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TYIDY vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYIDY and YALL is 0.05, 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. 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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Key characteristics

Sharpe Ratio

TYIDY:

0.69

YALL:

1.04

Sortino Ratio

TYIDY:

1.34

YALL:

1.56

Omega Ratio

TYIDY:

1.19

YALL:

1.20

Calmar Ratio

TYIDY:

0.82

YALL:

1.09

Martin Ratio

TYIDY:

2.18

YALL:

3.95

Ulcer Index

TYIDY:

14.92%

YALL:

5.44%

Daily Std Dev

TYIDY:

49.53%

YALL:

21.57%

Max Drawdown

TYIDY:

-47.86%

YALL:

-19.72%

Current Drawdown

TYIDY:

-4.38%

YALL:

-1.91%

Returns By Period

In the year-to-date period, TYIDY achieves a 49.79% return, which is significantly higher than YALL's 6.09% return.


TYIDY

YTD

49.79%

1M

6.39%

6M

65.16%

1Y

31.65%

3Y*

26.17%

5Y*

21.09%

10Y*

9.73%

YALL

YTD

6.09%

1M

6.60%

6M

0.64%

1Y

21.08%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Toyota Industries Corporation

God Bless America ETF

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

Risk-Adjusted Performance

TYIDY vs. YALL — 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

YALL
The Risk-Adjusted Performance Rank of YALL is 7979
Overall Rank
The Sharpe Ratio Rank of YALL is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7878
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. YALL - Risk-Adjusted Performance 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.


The current TYIDY Sharpe Ratio is 0.69, which is lower than the YALL Sharpe Ratio of 1.04. 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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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. YALL - Dividend Comparison

TYIDY's dividend yield for the trailing twelve months is around 0.74%, more than YALL's 0.47% yield.


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%
YALL
God Bless America ETF
0.47%0.50%3.51%0.19%0.00%0.00%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 -47.86%, 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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TYIDY vs. YALL - Volatility Comparison

Toyota Industries Corporation (TYIDY) has a higher volatility of 16.02% compared to God Bless America ETF (YALL) at 4.77%. 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.


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