- ISIN
- US4711052054
- Sector
- Consumer Defensive
- Industry
- Tobacco
Highlights
- Market Cap
- $78.90B
- Enterprise Value
- $87.23B
- EPS (TTM)
- ¥157.17
- PE Ratio
- 22.26
- PEG Ratio
- 0.51
- Total Revenue (TTM)
- ¥3.61T
- Gross Profit (TTM)
- ¥2.04T
- EBITDA (TTM)
- ¥1.06T
- Year Range
- $15.41 - $22.37
- Target Price
- $17.00
- ROA (TTM)
- 6.64%
- ROE (TTM)
- 13.57%
- Avg. Volume (1M)
- 65K
- Avg. Volume Value (1M)
- $1.27M
Share Price Chart
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Performance
JAPAY Performance Chart
Japan Tobacco ADR (JAPAY) is up 23.9% since the beginning of the year. At $22 per share, JAPAY is trading just below its 52-week high of $22. Investors who bought $1,000 worth of JAPAY shares 5 years ago would now be looking at an investment worth $2,347.
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Returns By Period
Japan Tobacco ADR (JAPAY) has returned 23.86% so far this year and 44.75% over the past 12 months. Over the last ten years, JAPAY has returned 2.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Japan Tobacco ADR
- 1D
- 1.83%
- 1M
- 17.44%
- 6M
- 23.31%
- YTD
- 23.86%
- 1Y
- 44.75%
- 3Y*
- 29.25%
- 5Y*
- 18.60%
- 10Y*
- 2.02%
- ALL TIME*
- 7.77%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
JAPAY Monthly Returns History
Based on dividend-adjusted daily data since Dec 28, 2009, JAPAY's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 38% of months were positive and 62% were negative. The best month was Oct 2014 with a return of +150.0%, while the worst month was Dec 2014 at -15.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, JAPAY closed higher 35% of trading days. The best single day was Oct 6, 2014 with a return of +146.4%, while the worst single day was Apr 22, 2010 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.45% | 5.88% | 0.42% | -2.61% | 3.11% | -4.47% | 20.89% | 23.86% | |||||
| 2025 | -0.78% | -1.97% | 10.28% | 12.02% | -0.26% | -1.88% | 1.36% | 6.44% | 3.09% | 6.18% | 8.53% | -4.78% | 43.51% |
| 2024 | 1.86% | -1.22% | 2.47% | 1.06% | 5.22% | -4.04% | 7.83% | -1.37% | 1.04% | -5.98% | 2.93% | -6.83% | 1.93% |
| 2023 | 1.00% | -0.30% | 4.80% | 1.09% | 1.31% | 1.01% | 1.37% | -1.71% | 5.32% | -0.35% | 12.31% | 0.08% | 28.32% |
| 2022 | -1.29% | -8.22% | -7.54% | -1.82% | 9.32% | -5.18% | 3.83% | -6.04% | -2.86% | 7.97% | 16.12% | -1.96% | -0.69% |
| 2021 | -2.94% | -8.90% | 6.49% | 1.51% | 1.85% | -4.99% | 5.41% | -3.17% | 2.39% | 1.42% | -0.50% | 1.61% | -0.88% |
Benchmark Metrics
Japan Tobacco ADR has an annualized alpha of 9.70%, beta of 0.26, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 28, 2009.
- This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.69%) than losses (36.07%) - typical of diversified or defensive assets.
- Beta of 0.26 may look defensive, but with R2 of 0.01 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 0.01 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
- 9.70%
- Beta
- 0.26
- R²
- 0.01
- Upside Capture
- 41.69%
- Downside Capture
- 36.07%
Return for Risk
Risk / Return Rank
JAPAY ranks 93 for risk / return — above 93% of stocks peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Japan Tobacco ADR (JAPAY) 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.
| JAPAY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 2.00 | +2.29 |
| Martin ratioReturn relative to average drawdown | 10.30 | 8.49 | +1.80 |
Dividends
Dividend History
Japan Tobacco ADR provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.35 | $0.32 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 |
Dividend yield | 0.00% | 1.95% | 2.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Japan Tobacco ADR. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 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 Japan Tobacco 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 Japan Tobacco ADR was 61.83%, occurring on Oct 19, 2022. Recovery took 897 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-61.83%Oct 2022 | 6y 6mo | 3y 7mo | 10y 1moApr 2016 - May 2026 | Bear market2022 |
-25.97%Dec 2014 | 1mo 12d | 4mo 6d | 5mo 18dNov 2014 - Apr 2015 | — |
-25.11%Oct 2015 | 1mo 28d | 4mo 3d | 6mo 1dAug 2015 - Feb 2016 | — |
-11.88%Jul 2015 | 1mo 7d | 29d | 2mo 6dMay 2015 - Jul 2015 | — |
-9.80%Apr 2010 | 1d | 4y 5mo | 4y 5moApr 2010 - Oct 2014 | — |
Drawdown Indicators
| JAPAY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.83% | -56.78% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -9.10% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.13% | -18.90% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.93% | -25.43% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -60.18% | -33.92% | -26.26% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -26.40% | -10.70% | -15.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.79% | 2.14% | +2.65% |
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 Japan Tobacco ADR over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.
Valuation
The Valuation section provides an overview of how Japan Tobacco ADR is priced in the market compared to other companies in the Tobacco 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 JAPAY, comparing it with other companies in the Tobacco industry. Currently, JAPAY has a P/E ratio of 22.3. 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 JAPAY compared to other companies in the Tobacco industry. JAPAY currently has a PEG ratio of 0.5. 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 JAPAY relative to other companies in the Tobacco industry. Currently, JAPAY has a P/S ratio of 3.4. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.
PB Ratio
The chart illustrates the Price-to-Book (P/B) ratio for JAPAY in comparison with other companies in the Tobacco industry. Currently, JAPAY has a P/B value of 3.0. 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 | — |
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