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Fuyao Glass Industry Group Co. Ltd (FYGGY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorConsumer Cyclical
IndustryAuto Parts

Highlights

Market Cap$17.84B
EPS$0.08
PE Ratio16.38
Revenue (TTM)$34.94B
Gross Profit (TTM)$9.56B
EBITDA (TTM)$8.85B
Year Range$0.56 - $1.66

Share Price Chart


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Fuyao Glass Industry Group Co. Ltd

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fuyao Glass Industry Group Co. Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
72.80%
124.69%
FYGGY (Fuyao Glass Industry Group Co. Ltd)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fuyao Glass Industry Group Co. Ltd had a return of 18.02% year-to-date (YTD) and 135.27% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date18.02%11.05%
1 month0.00%4.86%
6 months10.08%17.50%
1 year135.27%27.37%
5 years (annualized)12.29%13.14%
10 years (annualized)N/A10.90%

Monthly Returns

The table below presents the monthly returns of FYGGY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.60%-1.30%5.73%9.17%18.02%
20230.00%0.00%0.00%0.00%8.15%60.41%14.02%8.95%-0.83%0.00%-1.68%-5.13%99.35%
20220.00%0.00%-22.29%-6.77%0.00%51.04%-3.71%0.00%0.00%0.00%-60.99%18.75%-51.19%
20210.00%0.00%0.00%0.00%95.39%0.00%2.35%0.00%0.00%0.00%0.00%0.00%99.98%
20200.00%0.00%0.00%0.00%0.00%0.00%4.24%0.00%0.00%0.00%0.00%0.00%4.24%
20190.00%0.00%0.00%0.00%0.00%-11.73%0.00%0.00%-22.08%0.00%8.33%0.00%-25.48%
20180.00%0.00%0.00%0.00%0.00%11.46%9.19%0.00%-5.26%0.00%1.63%0.00%17.19%
20170.00%-17.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-17.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FYGGY is 91, placing it in the top 9% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FYGGY is 9191
FYGGY (Fuyao Glass Industry Group Co. Ltd)
The Sharpe Ratio Rank of FYGGY is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of FYGGY is 9191Sortino Ratio Rank
The Omega Ratio Rank of FYGGY is 9999Omega Ratio Rank
The Calmar Ratio Rank of FYGGY is 9393Calmar Ratio Rank
The Martin Ratio Rank of FYGGY is 8686Martin 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 Fuyao Glass Industry Group Co. Ltd (FYGGY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FYGGY
Sharpe ratio
The chart of Sharpe ratio for FYGGY, currently valued at 1.41, compared to the broader market-2.00-1.000.001.002.003.004.001.41
Sortino ratio
The chart of Sortino ratio for FYGGY, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.006.003.15
Omega ratio
The chart of Omega ratio for FYGGY, currently valued at 2.54, compared to the broader market0.501.001.502.002.54
Calmar ratio
The chart of Calmar ratio for FYGGY, currently valued at 2.30, compared to the broader market0.002.004.006.002.30
Martin ratio
The chart of Martin ratio for FYGGY, currently valued at 7.27, compared to the broader market-10.000.0010.0020.0030.007.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market-10.000.0010.0020.0030.009.57

Sharpe Ratio

The current Fuyao Glass Industry Group Co. Ltd Sharpe ratio is 1.41. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fuyao Glass Industry Group Co. Ltd with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.41
2.49
FYGGY (Fuyao Glass Industry Group Co. Ltd)
Benchmark (^GSPC)

Dividends

Dividend History

Fuyao Glass Industry Group Co. Ltd granted a 3.47% dividend yield in the last twelve months. The annual payout for that period amounted to $0.05 per share.


PeriodTTM202320222021202020192018
Dividend$0.05$0.05$0.04$0.03$0.03$0.03$0.04

Dividend yield

3.47%4.09%6.39%2.30%4.07%4.26%4.89%

Monthly Dividends

The table displays the monthly dividend distributions for Fuyao Glass Industry Group Co. Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05
2022$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.03
2019$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.03
2018$0.03$0.00$0.00$0.00$0.00$0.01$0.00$0.04

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%3.5%
Fuyao Glass Industry Group Co. Ltd has a dividend yield of 3.47%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%55.0%
Fuyao Glass Industry Group Co. Ltd has a payout ratio of 54.99%, which is quite average when compared to the overall market. This suggests that Fuyao Glass Industry Group Co. Ltd strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-21.08%
-0.21%
FYGGY (Fuyao Glass Industry Group Co. Ltd)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fuyao Glass Industry Group Co. Ltd. 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 Fuyao Glass Industry Group Co. Ltd was 65.31%, occurring on Nov 3, 2022. Recovery took 266 trading sessions.

The current Fuyao Glass Industry Group Co. Ltd drawdown is 21.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.31%Jun 17, 202297Nov 3, 2022266Nov 27, 2023363
-36.18%Feb 19, 2019155Sep 27, 2019408May 12, 2021563
-34.02%Mar 3, 20228Mar 14, 202266Jun 16, 202274
-33.13%Dec 27, 20233Dec 29, 2023
-29.49%Nov 28, 202317Dec 20, 20233Dec 26, 202320

Volatility

Volatility Chart

The current Fuyao Glass Industry Group Co. Ltd volatility is 0.00%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay0
3.40%
FYGGY (Fuyao Glass Industry Group Co. Ltd)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Fuyao Glass Industry Group Co. Ltd over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items