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VWAGY vs. TM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VWAGY and TM is 0.36, 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.


-0.50.00.51.00.4

Performance

VWAGY vs. TM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volkswagen AG 1/10 ADR (VWAGY) and Toyota Motor Corporation (TM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-18.87%
-6.98%
VWAGY
TM

Key characteristics

Sharpe Ratio

VWAGY:

-0.64

TM:

-0.16

Sortino Ratio

VWAGY:

-0.77

TM:

-0.05

Omega Ratio

VWAGY:

0.91

TM:

0.99

Calmar Ratio

VWAGY:

-0.25

TM:

-0.13

Martin Ratio

VWAGY:

-0.68

TM:

-0.21

Ulcer Index

VWAGY:

25.16%

TM:

21.65%

Daily Std Dev

VWAGY:

27.05%

TM:

27.30%

Max Drawdown

VWAGY:

-70.27%

TM:

-60.34%

Current Drawdown

VWAGY:

-66.34%

TM:

-27.27%

Fundamentals

Market Cap

VWAGY:

$48.54B

TM:

$237.73B

EPS

VWAGY:

$2.52

TM:

$20.19

PE Ratio

VWAGY:

3.87

TM:

8.95

PEG Ratio

VWAGY:

0.69

TM:

1.54

Total Revenue (TTM)

VWAGY:

$237.28B

TM:

$34.36T

Gross Profit (TTM)

VWAGY:

$42.72B

TM:

$7.12T

EBITDA (TTM)

VWAGY:

$38.10B

TM:

$5.25T

Returns By Period

In the year-to-date period, VWAGY achieves a 4.83% return, which is significantly higher than TM's -7.11% return.


VWAGY

YTD

4.83%

1M

5.86%

6M

-18.87%

1Y

-17.73%

5Y*

-7.42%

10Y*

N/A

TM

YTD

-7.11%

1M

4.12%

6M

-6.98%

1Y

-7.30%

5Y*

8.24%

10Y*

7.22%

*Annualized

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Risk-Adjusted Performance

VWAGY vs. TM — Risk-Adjusted Performance Rank

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

VWAGY
The Risk-Adjusted Performance Rank of VWAGY is 2121
Overall Rank
The Sharpe Ratio Rank of VWAGY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of VWAGY is 1414
Sortino Ratio Rank
The Omega Ratio Rank of VWAGY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VWAGY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VWAGY is 3232
Martin Ratio Rank

TM
The Risk-Adjusted Performance Rank of TM is 3636
Overall Rank
The Sharpe Ratio Rank of TM is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of TM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of TM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of TM is 3838
Calmar Ratio Rank
The Martin Ratio Rank of TM is 4242
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.

VWAGY vs. TM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG 1/10 ADR (VWAGY) and Toyota Motor Corporation (TM). 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.


Sharpe ratio
The chart of Sharpe ratio for VWAGY, currently valued at -0.64, compared to the broader market-2.000.002.004.00-0.64-0.16
The chart of Sortino ratio for VWAGY, currently valued at -0.77, compared to the broader market-4.00-2.000.002.004.00-0.77-0.05
The chart of Omega ratio for VWAGY, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.99
The chart of Calmar ratio for VWAGY, currently valued at -0.24, compared to the broader market0.002.004.006.00-0.25-0.13
The chart of Martin ratio for VWAGY, currently valued at -0.68, compared to the broader market-10.000.0010.0020.0030.00-0.68-0.21
VWAGY
TM

The current VWAGY Sharpe Ratio is -0.64, which is lower than the TM Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of VWAGY and TM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.64
-0.16
VWAGY
TM

Dividends

VWAGY vs. TM - Dividend Comparison

VWAGY's dividend yield for the trailing twelve months is around 9.88%, more than TM's 3.02% yield.


TTM20242023202220212020201920182017201620152014
VWAGY
Volkswagen AG 1/10 ADR
9.88%10.35%7.15%17.23%1.99%2.72%2.75%0.00%0.00%0.00%0.00%0.00%
TM
Toyota Motor Corporation
3.02%2.81%2.45%2.90%2.45%2.74%2.86%3.40%2.96%6.46%5.92%5.13%

Drawdowns

VWAGY vs. TM - Drawdown Comparison

The maximum VWAGY drawdown since its inception was -70.27%, which is greater than TM's maximum drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for VWAGY and TM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-66.34%
-27.27%
VWAGY
TM

Volatility

VWAGY vs. TM - Volatility Comparison

The current volatility for Volkswagen AG 1/10 ADR (VWAGY) is 6.47%, while Toyota Motor Corporation (TM) has a volatility of 11.29%. This indicates that VWAGY experiences smaller price fluctuations and is considered to be less risky than TM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%6.00%7.00%8.00%9.00%10.00%11.00%12.00%AugustSeptemberOctoberNovemberDecember2025
6.47%
11.29%
VWAGY
TM

Financials

VWAGY vs. TM - Financials Comparison

This section allows you to compare key financial metrics between Volkswagen AG 1/10 ADR and Toyota Motor Corporation. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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