Toyota Motor Corp

10-Year Study

TYT.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Toyota Motor Corp has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 32.2% and an annualized volatility of 30.0%.

1Y CAGR
+29.2%
3Y CAGR
+24.8%
5Y CAGR
+17.5%
10Y CAGR
+15.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +47.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.49.2-17.37.3————————1.1%
2025-5.5-6.4-4.35.0-0.9-8.48.26.54.85.90.16.810.3%
202414.222.36.2-4.3-6.5-3.3-10.4-6.4-6.55.6-5.023.324.6%
20234.6-2.13.0-1.22.820.73.65.47.6-4.08.7-7.247.1%
20226.5-5.66.9-1.3-3.7-1.11.8-1.7-9.58.2-1.1-9.6-11.5%
2021-7.67.09.8-4.512.46.31.0-2.210.70.22.12.942.8%
2020-0.1-7.6-7.14.51.0-1.5-8.113.8-0.6-1.42.413.76.4%
20194.30.2-1.05.6-6.64.06.1-1.75.33.81.71.124.5%
20183.6-2.2-3.53.3-2.72.15.2-7.33.6-7.05.1-7.7-8.4%
2017-4.0-3.0-2.7-1.5-1.7-0.86.1-2.511.94.11.31.98.4%
2016———-6.3-0.4-8.313.48.6-6.94.610.43.016.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 30.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 22.2% of variance. Idiosyncratic stock-specific factors contribute 33.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019366.89417682825
2016-05-019326.385643387106
2016-06-018547.798037494216
2016-07-019695.185197382172
2016-08-0110528.446711215778
2016-09-019799.462439803
2016-10-0110251.847045719476
2016-11-0111316.815782632853
2016-12-0111660.707399884202
2017-01-0111195.278504341986
2017-02-0110864.07032752261
2017-03-0110574.717153789723
2017-04-0110419.276400439372
2017-05-0110241.452486904911
2017-06-0110156.610885687414
2017-07-0110773.639651090361
2017-08-0110506.06822221864
2017-09-0111757.14405496866
2017-10-0112244.822981866218
2017-11-0112407.476047904893
2017-12-0112644.990724190464
2018-01-0113104.76164451006
2018-02-0112819.125567811972
2018-03-0112375.335945928207
2018-04-0112785.528055499304
2018-05-0112439.5390752965
2018-06-0112701.24466112524
2018-07-0113367.374608408556
2018-08-0112388.527377943634
2018-09-0112838.818124298883
2018-10-0111946.03050705501
2018-11-0112552.512900066728
2018-12-0111588.556245879137
2019-01-0112089.058748817895
2019-02-0112114.980333135041
2019-03-0111991.724058037631
2019-04-0112663.307616113447
2019-05-0111826.719049357396
2019-06-0112296.162830104025
2019-07-0113051.322097727305
2019-08-0112823.089069959666
2019-09-0113504.693491892103
2019-10-0114018.308016667732
2019-11-0114262.336663188971
2019-12-0114424.439696961415
2020-01-0114409.851580040671
2020-02-0113308.15329994836
2020-03-0112357.399755743632
2020-04-0112913.409973498021
2020-05-0113047.121532840663
2020-06-0112853.519517503755
2020-07-0111817.558851700791
2020-08-0113444.68275283325
2020-09-0113364.55321147608
2020-10-0113171.472033486803
2020-11-0113493.725544876443
2020-12-0115340.702364344643
2021-01-0114180.075892774772
2021-02-0115178.75464753909
2021-03-0116670.7142501799
2021-04-0115921.619351046005
2021-05-0117898.439987042126
2021-06-0119022.877605325342
2021-07-0119208.99287573919
2021-08-0118791.70406535738
2021-09-0120802.93383240295
2021-10-0120844.540094783053
2021-11-0121284.52153148602
2021-12-0121900.289076405905
2022-01-0123323.6873322314
2022-02-0122019.905329053592
2022-03-0123538.621490683203
2022-04-0123228.403292532854
2022-05-0122359.31377460635
2022-06-0122111.754878529286
2022-07-0122512.06275646276
2022-08-0122138.0910306904
2022-09-0120034.642690398163
2022-10-0121683.29959568541
2022-11-0121453.874247442585
2022-12-0119389.05195224085
2023-01-0120288.770443157846
2023-02-0119860.781111214656
2023-03-0120452.765307654885
2023-04-0120202.545002799212
2023-05-0120762.820014261135
2023-06-0125052.863822988173
2023-07-0125957.605007699283
2023-08-0127361.012918868255
2023-09-0129453.757234208875
2023-10-0128278.456228759238
2023-11-0130740.81171683171
2023-12-0128523.172707562444
2024-01-0132562.40180289132
2024-02-0139832.70027071864
2024-03-0142311.37805387607
2024-04-0140492.70162069168
2024-05-0137854.777234596586
2024-06-0136619.292656170044
2024-07-0132823.79792258302
2024-08-0130714.57132400357
2024-09-0128720.610935201996
2024-10-0130330.32065129426
2024-11-0128822.276984104188
2024-12-0135537.87316652991
2025-01-0133589.27701002927
2025-02-0131448.6460214216
2025-03-0130086.613148877503
2025-04-0131593.24378200785
2025-05-0131305.718210178653
2025-06-0128671.989717783228
2025-07-0131012.44357498084
2025-08-0133042.369767891054
2025-09-0134613.495479575584
2025-10-0136645.461813396825
2025-11-0136680.495715704084
2025-12-0139191.25871439125
2026-01-0140919.597894882885
2026-02-0144668.22544175999
2026-03-0136925.73303185493
2026-04-0139611.66554207841
Annual Return Matrix
YearAnnual Return
20170.08441025836185867
2018-0.0835456902542695
20190.2447141292592605
20200.06352154306390445
20210.4275936366060571
2022-0.11466684825044227
20230.4710968219498701
20240.2459298806232606
20250.10280259403092651
20260.010727056019070424
Total Factor Risk
0.3003600729916367
VTI.US Exposure
0.15020458049055602
VEA.US Exposure
0.2217756397551033
VWO.US Exposure
0.03717104795512428
QQQ.US Exposure
0.027904846278196324
VTV.US Exposure
0.11887422035733758
IJR.US Exposure
-0.07930727082749965
QUAL.US Exposure
-0.08522158842883579
SHV.US Exposure
0.11159808222331746
TLT.US Exposure
0.002258241705648355
LQD.US Exposure
0.005834149273453508
HYG.US Exposure
0.004529096846376936
GLD.US Exposure
0.001246364881372862
USO.US Exposure
0.003306699092286219
VNQ.US Exposure
0.01261578283829418
BTC-USD.CC Exposure
0.0017256135852118687
CPER.US Exposure
-0.009317076029490794
VIX.INDX Exposure
0.0012626081497059609
UUP.US Exposure
0.11375279811587657
TIP.US Exposure
0.027779601478714756
Idiosyncratic Exposure
0.3320065622592501
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
30.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →0.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.87%
Market Cap$42.5T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$584
Avg Yield on Cost
5.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$583.95.84%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-3.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Toyota Motor Corp a high-risk investment?

Toyota Motor Corp (TYT.LSE) has an annualized volatility of 30.0% and experienced a maximum drawdown of 32.2% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of TYT.LSE?

Over the past 10 years, TYT.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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