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Turk Hava Yollari AO ADR (TKHVY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US90010R1095
Industry
Airlines

Highlights

Market Cap
$9.14B
Enterprise Value
$28.70B
EPS (TTM)
$21.07
PE Ratio
3.16
PEG Ratio
0.03
Total Revenue (TTM)
$24.08B
Gross Profit (TTM)
$3.86B
EBITDA (TTM)
$5.46B
Year Range
$61.21 - $86.18
ROA (TTM)
6.25%
ROE (TTM)
13.71%

Share Price Chart


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Turk Hava Yollari AO ADR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Turk Hava Yollari AO ADR, 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

Turk Hava Yollari AO ADR (TKHVY) has returned 5.07% so far this year and -14.16% over the past 12 months. Over the last ten years, TKHVY has returned 9.75% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Turk Hava Yollari AO ADR

1D
0.00%
1M
-14.71%
YTD
5.07%
6M
-11.88%
1Y
-14.16%
3Y*
-2.73%
5Y*
32.23%
10Y*
9.75%

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 Nov 21, 2013, TKHVY's average daily return is +0.07%, while the average monthly return is +1.29%. At this rate, your investment would double in approximately 4.5 years.

Historically, 43% of months were positive and 57% were negative. The best month was Aug 2022 with a return of +53.8%, while the worst month was Apr 2020 at -35.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TKHVY closed higher 14% of trading days. The best single day was Nov 6, 2017 with a return of +28.9%, while the worst single day was Apr 7, 2020 at -42.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.39%14.71%-14.71%5.07%
20253.61%-0.91%-6.90%-6.10%-2.35%-10.51%10.02%15.63%-6.68%-8.58%-11.32%3.45%-21.90%
20240.00%4.98%-7.66%6.02%6.99%-2.23%-4.08%-3.86%-3.03%-7.36%1.45%4.93%-5.19%
2023-2.44%2.74%-1.33%-8.55%-2.47%12.59%17.84%2.38%-3.30%-12.39%19.41%-3.47%16.99%
202226.11%-3.71%2.63%27.89%12.37%-13.75%-0.34%53.81%-7.58%52.38%11.86%18.77%343.01%
2021-1.72%5.26%-8.86%-8.56%1.33%5.53%-4.68%1.37%-0.19%-3.04%-14.67%31.95%-2.93%

Benchmark Metrics

Turk Hava Yollari AO ADR has an annualized alpha of 15.20%, beta of 0.19, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 22, 2013.

  • This stock participated in 44.56% of S&P 500 Index downside but only 38.53% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.19 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
15.20%
Beta
0.19
0.01
Upside Capture
38.53%
Downside Capture
44.56%

Return for Risk

Risk / Return Rank

TKHVY ranks 20 for risk / return — below 20% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TKHVY Risk / Return Rank: 2020
Overall Rank
TKHVY Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TKHVY Sortino Ratio Rank: 1919
Sortino Ratio Rank
TKHVY Omega Ratio Rank: 1313
Omega Ratio Rank
TKHVY Calmar Ratio Rank: 2424
Calmar Ratio Rank
TKHVY Martin Ratio Rank: 2626
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 Turk Hava Yollari AO ADR (TKHVY) and compare them to a chosen benchmark (S&P 500 Index).


TKHVYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.46

0.90

-1.35

Sortino ratio

Return per unit of downside risk

-0.48

1.39

-1.86

Omega ratio

Gain probability vs. loss probability

0.89

1.21

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.52

1.40

-1.92

Martin ratio

Return relative to average drawdown

-0.85

6.61

-7.45

Explore TKHVY risk-adjusted metrics in detail

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

Dividends

Dividend History

Turk Hava Yollari AO ADR provided a 2.57% dividend yield over the last twelve months, with an annual payout of $1.71 per share.


2.70%$0.00$0.50$1.00$1.502025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.71$1.71

Dividend yield

2.57%2.70%

Monthly Dividends

The table displays the monthly dividend distributions for Turk Hava Yollari AO 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
2025$0.87$0.00$0.00$0.84$0.00$0.00$0.00$1.71

Dividend Yield & Payout


Dividend Yield

Turk Hava Yollari AO ADR has a dividend yield of 2.57%, which is quite average when compared to the overall market.

Payout Ratio

Turk Hava Yollari AO ADR has a payout ratio of 7.65%, which is below the market average. This means Turk Hava Yollari AO ADR returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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 Turk Hava Yollari AO 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 Turk Hava Yollari AO ADR was 77.29%, occurring on Oct 28, 2020. Recovery took 495 trading sessions.

The current Turk Hava Yollari AO ADR drawdown is 31.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.29%Mar 19, 2018642Oct 28, 2020495Oct 17, 20221137
-70.58%Jan 21, 2015496Jan 11, 2017243Jan 3, 2018739
-36.87%May 22, 2024379Nov 24, 2025
-28.59%Dec 14, 202239Feb 9, 202399Jul 5, 2023138
-24.07%Aug 14, 202357Nov 1, 2023136May 17, 2024193

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 Turk Hava Yollari AO 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 Turk Hava Yollari AO ADR is priced in the market compared to other companies in the Airlines 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 TKHVY, comparing it with other companies in the Airlines industry. Currently, TKHVY has a P/E ratio of 3.2. 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 TKHVY compared to other companies in the Airlines industry. TKHVY currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for TKHVY relative to other companies in the Airlines industry. Currently, TKHVY has a P/S ratio of 0.4. 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 TKHVY in comparison with other companies in the Airlines industry. Currently, TKHVY has a P/B value of 0.4. 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