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Denso Corp ADR (DNZOY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US24872B1008
CUSIP
24872B100
Industry
Auto Parts

Highlights

Market Cap
$33.62B
Enterprise Value
$377.24B
EPS (TTM)
$140.53
PE Ratio
0.09
PEG Ratio
0.00
Total Revenue (TTM)
$7.44T
Gross Profit (TTM)
$1.16T
EBITDA (TTM)
$915.41B
Year Range
$10.96 - $15.85
ROA (TTM)
4.43%
ROE (TTM)
7.25%

Share Price Chart


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Denso Corp ADR

Often compared with DNZOY:
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.


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S&P 500 Index

Returns By Period

Denso Corp ADR (DNZOY) has returned -8.43% so far this year and 0.40% over the past 12 months. Over the last ten years, DNZOY has returned 3.65% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Denso Corp ADR

1D
6.03%
1M
-12.54%
YTD
-8.43%
6M
-12.90%
1Y
0.40%
3Y*
-2.95%
5Y*
-4.28%
10Y*
3.65%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 13, 2007, DNZOY's average daily return is +0.03%, while the average monthly return is +0.49%. At this rate, your investment would double in approximately 11.8 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%-8.43%
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 0.14%, beta of 0.77, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since July 16, 2007.

  • This stock participated in 110.00% of S&P 500 Index downside but only 86.76% 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
0.14%
Beta
0.77
0.23
Upside Capture
86.76%
Downside Capture
110.00%

Return for Risk

Risk / Return Rank

DNZOY ranks 38 for risk / return — below 38% 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: 3838
Overall Rank
DNZOY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DNZOY Sortino Ratio Rank: 3535
Sortino Ratio Rank
DNZOY Omega Ratio Rank: 3535
Omega Ratio Rank
DNZOY Calmar Ratio Rank: 4040
Calmar Ratio Rank
DNZOY Martin Ratio Rank: 3939
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 a chosen benchmark (S&P 500 Index).


DNZOYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.90

-0.88

Sortino ratio

Return per unit of downside risk

0.26

1.39

-1.13

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.02

1.40

-1.42

Martin ratio

Return relative to average drawdown

-0.06

6.61

-6.66

Explore DNZOY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

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
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 41.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.31%Dec 11, 2007250Dec 5, 20081048Feb 6, 20131298
-57.33%Jan 29, 2018538Mar 18, 2020229Feb 12, 2021767
-48.14%Jan 12, 2022181Sep 30, 2022
-35.69%May 19, 2015286Jul 6, 2016306Sep 21, 2017592
-21.11%Jan 21, 201484May 20, 2014250May 18, 2015334

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 0.1. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

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 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

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 0.0. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

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 0.0. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

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