PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Denso Corp ADR (DNZOY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US24872B1008

CUSIP

24872B100

Sector

Consumer Cyclical

Industry

Auto Parts

Highlights

Market Cap

$36.36B

EPS (TTM)

$1.00

PE Ratio

12.75

PEG Ratio

0.79

Total Revenue (TTM)

$3.54T

Gross Profit (TTM)

$541.16B

EBITDA (TTM)

$452.78B

Year Range

$12.33 - $19.74

Target Price

$23.57

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DNZOY vs. SPY
Popular comparisons:
DNZOY vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Denso Corp ADR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-17.10%
9.25%
DNZOY (Denso Corp ADR)
Benchmark (^GSPC)

Returns By Period

Denso Corp ADR had a return of -7.47% year-to-date (YTD) and -27.29% in the last 12 months. Over the past 10 years, Denso Corp ADR had an annualized return of 5.02%, while the S&P 500 had an annualized return of 11.26%, indicating that Denso Corp ADR did not perform as well as the benchmark.


DNZOY

YTD

-7.47%

1M

-5.90%

6M

-18.06%

1Y

-27.29%

5Y*

8.22%

10Y*

5.02%

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of DNZOY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.36%-7.47%
20244.50%16.72%5.84%-11.12%-4.68%-3.49%4.93%-5.98%-3.64%-4.31%0.99%-3.91%-6.83%
20239.65%-1.34%7.46%6.49%2.26%9.77%4.27%-3.24%-4.23%-7.16%4.81%-4.79%24.40%
2022-10.18%-5.87%-7.95%-4.43%0.00%-13.18%3.41%0.04%-15.34%8.36%11.11%-10.69%-39.19%
2021-6.36%9.02%11.43%-3.10%6.00%-0.82%0.77%2.07%-5.20%10.37%0.79%13.34%42.47%
2020-9.18%-6.41%-14.10%9.96%10.09%1.37%-5.44%13.90%8.07%6.38%1.33%26.34%42.02%
20192.28%-6.06%-6.37%11.81%-10.84%8.17%0.71%-1.27%7.20%6.28%-3.28%0.80%7.15%
20185.15%-7.39%-3.07%-4.87%-7.53%-0.47%1.98%-2.71%12.30%-15.32%4.32%-3.88%-21.82%
2017-0.19%2.54%2.03%-2.17%-1.20%-0.89%13.45%1.52%6.44%8.17%3.19%6.12%45.27%
2016-10.08%-13.77%10.38%-5.27%3.08%-9.83%10.55%6.37%-0.79%9.14%2.12%-2.43%-4.39%
2015-5.83%7.11%-0.50%8.48%5.00%-4.42%-0.24%-10.27%-2.60%9.70%2.66%0.00%7.29%
2014-2.72%3.85%-7.99%-5.38%1.37%3.78%-2.47%-6.76%8.23%0.87%0.21%-0.17%-8.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DNZOY is 9, meaning it’s performing worse than 91% of other stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DNZOY is 99
Overall Rank
The Sharpe Ratio Rank of DNZOY is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of DNZOY is 77
Sortino Ratio Rank
The Omega Ratio Rank of DNZOY is 88
Omega Ratio Rank
The Calmar Ratio Rank of DNZOY is 1010
Calmar Ratio Rank
The Martin Ratio Rank of DNZOY is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Denso Corp ADR (DNZOY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DNZOY, currently valued at -0.91, compared to the broader market-2.000.002.004.00-0.911.83
The chart of Sortino ratio for DNZOY, currently valued at -1.21, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.212.47
The chart of Omega ratio for DNZOY, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.33
The chart of Calmar ratio for DNZOY, currently valued at -0.64, compared to the broader market0.002.004.006.00-0.642.76
The chart of Martin ratio for DNZOY, currently valued at -1.18, compared to the broader market-10.000.0010.0020.0030.00-1.1811.27
DNZOY
^GSPC

The current Denso Corp ADR Sharpe ratio is -0.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Denso Corp ADR with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.91
1.83
DNZOY (Denso Corp ADR)
Benchmark (^GSPC)

Dividends

Dividend History

Denso Corp ADR provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.19 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.19$0.19$0.34$0.33$0.50$0.66$0.64$0.61$0.56$0.54$0.50$0.48

Dividend yield

1.50%1.38%2.26%2.67%2.40%4.42%5.66%5.41%3.75%4.94%4.18%4.14%

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
2025$0.00$0.00$0.00
2024$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19
2023$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.34
2022$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.33
2021$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.50
2020$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.66
2019$0.00$0.00$0.32$0.00$0.00$0.00$0.00$0.00$0.32$0.00$0.00$0.00$0.64
2018$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.61
2017$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.56
2016$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.54
2015$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.50
2014$0.28$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.48

Dividend Yield & Payout


Dividend Yield
100.0%200.0%300.0%400.0%500.0%600.0%1.5%
Denso Corp ADR has a dividend yield of 1.50%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%18.7%
Denso Corp ADR has a payout ratio of 18.69%, which is below the market average. This means Denso Corp ADR returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-38.79%
-0.07%
DNZOY (Denso Corp ADR)
Benchmark (^GSPC)

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 60.08%, occurring on Nov 20, 2008. Recovery took 113 trading sessions.

The current Denso Corp ADR drawdown is 38.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.08%Dec 11, 2007235Nov 20, 2008113May 5, 2009348
-52.53%Jan 29, 2018538Mar 18, 2020182Dec 4, 2020720
-46.92%Jan 12, 2022181Sep 30, 2022
-34.98%May 19, 2015286Jul 6, 2016270Aug 1, 2017556
-29.88%Jul 1, 2011119Dec 19, 2011251Dec 19, 2012370

Volatility

Volatility Chart

The current Denso Corp ADR volatility is 9.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
9.49%
3.21%
DNZOY (Denso Corp ADR)
Benchmark (^GSPC)

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 assessment of the market value of Denso Corp ADR compared to its peers in the Auto Parts industry.


PE Ratio
20.040.060.080.012.8
The chart displays the price to earnings (P/E) ratio for DNZOY in comparison to other companies of the Auto Parts industry. Currently, DNZOY has a PE value of 12.8. This PE ratio falls in the average range for the industry.
PEG Ratio
-30.0-20.0-10.00.010.00.8
The chart displays the price to earnings to growth (PEG) ratio for DNZOY in comparison to other companies of the Auto Parts industry. Currently, DNZOY has a PEG value of 0.8. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Denso Corp ADR.


Loading data...

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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab