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ISIN
US2732021017
Industry
Railroads

Highlights

Market Cap
$23.56B
Enterprise Value
$5.23T
EPS (TTM)
$111.08
PE Ratio
0.09
PEG Ratio
0.01
Total Revenue (TTM)
$3.13T
Gross Profit (TTM)
$1.15T
EBITDA (TTM)
$873.02B
Year Range
$10.10 - $13.59
ROA (TTM)
2.31%
ROE (TTM)
8.20%

Share Price Chart


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East Japan Railway Co ADR

Performance

EJPRY Performance Chart

East Japan Railway Co ADR (EJPRY) is down 20.3% since the beginning of the year. At $10 per share, EJPRY is trading 23.1% 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 $842.


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S&P 500 Index

Returns By Period

East Japan Railway Co ADR (EJPRY) has returned -20.29% so far this year and -0.48% over the past 12 months. Over the last ten years, EJPRY has returned -3.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


East Japan Railway Co ADR

1D
0.48%
1M
-10.68%
YTD
-20.29%
6M
-19.12%
1Y
-0.48%
3Y*
5.06%
5Y*
-3.37%
10Y*
-3.22%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*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%-1.51%-20.29%
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 1.25%, 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 33.35% 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
1.25%
Beta
0.40
0.07
Upside Capture
33.35%
Downside Capture
50.21%

Return for Risk

Risk / Return Rank

EJPRY ranks 36 for risk / return — below 36% 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: 3636
Overall Rank
EJPRY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EJPRY Sortino Ratio Rank: 3333
Sortino Ratio Rank
EJPRY Omega Ratio Rank: 3232
Omega Ratio Rank
EJPRY Calmar Ratio Rank: 3939
Calmar Ratio Rank
EJPRY 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 East Japan Railway Co ADR (EJPRY) and compare them to S&P 500 Index.


EJPRYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.02

2.39

-2.41

Sortino ratio

Return per unit of downside risk

0.16

3.25

-3.10

Omega ratio

Gain probability vs. loss probability

1.02

1.43

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.02

3.11

-3.13

Martin ratio

Return relative to average drawdown

-0.05

14.38

-14.43

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.


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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 39.25%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-55.07%Jul 2022
4y 5mo
8y 4moJan 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

-22.91%

-9.10%

-13.81%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

-18.90%

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-38.98%

-25.43%

-13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-55.07%

-33.92%

-21.15%

Current Drawdown

Current decline from peak

-39.25%

0.00%

-39.25%

Average Drawdown

Average peak-to-trough decline

-21.94%

-10.72%

-11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

1.97%

+7.07%

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
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