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CAJPY vs. NINOY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAJPY and NINOY is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

CAJPY vs. NINOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canon Inc. (CAJPY) and Nikon Corp (NINOY). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
152.78%
88.17%
CAJPY
NINOY

Key characteristics

Sharpe Ratio

CAJPY:

0.61

NINOY:

-0.08

Sortino Ratio

CAJPY:

1.01

NINOY:

0.23

Omega Ratio

CAJPY:

1.13

NINOY:

1.03

Calmar Ratio

CAJPY:

0.86

NINOY:

-0.06

Martin Ratio

CAJPY:

2.52

NINOY:

-0.27

Ulcer Index

CAJPY:

6.92%

NINOY:

13.23%

Daily Std Dev

CAJPY:

28.82%

NINOY:

47.47%

Max Drawdown

CAJPY:

-62.41%

NINOY:

-76.56%

Current Drawdown

CAJPY:

-9.63%

NINOY:

-60.49%

Fundamentals

Market Cap

CAJPY:

$29.06B

NINOY:

$3.25B

EPS

CAJPY:

$1.16

NINOY:

$0.28

PE Ratio

CAJPY:

27.10

NINOY:

35.29

PEG Ratio

CAJPY:

2.93

NINOY:

-1.81

PS Ratio

CAJPY:

0.01

NINOY:

0.00

PB Ratio

CAJPY:

1.23

NINOY:

0.69

Total Revenue (TTM)

CAJPY:

$1.17T

NINOY:

$163.90B

Gross Profit (TTM)

CAJPY:

$551.59B

NINOY:

$74.86B

EBITDA (TTM)

CAJPY:

$191.97B

NINOY:

$12.82B

Returns By Period

In the year-to-date period, CAJPY achieves a -4.26% return, which is significantly higher than NINOY's -5.09% return. Over the past 10 years, CAJPY has outperformed NINOY with an annualized return of 3.77%, while NINOY has yielded a comparatively lower -2.33% annualized return.


CAJPY

YTD

-4.26%

1M

9.93%

6M

-0.43%

1Y

14.18%

5Y*

12.91%

10Y*

3.77%

NINOY

YTD

-5.09%

1M

7.86%

6M

-16.27%

1Y

-6.79%

5Y*

1.58%

10Y*

-2.33%

*Annualized

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Risk-Adjusted Performance

CAJPY vs. NINOY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAJPY
The Risk-Adjusted Performance Rank of CAJPY is 7171
Overall Rank
The Sharpe Ratio Rank of CAJPY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CAJPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CAJPY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CAJPY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CAJPY is 7575
Martin Ratio Rank

NINOY
The Risk-Adjusted Performance Rank of NINOY is 4444
Overall Rank
The Sharpe Ratio Rank of NINOY is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of NINOY is 4343
Sortino Ratio Rank
The Omega Ratio Rank of NINOY is 4242
Omega Ratio Rank
The Calmar Ratio Rank of NINOY is 4747
Calmar Ratio Rank
The Martin Ratio Rank of NINOY is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAJPY vs. NINOY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canon Inc. (CAJPY) and Nikon Corp (NINOY). 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.


The chart of Sharpe ratio for CAJPY, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.00
CAJPY: 0.61
NINOY: -0.08
The chart of Sortino ratio for CAJPY, currently valued at 1.01, compared to the broader market-6.00-4.00-2.000.002.004.00
CAJPY: 1.01
NINOY: 0.23
The chart of Omega ratio for CAJPY, currently valued at 1.13, compared to the broader market0.501.001.502.00
CAJPY: 1.13
NINOY: 1.03
The chart of Calmar ratio for CAJPY, currently valued at 0.86, compared to the broader market0.001.002.003.004.005.00
CAJPY: 0.86
NINOY: -0.06
The chart of Martin ratio for CAJPY, currently valued at 2.52, compared to the broader market-10.000.0010.0020.00
CAJPY: 2.52
NINOY: -0.27

The current CAJPY Sharpe Ratio is 0.61, which is higher than the NINOY Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CAJPY and NINOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00December2025FebruaryMarchAprilMay
0.61
-0.08
CAJPY
NINOY

Dividends

CAJPY vs. NINOY - Dividend Comparison

CAJPY's dividend yield for the trailing twelve months is around 1.70%, while NINOY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CAJPY
Canon Inc.
1.70%1.63%3.11%4.08%4.99%3.28%5.35%4.65%5.37%9.52%8.12%5.72%
NINOY
Nikon Corp
0.00%0.00%3.47%3.31%2.48%3.01%4.53%3.11%0.79%1.30%1.81%2.27%

Drawdowns

CAJPY vs. NINOY - Drawdown Comparison

The maximum CAJPY drawdown since its inception was -62.41%, smaller than the maximum NINOY drawdown of -76.56%. Use the drawdown chart below to compare losses from any high point for CAJPY and NINOY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-9.63%
-60.49%
CAJPY
NINOY

Volatility

CAJPY vs. NINOY - Volatility Comparison

The current volatility for Canon Inc. (CAJPY) is 11.11%, while Nikon Corp (NINOY) has a volatility of 19.34%. This indicates that CAJPY experiences smaller price fluctuations and is considered to be less risky than NINOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
11.11%
19.34%
CAJPY
NINOY

Financials

CAJPY vs. NINOY - Financials Comparison

This section allows you to compare key financial metrics between Canon Inc. and Nikon Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B1.00T1.20TAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
1.17T
163.90B
(CAJPY) Total Revenue
(NINOY) Total Revenue
Values in USD except per share items