PortfoliosLab logoPortfoliosLab logo
ISIN
US2732021017
Industry
Railroads

Highlights

Market Cap
$23.32B
Enterprise Value
$55.50B
EPS (TTM)
¥111.08
PE Ratio
15.04
PEG Ratio
1.30
Total Revenue (TTM)
¥3.13T
Gross Profit (TTM)
¥1.15T
EBITDA (TTM)
¥873.02B
Year Range
$10.11 - $13.59
ROA (TTM)
2.31%
ROE (TTM)
8.20%

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


East Japan Railway Co ADR

Performance

EJPRY Performance Chart

East Japan Railway Co ADR (EJPRY) is down 21.1% since the beginning of the year. At $10 per share, EJPRY is trading 23.9% below its 52-week high of $14. Investors who bought $1,000 worth of EJPRY shares 5 years ago would now be looking at an investment worth $875.


Loading charts...

S&P 500 Index

Returns By Period

East Japan Railway Co ADR (EJPRY) has returned -21.13% so far this year and -1.27% over the past 12 months. Over the last ten years, EJPRY has returned -3.06% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


East Japan Railway Co ADR

1D
0.98%
1M
-8.41%
YTD
-21.13%
6M
-21.07%
1Y
-1.27%
3Y*
4.73%
5Y*
-2.63%
10Y*
-3.06%

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)

EJPRY Monthly Returns History

Based on dividend-adjusted daily data since Apr 6, 2011, EJPRY's average daily return is +0.03%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 51% of months were positive and 49% were negative. The best month was Feb 2016 with a return of +33.8%, while the worst month was Jul 2020 at -16.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, EJPRY closed higher 48% of trading days. The best single day was Feb 24, 2016 with a return of +40.6%, while the worst single day was Aug 1, 2024 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.42%-2.08%-6.28%-4.87%-3.02%-2.54%-21.13%
20250.23%11.19%1.40%10.04%-3.32%1.67%1.92%12.51%-0.33%-0.35%6.20%1.63%50.25%
20241.62%0.67%1.53%-5.44%-7.24%-5.51%17.59%-1.59%4.54%1.22%-2.80%-9.06%-6.83%
2023-2.65%-8.93%10.29%3.15%-4.00%0.88%3.47%-1.68%1.49%-11.78%6.67%6.82%1.38%
2022-7.52%4.44%-2.83%-9.99%-1.97%-0.24%2.13%-0.58%-0.58%1.41%8.20%0.64%-7.91%
2021-1.08%12.36%-3.80%-4.07%3.55%0.51%-7.03%1.40%3.93%-10.75%-1.93%0.59%-7.91%

Benchmark Metrics

East Japan Railway Co ADR has an annualized alpha of 1.37%, beta of 0.40, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since April 06, 2011.

  • This stock participated in 50.82% of S&P 500 Index downside but only 33.92% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 may look defensive, but with R2 of 0.07 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R2 of 0.07 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
1.37%
Beta
0.40
0.07
Upside Capture
33.92%
Downside Capture
50.82%

Return for Risk

Risk / Return Rank

EJPRY 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.


EJPRY Risk / Return Rank: 3838
Overall Rank
EJPRY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EJPRY Sortino Ratio Rank: 3434
Sortino Ratio Rank
EJPRY Omega Ratio Rank: 3434
Omega Ratio Rank
EJPRY Calmar Ratio Rank: 4141
Calmar Ratio Rank
EJPRY Martin Ratio Rank: 4040
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 East Japan Railway Co ADR (EJPRY) 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.


EJPRYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

1.01

1.32

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.05

2.46

-2.51

Martin ratioReturn relative to average drawdown

-0.12

10.92

-11.04

Dividends

Dividend History

East Japan Railway Co ADR provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$1.00$2.00$3.00$4.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.00$0.12$0.09$0.00$0.00$0.00$0.00$0.00$0.00$0.10$4.27

Dividend yield

0.00%0.88%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.60%29.82%

Monthly Dividends

The table displays the monthly dividend distributions for East Japan Railway Co 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$0.12$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.09
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$0.00$0.00$0.00$0.00$0.00

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the East Japan Railway Co 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 East Japan Railway Co ADR was 55.07%, occurring on Jul 14, 2022. The portfolio has not yet recovered.

The current East Japan Railway Co ADR drawdown is 39.89%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-55.07%Jul 2022
4y 5mo
8y 5moJan 2018 - now
2014 bear market2014
-21.80%Mar 2014
4mo 26d1y 26d
1y 5moOct 2013 - Apr 2015
2015 correction2015
-18.31%Sep 2015
1mo 18d5mo 4d
6mo 22dAug 2015 - Feb 2016
2013 correction2013
-18.17%Jun 2013
2mo 13d4mo 6d
6mo 19dApr 2013 - Oct 2013
2012 correction2012
-14.39%Jun 2012
3mo 4d2mo 5d
5mo 9dMar 2012 - Aug 2012

Drawdown Indicators


EJPRYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-56.78%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.09%

-9.10%

-14.99%

Max Drawdown (3Y)

Largest decline over 3 years

-24.09%

-18.90%

-5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

-25.43%

-11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-55.07%

-33.92%

-21.15%

Current Drawdown

Current decline from peak

-39.89%

-3.21%

-36.68%

Average Drawdown

Average peak-to-trough decline

-22.00%

-10.71%

-11.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

2.04%

+8.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Financials

Financial Performance

The chart below illustrates the trends in the financial health of East Japan Railway Co 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 East Japan Railway Co ADR is priced in the market compared to other companies in the Railroads 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 EJPRY, comparing it with other companies in the Railroads industry. Currently, EJPRY has a P/E ratio of 15.0. 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 EJPRY compared to other companies in the Railroads industry. EJPRY currently has a PEG ratio of 1.3. 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 EJPRY relative to other companies in the Railroads industry. Currently, EJPRY has a P/S ratio of 1.2. 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 EJPRY in comparison with other companies in the Railroads industry. Currently, EJPRY has a P/B value of 1.2. 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
Portfolio Analyzer

Build a portfolio with EJPRY

Add East Japan Railway Co ADR to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with EJPRY