CALM vs. ITOCY
CALM (Cal-Maine Foods, Inc.) and ITOCY (Itochu Corp ADR) are both stocks. CALM operates in Farm Products (Consumer Defensive), while ITOCY operates in Conglomerates (Industrials). Over the past 10 years, CALM returned 9.13%/yr vs 18.48%/yr for ITOCY. At a 0.15 correlation, their price movements are largely independent.
Performance
CALM vs. ITOCY - Performance Comparison
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Returns By Period
In the year-to-date period, CALM achieves a -2.78% return, which is significantly higher than ITOCY's -8.19% return. Over the past 10 years, CALM has underperformed ITOCY with an annualized return of 9.13%, while ITOCY has yielded a comparatively higher 18.48% annualized return.
CALM
- 1D
- 0.91%
- 1M
- 0.33%
- YTD
- -2.78%
- 6M
- -9.32%
- 1Y
- -18.13%
- 3Y*
- 21.90%
- 5Y*
- 21.90%
- 10Y*
- 9.13%
ITOCY
- 1D
- 1.57%
- 1M
- -9.65%
- YTD
- -8.19%
- 6M
- -3.02%
- 1Y
- 10.95%
- 3Y*
- 15.64%
- 5Y*
- 14.03%
- 10Y*
- 18.48%
CALM vs. ITOCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | -2.78% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
ITOCY Itochu Corp ADR | -8.19% | 30.16% | 22.57% | 30.30% | 1.54% | 6.60% | 24.95% | 38.77% | -5.54% | 46.71% |
Correlation
The correlation between CALM and ITOCY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2006 | 0.15 |
Fundamentals
CALM:
$3.62B
ITOCY:
$81.15B
CALM:
$14.48
ITOCY:
$86.32
CALM:
5.27
ITOCY:
0.13
CALM:
0.00
ITOCY:
0.00
CALM:
1.06
ITOCY:
0.01
CALM:
1.34
ITOCY:
0.01
CALM:
$3.46B
ITOCY:
$15.03T
CALM:
$1.17B
ITOCY:
$2.51T
CALM:
$1.05B
ITOCY:
$1.26T
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Return for Risk
CALM vs. ITOCY — Risk / Return Rank
CALM
ITOCY
CALM vs. ITOCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cal-Maine Foods, Inc. (CALM) and Itochu Corp ADR (ITOCY). 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.
| CALM | ITOCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.09 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | 0.50 | -0.99 |
| Martin ratioReturn relative to average drawdown | -0.77 | 1.37 | -2.14 |
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
| CALM | ITOCY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.41 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.54 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.77 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Drawdowns
CALM vs. ITOCY - Drawdown Comparison
The maximum CALM drawdown since its inception was -74.08%, which is greater than ITOCY's maximum drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for CALM and ITOCY.
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Drawdown Indicators
| CALM | ITOCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.08% | -69.11% | -4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -37.00% | -22.03% | -14.97% |
Max Drawdown (3Y)Largest decline over 3 years | -37.00% | -26.47% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -37.00% | -30.18% | -6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -39.12% | -30.18% | -8.94% |
Current DrawdownCurrent decline from peak | -32.72% | -20.80% | -11.92% |
Average DrawdownAverage peak-to-trough decline | -30.31% | -14.27% | -16.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.64% | 8.03% | +15.61% |
Volatility
CALM vs. ITOCY - Volatility Comparison
Cal-Maine Foods, Inc. (CALM) and Itochu Corp ADR (ITOCY) have volatilities of 7.03% and 6.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CALM | ITOCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 6.96% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 20.18% | 21.14% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.13% | 26.91% | +6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.59% | 26.23% | +6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.16% | 23.99% | +7.17% |
Dividends
CALM vs. ITOCY - Dividend Comparison
CALM's dividend yield for the trailing twelve months is around 6.29%, while ITOCY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.29% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
ITOCY Itochu Corp ADR | 0.00% | 1.07% | 1.35% | 0.00% | 0.00% | 0.00% | 0.00% | 1.85% | 3.93% | 2.83% | 3.68% | 3.30% |
Financials
CALM vs. ITOCY - Financials Comparison
This section allows you to compare key financial metrics between Cal-Maine Foods, Inc. and Itochu Corp 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
CALM vs. ITOCY - Profitability Comparison
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
ITOCY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
ITOCY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
ITOCY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.
Frequently Asked Questions
CALM and ITOCY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CALM has higher volatility (7.03%) compared to ITOCY (6.96%). In terms of maximum drawdown, CALM dropped -74.08% vs ITOCY's -69.11%.
ITOCY currently has the higher Sharpe Ratio (0.41 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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