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East Japan Railway Co ADR (EJPRY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US2732021017
Industry
Railroads

Highlights

Market Cap
$25.96B
Enterprise Value
$5.20T
EPS (TTM)
$101.61
PE Ratio
0.11
PEG Ratio
0.00
Total Revenue (TTM)
$3.03T
Gross Profit (TTM)
$1.08T
EBITDA (TTM)
$803.46B
Year Range
$9.77 - $13.59
ROA (TTM)
2.20%
ROE (TTM)
7.60%

Share Price Chart


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East Japan Railway Co ADR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in East Japan Railway Co 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

East Japan Railway Co ADR (EJPRY) has returned -12.28% so far this year and 16.63% over the past 12 months. Over the last ten years, EJPRY has returned -1.62% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


East Japan Railway Co ADR

1D
1.50%
1M
-6.28%
YTD
-12.28%
6M
-5.66%
1Y
16.63%
3Y*
8.39%
5Y*
-0.21%
10Y*
-1.62%

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 Apr 6, 2011, EJPRY's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.

Historically, 52% of months were positive and 48% 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 4 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%-12.28%
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 2.28%, beta of 0.40, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since April 07, 2011.

  • This stock participated in 50.21% of S&P 500 Index downside but only 37.35% 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
2.28%
Beta
0.40
0.07
Upside Capture
37.35%
Downside Capture
50.21%

Return for Risk

Risk / Return Rank

EJPRY ranks 61 for risk / return — better than 61% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EJPRY Risk / Return Rank: 6161
Overall Rank
EJPRY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EJPRY Sortino Ratio Rank: 5858
Sortino Ratio Rank
EJPRY Omega Ratio Rank: 5454
Omega Ratio Rank
EJPRY Calmar Ratio Rank: 6464
Calmar Ratio Rank
EJPRY Martin Ratio Rank: 6464
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 a chosen benchmark (S&P 500 Index).


EJPRYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.90

-0.24

Sortino ratio

Return per unit of downside risk

1.11

1.39

-0.27

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

1.10

1.40

-0.30

Martin ratio

Return relative to average drawdown

2.66

6.61

-3.95

Explore EJPRY risk-adjusted metrics in detail

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

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
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.


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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 33.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.07%Jan 26, 20181124Jul 14, 2022
-21.8%Oct 25, 2013100Mar 20, 2014264Apr 15, 2015364
-18.31%Aug 6, 201534Sep 23, 2015105Feb 24, 2016139
-18.17%Apr 8, 201353Jun 20, 201387Oct 24, 2013140
-14.39%Mar 9, 201262Jun 11, 201244Aug 15, 2012106

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 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 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 EJPRY compared to other companies in the Railroads industry. EJPRY 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 EJPRY relative to other companies in the Railroads industry. Currently, EJPRY 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 EJPRY in comparison with other companies in the Railroads industry. Currently, EJPRY 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