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ISIN
US4831112093

Highlights

Market Cap
$17.10B
Enterprise Value
$22.31B
EPS (TTM)
¥385.57
PE Ratio
15.38
PEG Ratio
0.80
Total Revenue (TTM)
¥3.11T
Gross Profit (TTM)
¥432.16B
EBITDA (TTM)
¥286.96B
Year Range
$22.28 - $52.13
ROA (TTM)
4.95%
ROE (TTM)
12.67%

Share Price Chart


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Kajima Corp ADR

Often compared with KAJMY:
KAJMY vs. VOO

Performance

KAJMY Performance Chart

Kajima Corp ADR (KAJMY) is down 1.2% since the beginning of the year. At $37 per share, KAJMY is trading 29.6% below its 52-week high of $52. Investors who bought $1,000 worth of KAJMY shares 5 years ago would now be looking at an investment worth $2,920.


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S&P 500 Index

Returns By Period

Kajima Corp ADR (KAJMY) has returned -1.20% so far this year and 46.53% over the past 12 months. Over the last ten years, KAJMY has returned 11.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


Kajima Corp ADR

1D
-2.50%
1M
11.08%
YTD
-1.20%
6M
3.76%
1Y
46.53%
3Y*
37.10%
5Y*
23.90%
10Y*
11.81%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KAJMY Monthly Returns History

Based on dividend-adjusted daily data since Jul 13, 2007, KAJMY's average daily return is +0.07%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 2025 with a return of +27.8%, while the worst month was Feb 2009 at -36.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, KAJMY closed higher 26% of trading days. The best single day was Sep 16, 2008 with a return of +28.0%, while the worst single day was Feb 2, 2009 at -20.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.36%14.34%-19.50%5.06%-6.28%-1.21%-1.20%
202512.31%18.01%3.50%7.87%8.18%0.16%-11.02%22.58%0.00%27.79%9.17%-2.53%137.79%
20249.64%3.35%10.48%-4.94%-14.04%2.63%9.18%0.08%1.63%-11.90%6.00%-9.03%-0.95%
20234.86%-2.63%0.12%7.25%6.22%9.97%1.58%8.12%0.31%-0.68%-3.95%3.39%39.14%
20224.06%12.37%-10.37%-7.08%-4.29%6.26%-1.06%-8.55%-10.61%-0.98%20.02%7.61%2.44%
2021-2.60%0.08%8.97%-0.60%0.14%-10.12%4.84%-1.19%0.15%-7.70%-10.14%4.28%-14.73%

Benchmark Metrics

Kajima Corp ADR has an annualized alpha of 15.14%, beta of 0.30, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since July 13, 2007.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.02%) than losses (50.56%) - typical of diversified or defensive assets.
  • Beta of 0.30 may look defensive, but with R2 of 0.02 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 0.02 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
15.14%
Beta
0.30
0.02
Upside Capture
61.02%
Downside Capture
50.56%

Return for Risk

Risk / Return Rank

KAJMY ranks 70 for risk / return — better than 70% 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.


KAJMY Risk / Return Rank: 7070
Overall Rank
KAJMY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
KAJMY Sortino Ratio Rank: 6969
Sortino Ratio Rank
KAJMY Omega Ratio Rank: 7676
Omega Ratio Rank
KAJMY Calmar Ratio Rank: 6868
Calmar Ratio Rank
KAJMY Martin Ratio Rank: 6969
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 Kajima Corp ADR (KAJMY) 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.


KAJMYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratioReturn relative to maximum drawdown

1.31

2.46

-1.15

Martin ratioReturn relative to average drawdown

3.13

10.92

-7.79

Dividends

Dividend History

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


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.4020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.41$0.30$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.30$0.09

Dividend yield

0.00%1.10%1.89%0.00%0.00%0.00%0.00%0.00%0.00%1.21%2.14%0.74%

Monthly Dividends

The table displays the monthly dividend distributions for Kajima Corp 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$0.41$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.30
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 Kajima Corp 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 Kajima Corp ADR was 62.22%, occurring on Mar 23, 2020. Recovery took 1244 trading sessions.

The current Kajima Corp ADR drawdown is 28.06%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-62.22%Mar 2020
2y 4mo4y 11mo
7y 3moNov 2017 - Mar 2025
Financial crisis2007–2009
-55.56%Mar 2009
1y 6mo4y 6mo
6y 29dAug 2007 - Sep 2013
2026 bear market2026
-35.71%Jun 2026
3mo 22d
4mo 12dFeb 2026 - now
2014 bear market2014
-26.08%Dec 2014
3mo 1d8mo 15d
11mo 16dSep 2014 - Aug 2015
2014 bear market2014
-20.32%Mar 2014
6mo 15d2mo 20d
9mo 5dSep 2013 - Jun 2014

Drawdown Indicators


KAJMYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.22%

-56.78%

-5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-35.71%

-9.10%

-26.61%

Max Drawdown (3Y)

Largest decline over 3 years

-35.71%

-18.90%

-16.81%

Max Drawdown (5Y)

Largest decline over 5 years

-36.63%

-25.43%

-11.20%

Max Drawdown (10Y)

Largest decline over 10 years

-62.22%

-33.92%

-28.30%

Current Drawdown

Current decline from peak

-28.06%

-3.21%

-24.85%

Average Drawdown

Average peak-to-trough decline

-25.31%

-10.71%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.90%

2.04%

+12.86%

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 Kajima Corp 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 Kajima Corp ADR is priced in the market compared to other companies in the Engineering & Construction 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 KAJMY, comparing it with other companies in the Engineering & Construction industry. Currently, KAJMY has a P/E ratio of 15.4. 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 KAJMY compared to other companies in the Engineering & Construction industry. KAJMY currently has a PEG ratio of 0.8. 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 KAJMY relative to other companies in the Engineering & Construction industry. Currently, KAJMY has a P/S ratio of 0.9. 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 KAJMY in comparison with other companies in the Engineering & Construction industry. Currently, KAJMY has a P/B value of 1.9. 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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