TYT.L vs. SWPPX
TYT.L (Toyota Motor Corp) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, TYT.L returned 20.63%/yr vs 20.23%/yr for SWPPX. At a 0.09 correlation, their price movements are largely independent.
Performance
TYT.L vs. SWPPX - Performance Comparison
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Different Trading Currencies
TYT.L is traded in JPY, while SWPPX is traded in USD. To make them comparable, the SWPPX values have been converted to JPY using the latest available exchange rates.
Returns By Period
In the year-to-date period, TYT.L achieves a -13.81% return, which is significantly lower than SWPPX's 13.59% return. Both investments have delivered pretty close results over the past 10 years, with TYT.L having a 20.63% annualized return and SWPPX not far behind at 20.23%.
TYT.L
- 1D
- 0.41%
- 1M
- -5.00%
- YTD
- -13.81%
- 6M
- -4.60%
- 1Y
- 7.80%
- 3Y*
- 15.21%
- 5Y*
- 11.72%
- 10Y*
- 20.63%
SWPPX
- 1D
- 0.43%
- 1M
- 5.54%
- YTD
- 13.59%
- 6M
- 14.39%
- 1Y
- 44.11%
- 3Y*
- 28.40%
- 5Y*
- 22.98%
- 10Y*
- 20.23%
TYT.L vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TYT.L Toyota Motor Corp | -13.81% | 10.28% | 24.59% | 46.95% | -11.53% | 52.81% | 13.02% | 41.94% | 4.76% | 24.27% |
SWPPX Schwab S&P 500 Index Fund | 13.59% | 17.52% | 39.44% | 35.77% | -6.75% | 43.43% | 12.53% | 30.18% | -6.99% | 17.30% |
Correlation
The correlation between TYT.L and SWPPX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.09 |
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Return for Risk
TYT.L vs. SWPPX — Risk / Return Rank
TYT.L
SWPPX
TYT.L vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toyota Motor Corp (TYT.L) and Schwab S&P 500 Index Fund (SWPPX). 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.
| TYT.L | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.95 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.58 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 5.32 | -5.00 |
| Martin ratioReturn relative to average drawdown | 0.86 | 20.76 | -19.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TYT.L | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 3.20 | -2.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 1.16 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.94 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.50 | -0.30 |
Drawdowns
TYT.L vs. SWPPX - Drawdown Comparison
The maximum TYT.L drawdown since its inception was -68.61%, which is greater than SWPPX's maximum drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for TYT.L and SWPPX.
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Drawdown Indicators
| TYT.L | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.61% | -63.15% | -5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -8.34% | -16.35% |
Max Drawdown (3Y)Largest decline over 3 years | -41.67% | -23.65% | -18.02% |
Max Drawdown (5Y)Largest decline over 5 years | -41.67% | -23.65% | -18.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.67% | -34.07% | -7.60% |
Current DrawdownCurrent decline from peak | -24.38% | -0.24% | -24.14% |
Average DrawdownAverage peak-to-trough decline | -19.76% | -14.17% | -5.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 2.13% | +6.95% |
Volatility
TYT.L vs. SWPPX - Volatility Comparison
Toyota Motor Corp (TYT.L) has a higher volatility of 8.88% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.35%. This indicates that TYT.L's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYT.L | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 2.35% | +6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 22.05% | 9.43% | +12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.68% | 13.88% | +17.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.04% | 19.88% | +15.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.59% | 21.69% | +9.90% |
Dividends
TYT.L vs. SWPPX - Dividend Comparison
TYT.L's dividend yield for the trailing twelve months is around 3.33%, more than SWPPX's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.00% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
TYT.L Toyota Motor Corp | 3.33% | 2.83% | 2.70% | 2.51% | 2.69% | 12.11% | 7.85% | 14.24% | 17.17% | 14.55% | 15.27% | 15.01% |
Frequently Asked Questions
TYT.L and SWPPX have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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