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ISIN
US62913J1043
Industry
Auto Parts

Highlights

Market Cap
$9.82B
Enterprise Value
$10.36B
EPS (TTM)
¥289.21
PE Ratio
13.97
PEG Ratio
0.71
Total Revenue (TTM)
¥741.29B
Gross Profit (TTM)
¥284.72B
EBITDA (TTM)
¥195.92B
Year Range
$14.95 - $27.04
ROA (TTM)
9.34%
ROE (TTM)
14.85%

Share Price Chart


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NGK Spark Plug Co Ltd ADR

Performance

NGKSY Performance Chart

NGK Spark Plug Co Ltd ADR (NGKSY) is up 16.8% since the beginning of the year. At $25 per share, NGKSY is trading 7.5% below its 52-week high of $27. Investors who bought $1,000 worth of NGKSY shares 5 years ago would now be looking at an investment worth $3,278.


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S&P 500 Index

Returns By Period

NGK Spark Plug Co Ltd ADR (NGKSY) has returned 16.82% so far this year and 45.01% over the past 12 months.


NGK Spark Plug Co Ltd ADR

1D
0.00%
1M
0.00%
YTD
16.82%
6M
16.82%
1Y
45.01%
3Y*
36.87%
5Y*
26.80%
10Y*

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)

NGKSY Monthly Returns History

Based on dividend-adjusted daily data since Sep 25, 2017, NGKSY's average daily return is +0.09%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 42% of months were positive and 58% were negative. The best month was Feb 2024 with a return of +41.8%, while the worst month was Dec 2018 at -28.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, NGKSY closed higher 9% of trading days. The best single day was Apr 8, 2025 with a return of +27.4%, while the worst single day was Dec 17, 2018 at -28.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.00%24.12%-18.32%19.14%-3.29%0.00%16.82%
2025-5.37%0.00%0.00%6.16%10.82%0.23%-4.15%9.71%-0.63%0.00%0.00%18.79%38.52%
20240.00%41.80%-0.61%0.00%2.61%-6.52%1.61%-5.35%0.00%1.19%6.47%0.00%40.07%
2023-1.32%2.26%3.32%-0.00%-9.15%4.50%12.31%7.31%0.00%-6.13%0.00%0.00%11.98%
20223.17%0.06%-7.15%-1.74%16.89%-0.26%-0.26%7.89%-4.20%-7.33%8.24%0.00%13.54%
20217.51%1.58%-3.92%0.74%-12.89%-0.46%-1.20%-2.26%14.36%-7.30%6.71%4.90%5.02%

Benchmark Metrics

NGK Spark Plug Co Ltd ADR has an annualized alpha of 24.06%, beta of 0.12, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 25, 2017.

  • This stock captured 29.37% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -27.58%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.12 may look defensive, but with R2 of 0.00 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 0.00 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
24.06%
Beta
0.12
0.00
Upside Capture
29.37%
Downside Capture
-27.58%

Return for Risk

Risk / Return Rank

NGKSY ranks 83 for risk / return — in the top 83% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


NGKSY Risk / Return Rank: 8383
Overall Rank
NGKSY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
NGKSY Sortino Ratio Rank: 7878
Sortino Ratio Rank
NGKSY Omega Ratio Rank: 9999
Omega Ratio Rank
NGKSY Calmar Ratio Rank: 7878
Calmar Ratio Rank
NGKSY Martin Ratio Rank: 8484
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 NGK Spark Plug Co Ltd ADR (NGKSY) 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.


NGKSYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

2.18

1.37

+0.81

Calmar ratioReturn relative to maximum drawdown

2.32

2.78

-0.46

Martin ratioReturn relative to average drawdown

7.82

12.44

-4.62

Dividends

Dividend History


NGK Spark Plug Co Ltd ADR doesn't pay dividends

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 NGK Spark Plug Co 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 NGK Spark Plug Co Ltd ADR was 58.29%, occurring on May 1, 2020. Recovery took 964 trading sessions.

The current NGK Spark Plug Co Ltd ADR drawdown is 7.53%.


Related event

Drawdown

Fall

Recovery

Underwater

2020 bear market2020
-58.29%May 2020
1y 9mo4y 20d
5y 9moJul 2018 - May 2024
2024 bear market2024
-25.71%Aug 2024
1mo 16d9mo 11d
10mo 27dJun 2024 - May 2025
2026 correction2026
-19.75%Mar 2026
1mo 4d
3mo 29dFeb 2026 - now
2025 correction2025
-15.11%Jul 2025
14d1mo 11d
1mo 25dJun 2025 - Aug 2025
2018 pullback2018
-6.69%May 2018
7d2mo
2mo 7dMay 2018 - Jul 2018

Drawdown Indicators


NGKSYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.29%

-56.78%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-19.75%

-9.10%

-10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-25.71%

-18.90%

-6.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.71%

-25.43%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-7.53%

-1.80%

-5.73%

Average Drawdown

Average peak-to-trough decline

-26.39%

-10.71%

-15.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

2.03%

+4.06%

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 NGK Spark Plug Co 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 NGK Spark Plug Co Ltd ADR is priced in the market compared to other companies in the Auto Parts 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 NGKSY, comparing it with other companies in the Auto Parts industry. Currently, NGKSY has a P/E ratio of 14.0. 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 NGKSY compared to other companies in the Auto Parts industry. NGKSY currently has a PEG ratio of 0.7. 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 NGKSY relative to other companies in the Auto Parts industry. Currently, NGKSY has a P/S ratio of 2.2. 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 NGKSY in comparison with other companies in the Auto Parts industry. Currently, NGKSY has a P/B value of 2.1. 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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