WOR vs. TAYD

Last updated Jun 9, 2026

WOR (Worthington Industries, Inc.) and TAYD (Taylor Devices, Inc.) are both stocks. Both are in the Industrials sector — WOR in Metal Fabrication, TAYD in Specialty Industrial Machinery. Over the past 10 years, WOR returned 11.15%/yr vs 12.58%/yr for TAYD. At a 0.08 correlation, their price movements are largely independent.

Performance

WOR vs. TAYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Worthington Industries, Inc. (WOR) and Taylor Devices, Inc. (TAYD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WOR achieves a 12.61% return, which is significantly higher than TAYD's -6.24% return. Over the past 10 years, WOR has underperformed TAYD with an annualized return of 11.15%, while TAYD has yielded a comparatively higher 12.58% annualized return.

WOR

• 1D: 0.92%
• 1M: 6.25%
• YTD: 12.61%
• 6M: 5.59%
• 1Y: -2.70%
• 3Y*: 17.19%
• 5Y*: 9.15%
• 10Y*: 11.15%

TAYD

• 1D: 3.36%
• 1M: 5.48%
• YTD: -6.24%
• 6M: 13.01%
• 1Y: 49.71%
• 3Y*: 40.58%
• 5Y*: 35.50%
• 10Y*: 12.58%

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

WOR vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WOR Worthington Industries, Inc.	12.61%	30.29%	-29.34%	91.65%	-6.90%	8.43%	25.21%	24.08%	-19.30%	-5.48%
TAYD Taylor Devices, Inc.	-6.24%	40.46%	88.07%	55.95%	29.91%	4.33%	-0.38%	-13.71%	-9.24%	-11.71%

Correlation

The correlation between WOR and TAYD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995	0.08

The correlation between WOR and TAYD shifts across timeframes, from 0.08 (all time) to 0.19 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS WOR : $2.27 TAYD : $4.95
PE Ratio WOR : 25.46 TAYD : 11.07
PS Ratio WOR : 2.14 TAYD : 3.10
Total Revenue (TTM) WOR : $1.33B TAYD : $37.08M
Gross Profit (TTM) WOR : $369.08M TAYD : $21.95M
EBITDA (TTM) WOR : $159.44M TAYD : $13.00M

Return for Risk

WOR vs. TAYD — Risk / Return Rank

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

WOR

WOR Risk / Return Rank: 37
WOR Sharpe Ratio Rank: 39
WOR Sortino Ratio Rank: 33
WOR Omega Ratio Rank: 33
WOR Calmar Ratio Rank: 40
WOR Martin Ratio Rank: 39

TAYD

TAYD Risk / Return Rank: 66
TAYD Sharpe Ratio Rank: 69
TAYD Sortino Ratio Rank: 65
TAYD Omega Ratio Rank: 66
TAYD Calmar Ratio Rank: 65
TAYD Martin Ratio Rank: 65

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.

WOR vs. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worthington Industries, Inc. (WOR) and Taylor Devices, Inc. (TAYD). 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.

	WOR	TAYD	Difference
Sharpe ratio: Return per unit of total volatility	-0.09	0.86	-0.95
Sortino ratio: Return per unit of downside risk	0.07	1.42	-1.35
Omega ratio: Gain probability vs. loss probability	1.01	1.19	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.09	1.11	-1.20
Martin ratio: Return relative to average drawdown	-0.17	2.56	-2.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WOR vs. TAYD - Sharpe Ratio Comparison

The current WOR Sharpe Ratio is -0.09, which is lower than the TAYD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WOR and TAYD, 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

	WOR	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	0.86	-0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.67	-0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.27	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.13	+0.10

Drawdowns

WOR vs. TAYD - Drawdown Comparison

The maximum WOR drawdown since its inception was -70.94%, roughly equal to the maximum TAYD drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for WOR and TAYD.

Drawdown Indicators

	WOR	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	-70.94%	-74.52%	+3.58%
Max Drawdown (1Y) Largest decline over 1 year	-29.83%	-45.06%	+15.23%
Max Drawdown (3Y) Largest decline over 3 years	-42.42%	-52.65%	+10.23%
Max Drawdown (5Y) Largest decline over 5 years	-42.42%	-52.65%	+10.23%
Max Drawdown (10Y) Largest decline over 10 years	-64.53%	-66.49%	+1.96%
Current Drawdown Current decline from peak	-13.28%	-39.07%	+25.79%
Average Drawdown Average peak-to-trough decline	-20.23%	-37.29%	+17.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.02%	19.47%	-3.45%

Volatility

WOR vs. TAYD - Volatility Comparison

The current volatility for Worthington Industries, Inc. (WOR) is 6.93%, while Taylor Devices, Inc. (TAYD) has a volatility of 10.68%. This indicates that WOR experiences smaller price fluctuations and is considered to be less risky than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WOR	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.93%	10.68%	-3.75%
Volatility (6M) Calculated over the trailing 6-month period	20.48%	45.11%	-24.63%
Volatility (1Y) Calculated over the trailing 1-year period	28.95%	58.53%	-29.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.24%	53.12%	-14.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.98%	46.24%	-6.26%

Dividends

WOR vs. TAYD - Dividend Comparison

WOR's dividend yield for the trailing twelve months is around 1.28%, while TAYD has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TAYD Taylor Devices, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WOR Worthington Industries, Inc.	1.28%	1.40%	1.65%	49.97%	2.37%	1.99%	1.91%	2.23%	2.53%	1.86%	1.64%	2.46%

Financials

Frequently Asked Questions

Can I hold both WOR and TAYD in my portfolio?

WOR and TAYD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WOR or TAYD?

TAYD has higher volatility (10.68%) compared to WOR (6.93%). In terms of maximum drawdown, WOR dropped -70.94% vs TAYD's -74.52%.

Which has better risk-adjusted returns?

TAYD currently has the higher Sharpe Ratio (0.86 vs -0.09), 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.