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CJPRY vs. FRCOY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

CJPRY vs. FRCOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Central Japan Railway Co (CJPRY) and Fast Retailing Co Ltd ADR (FRCOY). The values are adjusted to include any dividend payments, if applicable.

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CJPRY vs. FRCOY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CJPRY
Central Japan Railway Co
-5.38%47.89%-25.84%3.96%-8.21%-6.15%-29.44%-5.23%18.00%9.48%
FRCOY
Fast Retailing Co Ltd ADR
9.59%7.87%37.62%21.99%6.90%-36.95%50.62%17.05%27.87%12.63%

Fundamentals

Market Cap

CJPRY:

$25.08B

FRCOY:

$121.89B

EPS

CJPRY:

$280.82

FRCOY:

$98.30

PE Ratio

CJPRY:

0.05

FRCOY:

0.40

PEG Ratio

CJPRY:

0.00

FRCOY:

0.01

PS Ratio

CJPRY:

0.01

FRCOY:

0.05

PB Ratio

CJPRY:

0.01

FRCOY:

7.60

Total Revenue (TTM)

CJPRY:

$2.00T

FRCOY:

$2.51T

Gross Profit (TTM)

CJPRY:

$1.04T

FRCOY:

$1.34T

EBITDA (TTM)

CJPRY:

$1.05T

FRCOY:

$589.29B

Returns By Period

In the year-to-date period, CJPRY achieves a -5.38% return, which is significantly lower than FRCOY's 9.59% return. Over the past 10 years, CJPRY has underperformed FRCOY with an annualized return of -2.56%, while FRCOY has yielded a comparatively higher 14.82% annualized return.


CJPRY

1D
2.12%
1M
-11.56%
YTD
-5.38%
6M
-8.83%
1Y
36.77%
3Y*
3.27%
5Y*
-2.53%
10Y*
-2.56%

FRCOY

1D
4.04%
1M
-10.15%
YTD
9.59%
6M
31.05%
1Y
33.61%
3Y*
22.50%
5Y*
8.52%
10Y*
14.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CJPRY vs. FRCOY — Risk / Return Rank

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

CJPRY
CJPRY Risk / Return Rank: 7676
Overall Rank
CJPRY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CJPRY Sortino Ratio Rank: 7373
Sortino Ratio Rank
CJPRY Omega Ratio Rank: 7575
Omega Ratio Rank
CJPRY Calmar Ratio Rank: 7575
Calmar Ratio Rank
CJPRY Martin Ratio Rank: 7777
Martin Ratio Rank

FRCOY
FRCOY Risk / Return Rank: 7373
Overall Rank
FRCOY Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FRCOY Sortino Ratio Rank: 7171
Sortino Ratio Rank
FRCOY Omega Ratio Rank: 6666
Omega Ratio Rank
FRCOY Calmar Ratio Rank: 7676
Calmar Ratio Rank
FRCOY Martin Ratio Rank: 7777
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.

CJPRY vs. FRCOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Central Japan Railway Co (CJPRY) and Fast Retailing Co Ltd ADR (FRCOY). 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.


CJPRYFRCOYDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.99

+0.33

Sortino ratio

Return per unit of downside risk

1.78

1.63

+0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.19

+0.07

Calmar ratio

Return relative to maximum drawdown

1.84

1.88

-0.04

Martin ratio

Return relative to average drawdown

5.18

5.12

+0.06

CJPRY vs. FRCOY - Sharpe Ratio Comparison

The current CJPRY Sharpe Ratio is 1.32, which is higher than the FRCOY Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CJPRY and FRCOY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CJPRYFRCOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.99

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.29

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.49

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.46

-0.41

Correlation

The correlation between CJPRY and FRCOY is 0.22, 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.


Dividends

CJPRY vs. FRCOY - Dividend Comparison

Neither CJPRY nor FRCOY has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
CJPRY
Central Japan Railway Co
0.00%0.40%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.73%0.55%
FRCOY
Fast Retailing Co Ltd ADR
0.00%0.45%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.81%0.90%0.83%

Drawdowns

CJPRY vs. FRCOY - Drawdown Comparison

The maximum CJPRY drawdown since its inception was -62.98%, which is greater than FRCOY's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for CJPRY and FRCOY.


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Drawdown Indicators


CJPRYFRCOYDifference

Max Drawdown

Largest peak-to-trough decline

-62.98%

-57.39%

-5.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.15%

-17.59%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-46.86%

-48.44%

+1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-62.98%

-57.39%

-5.59%

Current Drawdown

Current decline from peak

-45.09%

-12.95%

-32.14%

Average Drawdown

Average peak-to-trough decline

-26.50%

-19.41%

-7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

6.45%

0.00%

Volatility

CJPRY vs. FRCOY - Volatility Comparison

The current volatility for Central Japan Railway Co (CJPRY) is 9.01%, while Fast Retailing Co Ltd ADR (FRCOY) has a volatility of 10.20%. This indicates that CJPRY experiences smaller price fluctuations and is considered to be less risky than FRCOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CJPRYFRCOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

10.20%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.34%

23.69%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

28.19%

34.09%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.47%

29.94%

-5.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

30.14%

-5.13%

Financials

CJPRY vs. FRCOY - Financials Comparison

This section allows you to compare key financial metrics between Central Japan Railway Co and Fast Retailing Co 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.


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
541.55B
6.80B
(CJPRY) Total Revenue
(FRCOY) Total Revenue
Values in USD except per share items

CJPRY vs. FRCOY - Profitability Comparison

The chart below illustrates the profitability comparison between Central Japan Railway Co and Fast Retailing Co Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
55.5%
49.7%
Portfolio components
CJPRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Central Japan Railway Co reported a gross profit of 300.55B and revenue of 541.55B. Therefore, the gross margin over that period was 55.5%.

FRCOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported a gross profit of 3.38B and revenue of 6.80B. Therefore, the gross margin over that period was 49.7%.

CJPRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Central Japan Railway Co reported an operating income of 247.09B and revenue of 541.55B, resulting in an operating margin of 45.6%.

FRCOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported an operating income of 1.36B and revenue of 6.80B, resulting in an operating margin of 20.0%.

CJPRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Central Japan Railway Co reported a net income of 164.02B and revenue of 541.55B, resulting in a net margin of 30.3%.

FRCOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Fast Retailing Co Ltd ADR reported a net income of 975.06M and revenue of 6.80B, resulting in a net margin of 14.4%.