TYIDY vs. YALL

Last updated Jun 4, 2026

TYIDY (Toyota Industries Corporation) is a stock, while YALL (God Bless America ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past 3 years, TYIDY returned 24.72%/yr vs 21.38%/yr for YALL. At a 0.27 correlation, their price movements are largely independent.

Performance

TYIDY vs. YALL - Performance Comparison

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

Returns By Period

TYIDY

• 1D: -0.19%
• 1M: -5.16%
• YTD: 7.71%
• 6M: 7.55%
• 1Y: 9.67%
• 3Y*: 24.72%
• 5Y*: 6.68%
• 10Y*: 11.79%

YALL

• 1D: -1.26%
• 1M: -0.74%
• YTD: 0.00%
• 6M: -1.23%
• 1Y: 5.94%
• 3Y*: 21.38%
• 5Y*: —
• 10Y*: —

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

TYIDY vs. YALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TYIDY Toyota Industries Corporation	7.71%	41.13%	1.13%	49.01%	8.66%
YALL God Bless America ETF	0.00%	14.36%	29.99%	40.74%	8.62%

Correlation

The correlation between TYIDY and YALL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.27

Return for Risk

TYIDY vs. YALL — Risk / Return Rank

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

TYIDY

TYIDY Risk / Return Rank: 51
TYIDY Sharpe Ratio Rank: 51
TYIDY Sortino Ratio Rank: 46
TYIDY Omega Ratio Rank: 45
TYIDY Calmar Ratio Rank: 58
TYIDY Martin Ratio Rank: 55

YALL

YALL Risk / Return Rank: 16
YALL Sharpe Ratio Rank: 15
YALL Sortino Ratio Rank: 14
YALL Omega Ratio Rank: 14
YALL Calmar Ratio Rank: 17
YALL Martin Ratio Rank: 18

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.

TYIDY vs. YALL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toyota Industries Corporation (TYIDY) and God Bless America ETF (YALL). 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.

	TYIDY	YALL	Difference
Sharpe ratio Return per unit of total volatility	0.29	0.44	-0.15
Sortino ratio Return per unit of downside risk	0.66	0.69	-0.03
Omega ratio Gain probability vs. loss probability	1.08	1.08	0.00
Calmar ratio Return relative to maximum drawdown	0.80	0.63	+0.17
Martin ratio Return relative to average drawdown	1.41	1.86	-0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TYIDY vs. YALL - Sharpe Ratio Comparison

The current TYIDY Sharpe Ratio is 0.29, which is lower than the YALL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of TYIDY and YALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TYIDY	YALL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.29	0.44	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	1.46	-1.10

Drawdowns

TYIDY vs. YALL - Drawdown Comparison

The maximum TYIDY drawdown since its inception was -48.38%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for TYIDY and YALL.

Drawdown Indicators

	TYIDY	YALL	Difference
Max Drawdown Largest peak-to-trough decline	-48.38%	-19.72%	-28.66%
Max Drawdown (1Y) Largest decline over 1 year	-12.07%	-9.42%	-2.65%
Max Drawdown (3Y) Largest decline over 3 years	-35.95%	-19.72%	-16.23%
Max Drawdown (5Y) Largest decline over 5 years	-47.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.38%	—	—
Current Drawdown Current decline from peak	-9.12%	-4.47%	-4.65%
Average Drawdown Average peak-to-trough decline	-15.10%	-2.93%	-12.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.86%	3.21%	+3.65%

Volatility

TYIDY vs. YALL - Volatility Comparison

Toyota Industries Corporation (TYIDY) has a higher volatility of 12.56% compared to God Bless America ETF (YALL) at 3.31%. This indicates that TYIDY's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TYIDY	YALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.56%	3.31%	+9.25%
Volatility (6M) Calculated over the trailing 6-month period	23.74%	9.79%	+13.95%
Volatility (1Y) Calculated over the trailing 1-year period	36.20%	13.74%	+22.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.99%	17.49%	+20.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.92%	17.49%	+16.43%

Dividends

TYIDY vs. YALL - Dividend Comparison

TYIDY has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
TYIDY Toyota Industries Corporation	0.00%	0.86%	1.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.93%	2.19%
YALL God Bless America ETF	0.49%	0.49%	0.50%	3.51%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TYIDY and YALL in my portfolio?

TYIDY and YALL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TYIDY or YALL?

TYIDY has higher volatility (12.56%) compared to YALL (3.31%). In terms of maximum drawdown, TYIDY dropped -48.38% vs YALL's -19.72%.

Which has better risk-adjusted returns?

YALL currently has the higher Sharpe Ratio (0.44 vs 0.29), 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.