CJPRY vs. FRCOY

Last updated Jun 4, 2026

CJPRY (Central Japan Railway Co) and FRCOY (Fast Retailing Co Ltd ADR) are both stocks. CJPRY operates in Railroads (Industrials), while FRCOY operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, CJPRY returned -5.00%/yr vs 18.49%/yr for FRCOY. At a 0.22 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, CJPRY achieves a -25.24% return, which is significantly lower than FRCOY's 35.47% return. Over the past 10 years, CJPRY has underperformed FRCOY with an annualized return of -5.00%, while FRCOY has yielded a comparatively higher 18.49% annualized return.

CJPRY

• 1D: -1.81%
• 1M: -9.82%
• YTD: -25.24%
• 6M: -25.72%
• 1Y: -4.28%
• 3Y*: -5.13%
• 5Y*: -8.49%
• 10Y*: -5.00%

FRCOY

• 1D: -2.95%
• 1M: 5.19%
• YTD: 35.47%
• 6M: 34.73%
• 1Y: 46.11%
• 3Y*: 27.39%
• 5Y*: 13.66%
• 10Y*: 18.49%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CJPRY vs. FRCOY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CJPRY Central Japan Railway Co	-25.24%	47.89%	-25.84%	3.96%	-8.21%	-6.15%	-29.44%	-5.23%	18.00%	9.48%
FRCOY Fast Retailing Co Ltd ADR	35.47%	7.87%	37.62%	21.99%	6.90%	-36.95%	50.62%	17.05%	27.87%	12.63%

Correlation

The correlation between CJPRY and FRCOY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Nov 3, 2008	0.22

Fundamentals

Market Cap CJPRY : $19.53B FRCOY : $150.69B
EPS CJPRY : $289.63 FRCOY : $157.47
PE Ratio CJPRY : 0.04 FRCOY : 0.31
PEG Ratio CJPRY : 0.00 FRCOY : 0.01
PS Ratio CJPRY : 0.01 FRCOY : 0.04
PB Ratio CJPRY : 0.00 FRCOY : 0.06
Total Revenue (TTM) CJPRY : $2.03T FRCOY : $3.70T
Gross Profit (TTM) CJPRY : $1.06T FRCOY : $1.89T
EBITDA (TTM) CJPRY : $1.06T FRCOY : $923.74B

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: 33
CJPRY Sharpe Ratio Rank: 35
CJPRY Sortino Ratio Rank: 30
CJPRY Omega Ratio Rank: 30
CJPRY Calmar Ratio Rank: 37
CJPRY Martin Ratio Rank: 35

FRCOY

FRCOY Risk / Return Rank: 77
FRCOY Sharpe Ratio Rank: 79
FRCOY Sortino Ratio Rank: 75
FRCOY Omega Ratio Rank: 71
FRCOY Calmar Ratio Rank: 79
FRCOY Martin Ratio Rank: 81

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.

	CJPRY	FRCOY	Difference
Sharpe ratio Return per unit of total volatility	-0.16	1.34	-1.50
Sortino ratio Return per unit of downside risk	-0.03	2.00	-2.04
Omega ratio Gain probability vs. loss probability	1.00	1.23	-0.24
Calmar ratio Return relative to maximum drawdown	-0.13	2.63	-2.76
Martin ratio Return relative to average drawdown	-0.37	6.91	-7.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CJPRY vs. FRCOY - Sharpe Ratio Comparison

The current CJPRY Sharpe Ratio is -0.16, which is lower than the FRCOY Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CJPRY and FRCOY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CJPRY	FRCOY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	1.34	-1.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.35	0.46	-0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.20	0.62	-0.82
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	0.50	-0.49

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.

Drawdown Indicators

	CJPRY	FRCOY	Difference
Max Drawdown Largest peak-to-trough decline	-62.98%	-57.39%	-5.59%
Max Drawdown (1Y) Largest decline over 1 year	-33.95%	-17.59%	-16.36%
Max Drawdown (3Y) Largest decline over 3 years	-34.04%	-22.72%	-11.32%
Max Drawdown (5Y) Largest decline over 5 years	-46.86%	-44.19%	-2.67%
Max Drawdown (10Y) Largest decline over 10 years	-62.98%	-57.39%	-5.59%
Current Drawdown Current decline from peak	-56.61%	-5.53%	-51.08%
Average Drawdown Average peak-to-trough decline	-26.71%	-19.26%	-7.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.60%	6.70%	+4.90%

Volatility

CJPRY vs. FRCOY - Volatility Comparison

The current volatility for Central Japan Railway Co (CJPRY) is 4.86%, while Fast Retailing Co Ltd ADR (FRCOY) has a volatility of 10.73%. 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.

Volatility by Period

	CJPRY	FRCOY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	10.73%	-5.87%
Volatility (6M) Calculated over the trailing 6-month period	18.75%	24.84%	-6.09%
Volatility (1Y) Calculated over the trailing 1-year period	27.05%	34.51%	-7.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.32%	30.08%	-5.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.05%	29.94%	-4.89%

Dividends

CJPRY vs. FRCOY - Dividend Comparison

Neither CJPRY nor FRCOY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%

Financials

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.

CJPRY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Central Japan Railway Co reported a gross profit of 201.59B and revenue of 501.11B. Therefore, the gross margin over that period was 40.2%.

FRCOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.

CJPRY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Central Japan Railway Co reported an operating income of 135.86B and revenue of 501.11B, resulting in an operating margin of 27.1%.

FRCOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.

CJPRY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Central Japan Railway Co reported a net income of 95.36B and revenue of 501.11B, resulting in a net margin of 19.0%.

FRCOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.

Frequently Asked Questions

Can I hold both CJPRY and FRCOY in my portfolio?

CJPRY and FRCOY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CJPRY or FRCOY?

FRCOY has higher volatility (10.73%) compared to CJPRY (4.86%). In terms of maximum drawdown, CJPRY dropped -62.98% vs FRCOY's -57.39%.

Which has better risk-adjusted returns?

FRCOY currently has the higher Sharpe Ratio (1.34 vs -0.16), 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.