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Murata Manufacturing Inc (MRAAY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US6264251025

Highlights

Market Cap
$40.26B
Enterprise Value
-$421.61B
EPS (TTM)
$29.44
PE Ratio
0.38
PEG Ratio
0.09
Total Revenue (TTM)
$1.80T
Gross Profit (TTM)
$751.51B
EBITDA (TTM)
$461.60B
Year Range
$6.24 - $14.10
ROA (TTM)
3.50%
ROE (TTM)
4.14%

Share Price Chart


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Murata Manufacturing Inc

Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Murata Manufacturing Inc (MRAAY) has returned 7.38% so far this year and 43.26% over the past 12 months. Over the last ten years, MRAAY has returned 5.92% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Murata Manufacturing Inc

1D
-0.09%
1M
-15.51%
YTD
7.38%
6M
17.66%
1Y
43.26%
3Y*
3.69%
5Y*
-3.86%
10Y*
5.92%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 13, 2009, MRAAY's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 50% of months were positive and 50% were negative. The best month was Feb 2026 with a return of +29.5%, while the worst month was Apr 2011 at -68.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MRAAY closed higher 47% of trading days. The best single day was Apr 24, 2009 with a return of +16.2%, while the worst single day was Apr 6, 2011 at -69.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.84%29.48%-15.51%7.38%
2025-1.63%8.52%-8.28%-8.68%3.12%1.79%0.27%9.03%16.19%14.57%-4.46%0.10%30.64%
2024-4.31%-0.59%-7.07%-2.79%3.42%10.23%6.77%-5.53%-4.90%-10.99%-4.46%-4.43%-23.61%
202315.53%-5.88%13.79%-7.69%3.99%-1.85%4.18%-6.49%-1.86%-4.81%11.55%8.76%28.72%
2022-5.86%-10.01%-2.31%-9.21%6.94%-15.35%7.22%-7.56%-14.57%2.00%16.89%-10.22%-38.35%
20215.94%-10.00%-6.67%-1.19%-5.32%1.38%8.47%-0.68%7.68%-15.87%-1.13%8.78%-11.42%

Benchmark Metrics

Murata Manufacturing Inc has an annualized alpha of -0.30%, beta of 0.76, and R² of 0.13 versus S&P 500 Index. Calculated based on daily prices since April 14, 2009.

  • This stock participated in 83.44% of S&P 500 Index downside but only 46.06% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.13 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
-0.30%
Beta
0.76
0.13
Upside Capture
46.06%
Downside Capture
83.44%

Return for Risk

Risk / Return Rank

MRAAY ranks 74 for risk / return — better than 74% 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.


MRAAY Risk / Return Rank: 7474
Overall Rank
MRAAY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
MRAAY Sortino Ratio Rank: 6969
Sortino Ratio Rank
MRAAY Omega Ratio Rank: 6969
Omega Ratio Rank
MRAAY Calmar Ratio Rank: 7878
Calmar Ratio Rank
MRAAY Martin Ratio Rank: 7777
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 Murata Manufacturing Inc (MRAAY) and compare them to a chosen benchmark (S&P 500 Index).


MRAAYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.90

+0.17

Sortino ratio

Return per unit of downside risk

1.61

1.39

+0.22

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

2.18

1.40

+0.78

Martin ratio

Return relative to average drawdown

5.17

6.61

-1.44

Explore MRAAY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Murata Manufacturing Inc 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%$0.00$0.02$0.04$0.06$0.08$0.10$0.122016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.00$0.10$0.09$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.11

Dividend yield

0.00%1.01%1.10%0.00%0.00%0.66%0.00%0.00%0.00%0.00%1.53%

Monthly Dividends

The table displays the monthly dividend distributions for Murata Manufacturing Inc. 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
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$0.09$0.00$0.00$0.00$0.09

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 Murata Manufacturing Inc. 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 Murata Manufacturing Inc was 80.45%, occurring on Aug 2, 2012. Recovery took 2083 trading sessions.

The current Murata Manufacturing Inc drawdown is 34.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.45%May 4, 2010569Aug 2, 20122083Nov 20, 20202652
-61.92%Jan 27, 20211054Apr 7, 2025
-8.29%Aug 17, 200970Nov 23, 200924Dec 29, 200994
-8.23%Jan 27, 20108Feb 5, 201027Mar 17, 201035
-8.14%May 1, 20091May 1, 200955Jul 21, 200956

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 Murata Manufacturing Inc 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 Murata Manufacturing Inc is priced in the market compared to other companies in the Electronic Components 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 MRAAY, comparing it with other companies in the Electronic Components industry. Currently, MRAAY has a P/E ratio of 0.4. 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 MRAAY compared to other companies in the Electronic Components industry. MRAAY currently has a PEG ratio of 0.1. 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 MRAAY relative to other companies in the Electronic Components industry. Currently, MRAAY 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 MRAAY in comparison with other companies in the Electronic Components industry. Currently, MRAAY 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