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FJTSY vs. AKAM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FJTSY vs. AKAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fujitsu Ltd ADR (FJTSY) and Akamai Technologies, Inc. (AKAM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FJTSY achieves a -28.65% return, which is significantly lower than AKAM's 29.39% return. Over the past 10 years, FJTSY has outperformed AKAM with an annualized return of 18.79%, while AKAM has yielded a comparatively lower 8.24% annualized return.


FJTSY

1D
-2.70%
1M
-7.69%
YTD
-28.65%
6M
-28.91%
1Y
-15.65%
3Y*
15.66%
5Y*
1.45%
10Y*
18.79%

AKAM

1D
-5.52%
1M
-23.83%
YTD
29.39%
6M
27.10%
1Y
41.95%
3Y*
8.47%
5Y*
-0.70%
10Y*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FJTSY vs. AKAM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FJTSY
Fujitsu Ltd ADR
-28.65%55.98%17.49%12.77%-22.86%19.18%54.48%49.76%-12.38%29.23%
AKAM
Akamai Technologies, Inc.
29.39%-8.78%-19.18%40.39%-27.97%11.48%21.54%41.42%-6.09%-2.46%

Correlation

The correlation between FJTSY and AKAM is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.20

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

0.22

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

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.21

Fundamentals

Market Cap

FJTSY:

$33.82B

AKAM:

$16.94B

EPS

FJTSY:

¥257.52

AKAM:

$2.95

PE Ratio

FJTSY:

12.22

AKAM:

38.22

PS Ratio

FJTSY:

1.56

AKAM:

3.90

PB Ratio

FJTSY:

2.69

AKAM:

3.45

Total Revenue (TTM)

FJTSY:

¥3.55T

AKAM:

$4.27B

Gross Profit (TTM)

FJTSY:

¥1.32T

AKAM:

$2.44B

EBITDA (TTM)

FJTSY:

¥439.05B

AKAM:

$1.14B

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Return for Risk

FJTSY vs. AKAM — Risk / Return Rank

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

FJTSY
FJTSY Risk / Return Rank: 2626
Overall Rank
FJTSY Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FJTSY Sortino Ratio Rank: 2626
Sortino Ratio Rank
FJTSY Omega Ratio Rank: 2727
Omega Ratio Rank
FJTSY Calmar Ratio Rank: 2727
Calmar Ratio Rank
FJTSY Martin Ratio Rank: 2424
Martin Ratio Rank

AKAM
AKAM Risk / Return Rank: 7171
Overall Rank
AKAM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AKAM Sortino Ratio Rank: 6868
Sortino Ratio Rank
AKAM Omega Ratio Rank: 7070
Omega Ratio Rank
AKAM Calmar Ratio Rank: 7070
Calmar Ratio Rank
AKAM 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.

FJTSY vs. AKAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Akamai Technologies, Inc. (AKAM). 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.


FJTSYAKAMDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.47

1.41

-1.88

Martin ratioReturn relative to average drawdown

-0.96

4.79

-5.75

FJTSY vs. AKAM - Sharpe Ratio Comparison

The current FJTSY Sharpe Ratio is -0.36, which is lower than the AKAM Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FJTSY and AKAM, 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

FJTSY vs. AKAM - Drawdown Comparison

The maximum FJTSY drawdown since its inception was -62.04%, smaller than the maximum AKAM drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for FJTSY and AKAM.


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Drawdown Indicators


FJTSYAKAMDifference

Max Drawdown

Largest peak-to-trough decline

-62.04%

-99.80%

+37.76%

Max Drawdown (1Y)

Largest decline over 1 year

-33.59%

-29.94%

-3.65%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-46.84%

+13.25%

Max Drawdown (5Y)

Largest decline over 5 years

-47.55%

-46.84%

-0.71%

Max Drawdown (10Y)

Largest decline over 10 years

-47.55%

-46.84%

-0.71%

Current Drawdown

Current decline from peak

-33.07%

-65.54%

+32.47%

Average Drawdown

Average peak-to-trough decline

-22.76%

-82.57%

+59.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.40%

8.78%

+7.62%

Volatility

FJTSY vs. AKAM - Volatility Comparison

Fujitsu Ltd ADR (FJTSY) and Akamai Technologies, Inc. (AKAM) have volatilities of 14.87% and 14.24%, 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


FJTSYAKAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.87%

14.24%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

35.25%

48.66%

-13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

43.55%

54.74%

-11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.91%

36.79%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.74%

34.46%

-2.72%

Dividends

FJTSY vs. AKAM - Dividend Comparison

Neither FJTSY nor AKAM has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AKAM
Akamai Technologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FJTSY
Fujitsu Ltd ADR
0.00%0.36%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.63%1.30%1.30%

Financials

FJTSY vs. AKAM - Financials Comparison

This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Akamai Technologies, Inc.. 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


0.00200.00B400.00B600.00B800.00B1.00T1.20T20222023202420252026
1.07T
1.07B
(FJTSY) Total Revenue
(AKAM) Total Revenue
Please note, different currencies. FJTSY values in JPY, AKAM values in USD

FJTSY vs. AKAM - Profitability Comparison

The chart below illustrates the profitability comparison between Fujitsu Ltd ADR and Akamai Technologies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%20222023202420252026
42.8%
56.1%
Portfolio components
FJTSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a gross profit of 458.88B and revenue of 1.07T. Therefore, the gross margin over that period was 42.8%.

AKAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Akamai Technologies, Inc. reported a gross profit of 602.31M and revenue of 1.07B. Therefore, the gross margin over that period was 56.1%.

FJTSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported an operating income of 154.67B and revenue of 1.07T, resulting in an operating margin of 14.4%.

AKAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Akamai Technologies, Inc. reported an operating income of 114.49M and revenue of 1.07B, resulting in an operating margin of 10.7%.

FJTSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fujitsu Ltd ADR reported a net income of 107.66B and revenue of 1.07T, resulting in a net margin of 10.1%.

AKAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Akamai Technologies, Inc. reported a net income of 106.32M and revenue of 1.07B, resulting in a net margin of 9.9%.


Frequently Asked Questions


FJTSY and AKAM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FJTSY has higher volatility (14.87%) compared to AKAM (14.24%). In terms of maximum drawdown, FJTSY dropped -62.04% vs AKAM's -99.80%.

AKAM currently has the higher Sharpe Ratio (0.77 vs -0.36), 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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