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ISIN
US3595903044
IPO Date
May 1, 1949

Highlights

Market Cap
$34.22B
Enterprise Value
$31.95B
EPS (TTM)
¥257.52
PE Ratio
12.35
PEG Ratio
0.29
Total Revenue (TTM)
¥3.55T
Gross Profit (TTM)
¥1.32T
EBITDA (TTM)
¥439.05B
Year Range
$19.10 - $30.05
ROA (TTM)
13.31%
ROE (TTM)
22.34%

Share Price Chart


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Performance

FJTSY Performance Chart

Fujitsu Ltd ADR (FJTSY) is down 27.8% since the beginning of the year. At $20 per share, FJTSY is trading 34.5% below its 52-week high of $30. Investors who bought $1,000 worth of FJTSY shares 5 years ago would now be looking at an investment worth $1,120.


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S&P 500 Index

Returns By Period

Fujitsu Ltd ADR (FJTSY) has returned -27.81% so far this year and -15.35% over the past 12 months. Looking at the last ten years, FJTSY has achieved an annualized return of 18.17%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Fujitsu Ltd ADR

1D
-3.91%
1M
-5.75%
YTD
-27.81%
6M
-27.43%
1Y
-15.35%
3Y*
15.70%
5Y*
2.30%
10Y*
18.17%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJTSY Monthly Returns History

Based on dividend-adjusted daily data since Jul 16, 2007, FJTSY's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 55% of months were positive and 45% were negative. The best month was May 2008 with a return of +26.9%, while the worst month was Oct 2008 at -32.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FJTSY closed higher 48% of trading days. The best single day was May 1, 2009 with a return of +16.7%, while the worst single day was May 1, 2015 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.80%-20.29%-6.96%-2.82%7.00%-8.04%-27.81%
202511.22%-1.95%4.15%11.89%3.06%5.72%-9.92%10.33%-2.76%11.46%1.65%2.87%55.98%
2024-9.81%14.71%6.53%-7.55%-5.82%8.95%13.89%1.34%13.66%-9.02%2.36%-8.01%17.49%
20236.31%-9.43%5.27%-1.59%-4.44%1.62%0.56%-3.53%-5.96%10.71%9.10%5.67%12.77%
2022-23.90%10.51%3.41%3.30%-3.61%-16.53%4.21%-9.46%-6.16%3.89%17.65%-1.37%-22.86%
20216.40%-5.68%0.45%8.75%2.44%14.97%-9.05%8.10%-1.28%-4.44%-4.38%4.07%19.18%

Benchmark Metrics

Fujitsu Ltd ADR has an annualized alpha of 6.22%, beta of 0.60, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since July 16, 2007.

  • This stock participated in 107.03% of S&P 500 Index downside but only 98.72% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R2 of 0.12 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 0.12 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
6.22%
Beta
0.60
0.12
Upside Capture
98.72%
Downside Capture
107.03%

Return for Risk

Risk / Return Rank

FJTSY ranks 26 for risk / return — below 26% 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.


FJTSY Risk / Return Rank: 2626
Overall Rank
FJTSY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FJTSY Sortino Ratio Rank: 2626
Sortino Ratio Rank
FJTSY Omega Ratio Rank: 2626
Omega Ratio Rank
FJTSY Calmar Ratio Rank: 2727
Calmar Ratio Rank
FJTSY Martin Ratio Rank: 2222
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 Fujitsu Ltd ADR (FJTSY) 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.


FJTSYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.97

1.37

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.46

2.78

-3.24

Martin ratioReturn relative to average drawdown

-0.96

12.44

-13.40

Dividends

Dividend History

Fujitsu Ltd ADR provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.02$0.04$0.06$0.08$0.1020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.10$0.09$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.07$0.06

Dividend yield

0.00%0.36%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.63%1.30%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for Fujitsu Ltd 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$0.10$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10
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 Fujitsu Ltd 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 Fujitsu Ltd ADR was 62.04%, occurring on Mar 3, 2009. Recovery took 1339 trading sessions.

The current Fujitsu Ltd ADR drawdown is 32.28%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.04%Mar 2009
9mo 3d5y 3mo
6y 24dJun 2008 - Jun 2014
2016 bear market2016
-58.84%Feb 2016
1y 6mo1y 5mo
2y 12moJul 2014 - Jul 2017
Bear market2022
-47.55%Sep 2022
1y 13d1y 11mo
2y 12moSep 2021 - Sep 2024
COVID crash2020
-35.22%Mar 2020
1mo 16d3mo 2d
4mo 18dFeb 2020 - Jun 2020
2026 bear market2026
-33.59%May 2026
3mo 4d
4mo 24dJan 2026 - now

Drawdown Indicators


FJTSYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.04%

-56.78%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-33.59%

-9.10%

-24.49%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-18.90%

-14.69%

Max Drawdown (5Y)

Largest decline over 5 years

-47.55%

-25.43%

-22.12%

Max Drawdown (10Y)

Largest decline over 10 years

-47.55%

-33.92%

-13.63%

Current Drawdown

Current decline from peak

-32.28%

-1.80%

-30.48%

Average Drawdown

Average peak-to-trough decline

-22.76%

-10.71%

-12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.02%

2.03%

+13.99%

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 Fujitsu Ltd 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 Fujitsu Ltd ADR is priced in the market compared to other companies in the Information Technology Services 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 FJTSY, comparing it with other companies in the Information Technology Services industry. Currently, FJTSY has a P/E ratio of 12.3. 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 FJTSY compared to other companies in the Information Technology Services industry. FJTSY currently has a PEG ratio of 0.3. 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 FJTSY relative to other companies in the Information Technology Services industry. Currently, FJTSY has a P/S ratio of 1.6. 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 FJTSY in comparison with other companies in the Information Technology Services industry. Currently, FJTSY has a P/B value of 2.7. 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
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