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Denso Corp ADR (DNZOY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US24872B1008

CUSIP

24872B100

Industry

Auto Parts

Highlights

Market Cap

$37.40B

EPS (TTM)

$1.01

PE Ratio

13.24

PEG Ratio

1.04

Total Revenue (TTM)

$1.75T

Gross Profit (TTM)

$251.81B

EBITDA (TTM)

$215.52B

Year Range

$10.96 - $16.58

Target Price

$23.57

Share Price Chart


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Compare to other instruments

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Denso Corp ADR

Popular comparisons:
DNZOY vs. SPY
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Performance

Performance Chart


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S&P 500

Returns By Period

Denso Corp ADR (DNZOY) returned -2.21% year-to-date (YTD) and -15.73% over the past 12 months. Over the past 10 years, DNZOY returned 4.33% annually, underperforming the S&P 500 benchmark at 10.84%.


DNZOY

YTD

-2.21%

1M

3.57%

6M

-4.36%

1Y

-15.73%

3Y*

-2.07%

5Y*

9.55%

10Y*

4.33%

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*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%-6.44%-3.86%3.70%4.46%-2.21%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DNZOY is 21, meaning it’s performing worse than 79% 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 2121
Overall Rank
The Sharpe Ratio Rank of DNZOY is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of DNZOY is 1919
Sortino Ratio Rank
The Omega Ratio Rank of DNZOY is 1818
Omega Ratio Rank
The Calmar Ratio Rank of DNZOY is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DNZOY is 2222
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Denso Corp ADR Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: -0.54
  • 5-Year: 0.32
  • 10-Year: 0.15
  • All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Denso Corp ADR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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$0.00$0.19$0.34$0.33$0.50$0.66$0.64$0.61$0.56$0.54$0.50$0.48

Dividend yield

0.00%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$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

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

The current Denso Corp ADR drawdown is 35.31%.


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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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

Earnings Per Share

The chart presents the Earnings Per Share (EPS) performance of Denso Corp ADR, comparing actual results with analytics estimates. In the past quarter, the company did not meet analyst expectations for EPS, resulting in a surprise of -56.4%.


-0.60-0.40-0.200.000.200.400.600.80AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
0.28
0.72
Actual
Estimate

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 13.2. 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 1.0. 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 0.0. 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 1.1. 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