ABX.TO vs. FJTSY
ABX.TO (Barrick Gold Corporation) and FJTSY (Fujitsu Ltd ADR) are both stocks. ABX.TO operates in Gold (Basic Materials), while FJTSY operates in Information Technology Services (Technology). Over the past 10 years, ABX.TO returned 10.36%/yr vs 20.19%/yr for FJTSY. At a 0.07 correlation, their price movements are largely independent.
Performance
ABX.TO vs. FJTSY - Performance Comparison
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Different Trading Currencies
ABX.TO is traded in CAD, while FJTSY is traded in USD. To make them comparable, the FJTSY values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ABX.TO achieves a -7.65% return, which is significantly higher than FJTSY's -17.86% return. Over the past 10 years, ABX.TO has underperformed FJTSY with an annualized return of 10.36%, while FJTSY has yielded a comparatively higher 20.19% annualized return.
ABX.TO
- 1D
- -0.96%
- 1M
- -7.27%
- YTD
- -7.65%
- 6M
- -2.56%
- 1Y
- 100.69%
- 3Y*
- 37.09%
- 5Y*
- 17.25%
- 10Y*
- 10.36%
FJTSY
- 1D
- 0.23%
- 1M
- 4.60%
- YTD
- -17.86%
- 6M
- -14.32%
- 1Y
- -4.44%
- 3Y*
- 19.34%
- 5Y*
- 8.50%
- 10Y*
- 20.19%
ABX.TO vs. FJTSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABX.TO Barrick Gold Corporation | -7.65% | 173.89% | -4.69% | 5.66% | 1.28% | -13.98% | 21.72% | 31.81% | 2.67% | -14.89% |
FJTSY Fujitsu Ltd ADR | -17.86% | 48.86% | 27.44% | 10.08% | -17.97% | 19.12% | 50.81% | 43.59% | -5.02% | 20.48% |
Correlation
The correlation between ABX.TO and FJTSY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.07 |
The correlation between ABX.TO and FJTSY shifts across timeframes, from 0.07 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ABX.TO:
CA$91.34B
FJTSY:
$38.24B
ABX.TO:
CA$3.60
FJTSY:
$257.52
ABX.TO:
15.16
FJTSY:
0.09
ABX.TO:
0.17
FJTSY:
0.00
ABX.TO:
4.86
FJTSY:
0.01
ABX.TO:
3.34
FJTSY:
0.02
ABX.TO:
CA$19.02B
FJTSY:
$3.55T
ABX.TO:
CA$10.15B
FJTSY:
$1.32T
ABX.TO:
CA$12.44B
FJTSY:
$439.05B
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Return for Risk
ABX.TO vs. FJTSY — Risk / Return Rank
ABX.TO
FJTSY
ABX.TO vs. FJTSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barrick Gold Corporation (ABX.TO) and Fujitsu Ltd ADR (FJTSY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABX.TO | FJTSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.02 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | -0.13 | +3.68 |
| Martin ratioReturn relative to average drawdown | 9.00 | -0.29 | +9.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABX.TO | FJTSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | -0.10 | +2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.25 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.63 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.26 | -0.16 |
Drawdowns
ABX.TO vs. FJTSY - Drawdown Comparison
The maximum ABX.TO drawdown since its inception was -84.65%, which is greater than FJTSY's maximum drawdown of -54.57%. Use the drawdown chart below to compare losses from any high point for ABX.TO and FJTSY.
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Drawdown Indicators
| ABX.TO | FJTSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.65% | -54.57% | -30.08% |
Max Drawdown (1Y)Largest decline over 1 year | -28.49% | -34.94% | +6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -28.49% | -34.94% | +6.45% |
Max Drawdown (5Y)Largest decline over 5 years | -43.11% | -43.29% | +0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -56.74% | -43.29% | -13.45% |
Current DrawdownCurrent decline from peak | -23.16% | -23.92% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -40.47% | -19.71% | -20.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.23% | 15.47% | -4.24% |
Volatility
ABX.TO vs. FJTSY - Volatility Comparison
Barrick Gold Corporation (ABX.TO) has a higher volatility of 16.64% compared to Fujitsu Ltd ADR (FJTSY) at 14.01%. This indicates that ABX.TO's price experiences larger fluctuations and is considered to be riskier than FJTSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABX.TO | FJTSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 14.01% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 34.09% | 34.77% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.43% | 43.25% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.52% | 34.34% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.90% | 32.31% | +3.59% |
Dividends
ABX.TO vs. FJTSY - Dividend Comparison
ABX.TO's dividend yield for the trailing twelve months is around 2.32%, while FJTSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABX.TO Barrick Gold Corporation | 2.32% | 1.22% | 2.46% | 2.27% | 4.77% | 3.96% | 1.33% | 0.60% | 1.17% | 0.72% | 0.47% | 1.43% |
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
Financials
ABX.TO vs. FJTSY - Financials Comparison
This section allows you to compare key financial metrics between Barrick Gold Corporation and Fujitsu Ltd ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ABX.TO vs. FJTSY - Profitability Comparison
ABX.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a gross profit of 2.97B and revenue of 5.16B. Therefore, the gross margin over that period was 57.5%.
FJTSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a gross profit of 458.88B and revenue of 1.07T. Therefore, the gross margin over that period was 42.8%.
ABX.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported an operating income of 2.93B and revenue of 5.16B, resulting in an operating margin of 56.7%.
FJTSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported an operating income of 154.67B and revenue of 1.07T, resulting in an operating margin of 14.4%.
ABX.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Barrick Gold Corporation reported a net income of 1.58B and revenue of 5.16B, resulting in a net margin of 30.5%.
FJTSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a net income of 107.66B and revenue of 1.07T, resulting in a net margin of 10.1%.
Frequently Asked Questions
ABX.TO and FJTSY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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