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TYIDY
Toyota Industries Corporation
0.74%2.21%1.70%1.18%1.80%1.79%2.53%2.99%1.90%2.30%1.79%1.75%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TYIDY vs. TSLA - Drawdown Comparison

The maximum TYIDY drawdown since its inception was -47.86%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TYIDY and TSLA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TYIDY vs. TSLA - Volatility Comparison

Toyota Industries Corporation (TYIDY) has a higher volatility of 16.02% compared to Tesla, Inc. (TSLA) at 14.12%. This indicates that TYIDY's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

TYIDY vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Toyota Industries Corporation and Tesla, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B1.00T20212022202320242025
1.03T
19.34B
(TYIDY) Total Revenue
(TSLA) Total Revenue
Values in USD except per share items