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TYIDY vs. YALL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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TYIDY vs. YALL - Yearly Performance Comparison


2026 (YTD)2025202420232022
TYIDY
Toyota Industries Corporation
13.17%41.13%1.13%49.01%8.66%
YALL
God Bless America ETF
-3.19%14.36%29.99%40.74%8.62%

Returns By Period

In the year-to-date period, TYIDY achieves a 13.17% return, which is significantly higher than YALL's -3.19% return.


TYIDY

1D
-0.67%
1M
-1.00%
YTD
13.17%
6M
15.53%
1Y
48.31%
3Y*
33.59%
5Y*
7.66%
10Y*
12.06%

YALL

1D
2.10%
1M
-5.47%
YTD
-3.19%
6M
-6.50%
1Y
15.15%
3Y*
21.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 7777
Overall Rank
TYIDY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TYIDY Sortino Ratio Rank: 7474
Sortino Ratio Rank
TYIDY Omega Ratio Rank: 7474
Omega Ratio Rank
TYIDY Calmar Ratio Rank: 8686
Calmar Ratio Rank
TYIDY Martin Ratio Rank: 7676
Martin Ratio Rank

YALL
YALL Risk / Return Rank: 4848
Overall Rank
YALL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
YALL Sortino Ratio Rank: 4848
Sortino Ratio Rank
YALL Omega Ratio Rank: 4545
Omega Ratio Rank
YALL Calmar Ratio Rank: 5252
Calmar Ratio Rank
YALL Martin Ratio Rank: 5252
Martin Ratio Rank
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.


TYIDYYALLDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.77

+0.16

Sortino ratio

Return per unit of downside risk

1.80

1.25

+0.55

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

3.07

1.27

+1.80

Martin ratio

Return relative to average drawdown

4.92

4.85

+0.08

TYIDY vs. YALL - Sharpe Ratio Comparison

The current TYIDY Sharpe Ratio is 0.93, which is comparable to the YALL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of TYIDY and YALL, 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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Sharpe Ratios by Period


TYIDYYALLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.77

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

1.45

-1.08

Correlation

The correlation between TYIDY and YALL is 0.27, 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

TYIDY vs. YALL - Dividend Comparison

TYIDY has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.51%.


TTM2025202420232022202120202019201820172016
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
0.51%0.49%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%

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.


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Drawdown Indicators


TYIDYYALLDifference

Max Drawdown

Largest peak-to-trough decline

-48.38%

-19.72%

-28.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.79%

-12.24%

-4.55%

Max Drawdown (5Y)

Largest decline over 5 years

-47.04%

Max Drawdown (10Y)

Largest decline over 10 years

-48.38%

Current Drawdown

Current decline from peak

-4.52%

-7.52%

+3.00%

Average Drawdown

Average peak-to-trough decline

-15.20%

-2.90%

-12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.47%

3.21%

+7.26%

Volatility

TYIDY vs. YALL - Volatility Comparison

Toyota Industries Corporation (TYIDY) and God Bless America ETF (YALL) have volatilities of 5.08% and 4.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYIDYYALLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

4.98%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

22.85%

10.78%

+12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

51.96%

19.66%

+32.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.60%

17.71%

+19.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

17.71%

+16.11%