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KWHIY vs. PBR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

KWHIY vs. PBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kawasaki Heavy Industries Ltd ADR (KWHIY) and Petróleo Brasileiro S.A. - Petrobras (PBR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KWHIY achieves a 31.79% return, which is significantly lower than PBR's 51.82% return. Over the past 10 years, KWHIY has underperformed PBR with an annualized return of 11.30%, while PBR has yielded a comparatively higher 22.49% annualized return.


KWHIY

1D
-3.73%
1M
-16.85%
YTD
31.79%
6M
25.09%
1Y
18.81%
3Y*
53.87%
5Y*
29.42%
10Y*
11.30%

PBR

1D
-1.72%
1M
-14.46%
YTD
51.82%
6M
51.43%
1Y
67.27%
3Y*
23.68%
5Y*
31.51%
10Y*
22.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KWHIY vs. PBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KWHIY
Kawasaki Heavy Industries Ltd ADR
31.79%44.36%113.86%-5.41%24.97%-17.66%4.24%1.23%-39.85%14.23%
PBR
Petróleo Brasileiro S.A. - Petrobras
51.82%-1.01%-8.38%71.48%47.76%20.44%-28.83%24.65%27.68%1.78%

Correlation

The correlation between KWHIY and PBR 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

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.18

The correlation between KWHIY and PBR shifts across timeframes, from 0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

KWHIY:

$14.55B

PBR:

$114.39B

EPS

KWHIY:

$52.66

PBR:

$3.16

PE Ratio

KWHIY:

0.13

PBR:

5.62

PEG Ratio

KWHIY:

0.00

PBR:

0.15

PS Ratio

KWHIY:

0.01

PBR:

1.23

PB Ratio

KWHIY:

0.02

PBR:

1.34

Total Revenue (TTM)

KWHIY:

$2.34T

PBR:

$93.27B

Gross Profit (TTM)

KWHIY:

$461.47B

PBR:

$43.47B

EBITDA (TTM)

KWHIY:

$239.54B

PBR:

$41.03B

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Return for Risk

KWHIY vs. PBR — Risk / Return Rank

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

KWHIY
KWHIY Risk / Return Rank: 5454
Overall Rank
KWHIY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
KWHIY Sortino Ratio Rank: 5454
Sortino Ratio Rank
KWHIY Omega Ratio Rank: 5050
Omega Ratio Rank
KWHIY Calmar Ratio Rank: 5757
Calmar Ratio Rank
KWHIY Martin Ratio Rank: 5656
Martin Ratio Rank

PBR
PBR Risk / Return Rank: 8787
Overall Rank
PBR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PBR Sortino Ratio Rank: 8686
Sortino Ratio Rank
PBR Omega Ratio Rank: 8585
Omega Ratio Rank
PBR Calmar Ratio Rank: 8686
Calmar Ratio Rank
PBR Martin Ratio Rank: 8787
Martin Ratio Rank
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.

KWHIY vs. PBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kawasaki Heavy Industries Ltd ADR (KWHIY) and Petróleo Brasileiro S.A. - Petrobras (PBR). 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.


KWHIYPBRDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.10

1.36

-0.25

Calmar ratioReturn relative to maximum drawdown

0.69

3.59

-2.90

Martin ratioReturn relative to average drawdown

1.32

9.64

-8.32

KWHIY vs. PBR - Sharpe Ratio Comparison

The current KWHIY Sharpe Ratio is 0.36, which is lower than the PBR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of KWHIY and PBR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KWHIYPBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

2.14

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.84

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.48

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.20

+0.02

Drawdowns

KWHIY vs. PBR - Drawdown Comparison

The maximum KWHIY drawdown since its inception was -71.68%, smaller than the maximum PBR drawdown of -95.62%. Use the drawdown chart below to compare losses from any high point for KWHIY and PBR.


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Drawdown Indicators


KWHIYPBRDifference

Max Drawdown

Largest peak-to-trough decline

-71.68%

-95.62%

+23.94%

Max Drawdown (1Y)

Largest decline over 1 year

-27.34%

-18.81%

-8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-38.76%

-28.24%

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.76%

-39.62%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-71.68%

-75.13%

+3.45%

Current Drawdown

Current decline from peak

-27.34%

-26.03%

-1.31%

Average Drawdown

Average peak-to-trough decline

-33.26%

-52.73%

+19.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.24%

7.00%

+7.24%

Volatility

KWHIY vs. PBR - Volatility Comparison

Kawasaki Heavy Industries Ltd ADR (KWHIY) has a higher volatility of 22.04% compared to Petróleo Brasileiro S.A. - Petrobras (PBR) at 8.58%. This indicates that KWHIY's price experiences larger fluctuations and is considered to be riskier than PBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KWHIYPBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.04%

8.58%

+13.46%

Volatility (6M)

Calculated over the trailing 6-month period

41.56%

25.18%

+16.38%

Volatility (1Y)

Calculated over the trailing 1-year period

52.55%

31.62%

+20.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.94%

37.89%

+11.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.12%

47.10%

-2.98%

Dividends

KWHIY vs. PBR - Dividend Comparison

KWHIY has not paid dividends to shareholders, while PBR's dividend yield for the trailing twelve months is around 3.98%.


PositionTTM2025202420232022202120202019201820172016
KWHIY
Kawasaki Heavy Industries Ltd ADR
0.00%0.84%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.50%3.33%
PBR
Petróleo Brasileiro S.A. - Petrobras
3.98%7.10%14.73%10.91%55.64%18.95%0.84%1.59%1.03%0.00%0.00%

Financials

KWHIY vs. PBR - Financials Comparison

This section allows you to compare key financial metrics between Kawasaki Heavy Industries Ltd ADR and Petróleo Brasileiro S.A. - Petrobras. 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


0.00200.00B400.00B600.00B800.00B20222023202420252026
763.64B
23.53B
(KWHIY) Total Revenue
(PBR) Total Revenue
Values in USD except per share items

KWHIY vs. PBR - Profitability Comparison

The chart below illustrates the profitability comparison between Kawasaki Heavy Industries Ltd ADR and Petróleo Brasileiro S.A. - Petrobras over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
20.5%
45.0%
Portfolio components
KWHIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Kawasaki Heavy Industries Ltd ADR reported a gross profit of 156.76B and revenue of 763.64B. Therefore, the gross margin over that period was 20.5%.

PBR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Petróleo Brasileiro S.A. - Petrobras reported a gross profit of 10.60B and revenue of 23.53B. Therefore, the gross margin over that period was 45.0%.

KWHIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Kawasaki Heavy Industries Ltd ADR reported an operating income of 59.74B and revenue of 763.64B, resulting in an operating margin of 7.8%.

PBR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Petróleo Brasileiro S.A. - Petrobras reported an operating income of 7.37B and revenue of 23.53B, resulting in an operating margin of 31.3%.

KWHIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Kawasaki Heavy Industries Ltd ADR reported a net income of 43.08B and revenue of 763.64B, resulting in a net margin of 5.6%.

PBR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Petróleo Brasileiro S.A. - Petrobras reported a net income of 6.21B and revenue of 23.53B, resulting in a net margin of 26.4%.


Frequently Asked Questions


KWHIY and PBR 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.

KWHIY has higher volatility (22.04%) compared to PBR (8.58%). In terms of maximum drawdown, KWHIY dropped -71.68% vs PBR's -95.62%.

PBR currently has the higher Sharpe Ratio (2.14 vs 0.36), 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.

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