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ENS vs. TTDKY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENS vs. TTDKY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EnerSys (ENS) and TDK Corp ADR (TTDKY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENS achieves a 55.77% return, which is significantly lower than TTDKY's 72.91% return. Over the past 10 years, ENS has underperformed TTDKY with an annualized return of 14.72%, while TTDKY has yielded a comparatively higher 20.08% annualized return.


ENS

1D
0.23%
1M
6.36%
YTD
55.77%
6M
55.61%
1Y
174.64%
3Y*
30.88%
5Y*
20.56%
10Y*
14.72%

TTDKY

1D
2.44%
1M
27.31%
YTD
72.91%
6M
70.85%
1Y
129.78%
3Y*
45.53%
5Y*
25.24%
10Y*
20.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENS vs. TTDKY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENS
EnerSys
55.77%60.28%-7.57%37.90%-5.64%-4.04%12.19%-2.57%12.46%-9.97%
TTDKY
TDK Corp ADR
72.91%9.92%37.95%45.42%-16.86%-22.54%34.55%59.89%-11.84%16.59%

Correlation

The correlation between ENS and TTDKY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2009

0.31

Fundamentals

Market Cap

ENS:

$8.69B

TTDKY:

$46.31B

EPS

ENS:

$7.67

TTDKY:

¥104.42

PE Ratio

ENS:

29.73

TTDKY:

37.65

PEG Ratio

ENS:

1.15

TTDKY:

2.82

PS Ratio

ENS:

2.33

TTDKY:

2.94

PB Ratio

ENS:

4.56

TTDKY:

3.40

Total Revenue (TTM)

ENS:

$3.75B

TTDKY:

¥2.54T

Gross Profit (TTM)

ENS:

$1.10B

TTDKY:

¥794.41B

EBITDA (TTM)

ENS:

$426.46M

TTDKY:

¥492.99B

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Return for Risk

ENS vs. TTDKY — Risk / Return Rank

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

ENS
ENS Risk / Return Rank: 9898
Overall Rank
ENS Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ENS Sortino Ratio Rank: 9797
Sortino Ratio Rank
ENS Omega Ratio Rank: 9797
Omega Ratio Rank
ENS Calmar Ratio Rank: 9797
Calmar Ratio Rank
ENS Martin Ratio Rank: 9898
Martin Ratio Rank

TTDKY
TTDKY Risk / Return Rank: 8989
Overall Rank
TTDKY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TTDKY Sortino Ratio Rank: 8989
Sortino Ratio Rank
TTDKY Omega Ratio Rank: 8888
Omega Ratio Rank
TTDKY Calmar Ratio Rank: 8989
Calmar Ratio Rank
TTDKY Martin Ratio Rank: 8686
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.

ENS vs. TTDKY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EnerSys (ENS) and TDK Corp ADR (TTDKY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ENSTTDKYDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.67

1.39

+0.29

Calmar ratioReturn relative to maximum drawdown

9.59

4.01

+5.59

Martin ratioReturn relative to average drawdown

34.35

8.73

+25.62

ENS vs. TTDKY - Sharpe Ratio Comparison

The current ENS Sharpe Ratio is 4.76, which is higher than the TTDKY Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of ENS and TTDKY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ENS vs. TTDKY - Drawdown Comparison

The maximum ENS drawdown since its inception was -83.95%, which is greater than TTDKY's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for ENS and TTDKY.


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Drawdown Indicators


ENSTTDKYDifference

Max Drawdown

Largest peak-to-trough decline

-83.95%

-54.04%

-29.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.32%

-32.56%

+14.24%

Max Drawdown (3Y)

Largest decline over 3 years

-29.32%

-39.71%

+10.39%

Max Drawdown (5Y)

Largest decline over 5 years

-41.77%

-39.71%

-2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-56.27%

-51.75%

-4.52%

Current Drawdown

Current decline from peak

-6.22%

-5.91%

-0.31%

Average Drawdown

Average peak-to-trough decline

-17.98%

-23.47%

+5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

14.92%

-9.81%

Volatility

ENS vs. TTDKY - Volatility Comparison

The current volatility for EnerSys (ENS) is 15.61%, while TDK Corp ADR (TTDKY) has a volatility of 21.24%. This indicates that ENS experiences smaller price fluctuations and is considered to be less risky than TTDKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENSTTDKYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.61%

21.24%

-5.63%

Volatility (6M)

Calculated over the trailing 6-month period

31.91%

40.72%

-8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

36.97%

50.73%

-13.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.53%

38.84%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.69%

36.21%

+0.48%

Dividends

ENS vs. TTDKY - Dividend Comparison

ENS's dividend yield for the trailing twelve months is around 0.46%, while TTDKY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ENS
EnerSys
0.46%0.68%1.01%0.79%0.95%0.89%0.84%0.94%0.90%1.01%0.90%1.25%
TTDKY
TDK Corp ADR
0.00%0.77%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.85%0.00%

Financials

ENS vs. TTDKY - Financials Comparison

This section allows you to compare key financial metrics between EnerSys and TDK 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.


Quarterly
Annual

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


0.00100.00B200.00B300.00B400.00B500.00B600.00B700.00B20222023202420252026
988.01M
658.13B
(ENS) Total Revenue
(TTDKY) Total Revenue
Please note, different currencies. ENS values in USD, TTDKY values in JPY

ENS vs. TTDKY - Profitability Comparison

The chart below illustrates the profitability comparison between EnerSys and TDK Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%20222023202420252026
29.4%
28.5%
Portfolio components
ENS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EnerSys reported a gross profit of 290.86M and revenue of 988.01M. Therefore, the gross margin over that period was 29.4%.

TTDKY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a gross profit of 187.24B and revenue of 658.13B. Therefore, the gross margin over that period was 28.5%.

ENS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EnerSys reported an operating income of 123.75M and revenue of 988.01M, resulting in an operating margin of 12.5%.

TTDKY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported an operating income of 31.48B and revenue of 658.13B, resulting in an operating margin of 4.8%.

ENS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EnerSys reported a net income of 77.20M and revenue of 988.01M, resulting in a net margin of 7.8%.

TTDKY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a net income of 14.72B and revenue of 658.13B, resulting in a net margin of 2.2%.


Frequently Asked Questions


ENS and TTDKY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TTDKY has higher volatility (21.24%) compared to ENS (15.61%). In terms of maximum drawdown, ENS dropped -83.95% vs TTDKY's -54.04%.

ENS currently has the higher Sharpe Ratio (4.76 vs 2.57), 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.

Portfolio Optimizer

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