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FJTNY vs. SPY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FJTNY vs. SPY

Last updated Jun 26, 2026

FJTNY (Fuji Media Holdings Inc) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, FJTNY returned 5.53%/yr vs 15.75%/yr for SPY. At a 0.04 correlation, their price movements are largely independent.

Performance

FJTNY vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fuji Media Holdings Inc (FJTNY) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJTNY achieves a 9.89% return, which is significantly higher than SPY's 8.25% return. Over the past 10 years, FJTNY has underperformed SPY with an annualized return of 5.53%, while SPY has yielded a comparatively higher 15.75% annualized return.

FJTNY

1D
0.00%
1M
0.00%
YTD
9.89%
6M
9.89%
1Y
23.58%
3Y*
37.01%
5Y*
17.22%
10Y*
5.53%

SPY

1D
0.14%
1M
-1.92%
YTD
8.25%
6M
6.93%
1Y
22.29%
3Y*
20.89%
5Y*
12.99%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJTNY vs. SPY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FJTNY
Fuji Media Holdings Inc		9.89%93.56%8.26%38.85%-18.23%-9.52%-23.56%-0.43%-9.13%3.50%
SPY
State Street SPDR S&P 500 ETF		8.25%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between FJTNY and SPY is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.01

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

0.06

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

0.01

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

0.05

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2013

0.04

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Fuji Media Holdings Inc

State Street SPDR S&P 500 ETF

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Return for Risk

FJTNY vs. SPY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FJTNY
FJTNY Risk / Return Rank: 7373
Overall Rank
FJTNY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FJTNY Sortino Ratio Rank: 6767
Sortino Ratio Rank
FJTNY Omega Ratio Rank: 9898
Omega Ratio Rank
FJTNY Calmar Ratio Rank: 6969
Calmar Ratio Rank
FJTNY Martin Ratio Rank: 6464
Martin Ratio Rank
SPY
SPY Risk / Return Rank: 6363
Overall Rank
SPY Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPY Omega Ratio Rank: 6363
Omega Ratio Rank
SPY Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPY Martin Ratio Rank: 7070
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.

FJTNY vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fuji Media Holdings Inc (FJTNY) and State Street SPDR S&P 500 ETF (SPY). 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.

FJTNYSPYDifference
Sharpe ratioReturn per unit of total volatility
0.80
1.80

-1.00

Sortino ratioReturn per unit of downside risk
1.46
2.46

-0.99

Omega ratioGain probability vs. loss probability

1.71

1.33

+0.39

Calmar ratioReturn relative to maximum drawdown

1.39

2.52

-1.13

Martin ratioReturn relative to average drawdown

2.12

11.15

-9.03

FJTNY vs. SPY - Sharpe Ratio Comparison

The current FJTNY Sharpe Ratio is 0.80, which is lower than the SPY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FJTNY and SPY, 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

FJTNY vs. SPY - Drawdown Comparison

The maximum FJTNY drawdown since its inception was -83.49%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FJTNY and SPY.

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Drawdown Indicators

FJTNYSPYDifference

Max Drawdown

Largest peak-to-trough decline

-83.49%

-55.19%

-28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-17.33%

-8.88%

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.40%

-18.76%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-40.53%

-24.50%

-16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-63.59%

-33.72%

-29.87%

Current Drawdown

Current decline from peak

-38.88%

-3.08%

-35.80%

Average Drawdown

Average peak-to-trough decline

-64.90%

-9.03%

-55.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

2.00%

+9.22%

Volatility

FJTNY vs. SPY - Volatility Comparison

The current volatility for Fuji Media Holdings Inc (FJTNY) is 0.00%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 4.79%. This indicates that FJTNY experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FJTNYSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.79%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.86%

9.80%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

29.83%

12.43%

+17.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.25%

17.15%

+20.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.51%

17.95%

+19.56%

Dividends

FJTNY vs. SPY - Dividend Comparison

FJTNY has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.02%.

PositionTTM20252024202320222021202020192018201720162015
FJTNY
Fuji Media Holdings Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.16%2.06%1.43%
SPY
State Street SPDR S&P 500 ETF		1.02%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions

FJTNY and SPY have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPY has higher volatility (4.79%) compared to FJTNY (0.00%). In terms of maximum drawdown, FJTNY dropped -83.49% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.80 vs 0.80), 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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