WS vs. TAYD

Last updated Jun 9, 2026

WS (Worthington Steel Inc) and TAYD (Taylor Devices, Inc.) are both stocks. WS operates in Steel (Basic Materials), while TAYD operates in Specialty Industrial Machinery (Industrials). Over the past year, WS returned 63.43% vs 49.71% for TAYD. At a 0.16 correlation, their price movements are largely independent.

Performance

WS vs. TAYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Worthington Steel Inc (WS) 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, WS achieves a 20.67% return, which is significantly higher than TAYD's -6.24% return.

WS

• 1D: 0.12%
• 1M: 2.82%
• YTD: 20.67%
• 6M: 19.03%
• 1Y: 63.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

WS vs. TAYD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WS Worthington Steel Inc	20.67%	11.18%	15.44%	26.58%
TAYD Taylor Devices, Inc.	-6.24%	40.46%	88.07%	-7.02%

Correlation

The correlation between WS 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 (All Time) Calculated using the full available price history since Dec 4, 2023	0.16

Fundamentals

EPS WS : $2.44 TAYD : $4.95
PE Ratio WS : 17.05 TAYD : 11.07
PEG Ratio WS : 16.56 TAYD : 0.12
PS Ratio WS : 0.62 TAYD : 3.10
Total Revenue (TTM) WS : $3.35B TAYD : $37.08M
Gross Profit (TTM) WS : $411.50M TAYD : $21.95M
EBITDA (TTM) WS : $216.90M TAYD : $13.00M

Return for Risk

WS vs. TAYD — Risk / Return Rank

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

WS

WS Risk / Return Rank: 75
WS Sharpe Ratio Rank: 79
WS Sortino Ratio Rank: 74
WS Omega Ratio Rank: 76
WS Calmar Ratio Rank: 70
WS Martin Ratio Rank: 74

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.

WS vs. TAYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Worthington Steel Inc (WS) 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.

	WS	TAYD	Difference
Sharpe ratio: Return per unit of total volatility	1.29	0.86	+0.44
Sortino ratio: Return per unit of downside risk	1.88	1.42	+0.47
Omega ratio: Gain probability vs. loss probability	1.26	1.19	+0.07
Calmar ratio: Return relative to maximum drawdown	1.52	1.11	+0.41
Martin ratio: Return relative to average drawdown	4.42	2.56	+1.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WS vs. TAYD - Sharpe Ratio Comparison

The current WS Sharpe Ratio is 1.29, which is higher than the TAYD Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WS 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

	WS	TAYD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.86	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.13	+0.46

Drawdowns

WS vs. TAYD - Drawdown Comparison

The maximum WS drawdown since its inception was -50.98%, smaller than the maximum TAYD drawdown of -74.52%. Use the drawdown chart below to compare losses from any high point for WS and TAYD.

Drawdown Indicators

	WS	TAYD	Difference
Max Drawdown Largest peak-to-trough decline	-50.98%	-74.52%	+23.54%
Max Drawdown (1Y) Largest decline over 1 year	-42.00%	-45.06%	+3.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-52.65%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-52.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.49%	—
Current Drawdown Current decline from peak	-14.20%	-39.07%	+24.87%
Average Drawdown Average peak-to-trough decline	-21.89%	-37.29%	+15.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.41%	19.47%	-5.06%

Volatility

WS vs. TAYD - Volatility Comparison

Worthington Steel Inc (WS) has a higher volatility of 11.25% compared to Taylor Devices, Inc. (TAYD) at 10.68%. This indicates that WS's price experiences larger fluctuations and is considered to be riskier than TAYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WS	TAYD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.25%	10.68%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	34.67%	45.11%	-10.44%
Volatility (1Y) Calculated over the trailing 1-year period	49.45%	58.53%	-9.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.12%	53.12%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.12%	46.24%	+5.88%

Dividends

WS vs. TAYD - Dividend Comparison

WS's dividend yield for the trailing twelve months is around 1.54%, while TAYD has not paid dividends to shareholders.

Position	TTM	2025	2024
TAYD Taylor Devices, Inc.	0.00%	0.00%	0.00%
WS Worthington Steel Inc	1.54%	1.85%	2.01%

Financials

Frequently Asked Questions

Can I hold both WS and TAYD in my portfolio?

WS 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, WS or TAYD?

WS has higher volatility (11.25%) compared to TAYD (10.68%). In terms of maximum drawdown, WS dropped -50.98% vs TAYD's -74.52%.

Which has better risk-adjusted returns?

WS currently has the higher Sharpe Ratio (1.29 vs 0.86), 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.