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ISIN
US24872B1008
CUSIP
24872B100
Industry
Auto Parts

Highlights

Market Cap
$31.26B
Enterprise Value
$30.39B
EPS (TTM)
¥165.37
PE Ratio
11.29
PEG Ratio
0.57
Total Revenue (TTM)
¥7.64T
Gross Profit (TTM)
¥1.19T
EBITDA (TTM)
¥994.33B
Year Range
$11.18 - $15.85
ROA (TTM)
5.14%
ROE (TTM)
8.16%

Share Price Chart


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Denso Corp ADR

Often compared with DNZOY:
DNZOY vs. SPY

Performance

DNZOY Performance Chart

Denso Corp ADR (DNZOY) is down 15.3% since the beginning of the year. At $12 per share, DNZOY is trading 27.1% below its 52-week high of $16. Investors who bought $1,000 worth of DNZOY shares 5 years ago would now be looking at an investment worth $696.


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S&P 500 Index

Returns By Period

Denso Corp ADR (DNZOY) has returned -15.32% so far this year and -11.83% over the past 12 months. Over the last ten years, DNZOY has returned 3.79% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


Denso Corp ADR

1D
-1.37%
1M
0.61%
YTD
-15.32%
6M
-15.82%
1Y
-11.83%
3Y*
-9.54%
5Y*
-6.99%
10Y*
3.79%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DNZOY Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2007, DNZOY's average daily return is +0.03%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.

Historically, 56% of months were positive and 44% were negative. The best month was Dec 2020 with a return of +26.3%, while the worst month was Jul 2008 at -25.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DNZOY closed higher 50% of trading days. The best single day was Oct 14, 2008 with a return of +13.3%, while the worst single day was Nov 6, 2008 at -21.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.17%3.48%-12.54%-4.16%-0.84%-2.70%-15.32%
20250.36%-6.44%-2.16%3.70%4.34%0.07%1.19%4.92%0.28%-2.37%-6.43%4.12%0.74%
20244.50%16.72%4.80%-11.12%-4.68%-3.49%4.93%-5.98%-2.28%-4.31%0.99%-3.91%-6.45%
20239.65%-1.34%6.13%6.49%2.26%9.77%4.27%-3.24%-5.17%-7.16%4.81%-4.79%21.64%
2022-10.18%-5.87%-8.90%-4.43%-0.00%-13.18%3.41%0.04%-16.43%8.36%11.11%-10.69%-40.59%
2021-6.36%9.04%9.29%-3.10%6.00%-0.82%0.77%2.07%-5.20%10.37%0.79%13.34%39.76%

Benchmark Metrics

Denso Corp ADR has an annualized alpha of -0.75%, beta of 0.77, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since July 13, 2007.

  • This stock participated in 109.97% of S&P 500 Index downside but only 82.38% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.23 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.75%
Beta
0.77
0.23
Upside Capture
82.38%
Downside Capture
109.97%

Return for Risk

Risk / Return Rank

DNZOY ranks 25 for risk / return — below 25% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DNZOY Risk / Return Rank: 2525
Overall Rank
DNZOY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DNZOY Sortino Ratio Rank: 2424
Sortino Ratio Rank
DNZOY Omega Ratio Rank: 2525
Omega Ratio Rank
DNZOY Calmar Ratio Rank: 2525
Calmar Ratio Rank
DNZOY Martin Ratio Rank: 2424
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Denso Corp ADR (DNZOY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DNZOYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.76

Omega ratioGain probability vs. loss probability

0.96

1.32

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.49

2.46

-2.94

Martin ratioReturn relative to average drawdown

-0.92

10.92

-11.84

Dividends

Dividend History

Denso Corp ADR provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.22$0.21$0.00$0.00$0.18$0.00$0.00$0.00$0.14$0.40$0.25

Dividend yield

0.00%1.63%1.51%0.00%0.00%0.85%0.00%0.00%0.00%0.90%3.67%2.09%

Monthly Dividends

The table displays the monthly dividend distributions for Denso Corp ADR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.21
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Denso Corp ADR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Denso Corp ADR was 67.31%, occurring on Dec 5, 2008. Recovery took 1048 trading sessions.

The current Denso Corp ADR drawdown is 45.87%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-67.31%Dec 2008
12mo4y 2mo
5y 1moDec 2007 - Feb 2013
COVID crash2020
-57.33%Mar 2020
2y 1mo11mo 1d
3y 15dJan 2018 - Feb 2021
Bear market2022
-48.14%Sep 2022
8mo 21d
4y 5moJan 2022 - now
2016 bear market2016
-35.69%Jul 2016
1y 1mo1y 2mo
2y 4moMay 2015 - Sep 2017
2014 bear market2014
-21.11%May 2014
3mo 29d12mo 3d
1y 3moJan 2014 - May 2015

Drawdown Indicators


DNZOYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.31%

-56.78%

-10.53%

Max Drawdown (1Y)

Largest decline over 1 year

-24.34%

-9.10%

-15.24%

Max Drawdown (3Y)

Largest decline over 3 years

-40.90%

-18.90%

-22.00%

Max Drawdown (5Y)

Largest decline over 5 years

-48.14%

-25.43%

-22.71%

Max Drawdown (10Y)

Largest decline over 10 years

-57.33%

-33.92%

-23.41%

Current Drawdown

Current decline from peak

-45.87%

-3.21%

-42.66%

Average Drawdown

Average peak-to-trough decline

-23.14%

-10.71%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.92%

2.04%

+10.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Denso Corp ADR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Denso Corp ADR is priced in the market compared to other companies in the Auto Parts industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for DNZOY, comparing it with other companies in the Auto Parts industry. Currently, DNZOY has a P/E ratio of 11.3. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for DNZOY compared to other companies in the Auto Parts industry. DNZOY currently has a PEG ratio of 0.6. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for DNZOY relative to other companies in the Auto Parts industry. Currently, DNZOY has a P/S ratio of 0.7. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for DNZOY in comparison with other companies in the Auto Parts industry. Currently, DNZOY has a P/B value of 0.9. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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