FJTSY vs. ARKQ

Last updated Jun 26, 2026

FJTSY (Fujitsu Ltd ADR) is a stock, while ARKQ (ARK Autonomous Technology & Robotics ETF) is Robotics fund actively managed by ARK. Over the past 10 years, FJTSY returned 18.79%/yr vs 21.84%/yr for ARKQ. At a 0.28 correlation, their price movements are largely independent.

Performance

FJTSY vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fujitsu Ltd ADR (FJTSY) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FJTSY achieves a -28.65% return, which is significantly lower than ARKQ's 8.01% return. Over the past 10 years, FJTSY has underperformed ARKQ with an annualized return of 18.79%, while ARKQ has yielded a comparatively higher 21.84% 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%

ARKQ

• 1D: -0.31%
• 1M: -11.33%
• YTD: 8.01%
• 6M: 3.92%
• 1Y: 44.96%
• 3Y*: 32.87%
• 5Y*: 7.83%
• 10Y*: 21.84%

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

FJTSY vs. ARKQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FJTSY Fujitsu Ltd ADR	-28.65%	55.98%	17.49%	12.77%	-22.86%	19.18%	54.48%	49.76%	-12.38%	29.23%
ARKQ ARK Autonomous Technology & Robotics ETF	8.01%	48.81%	33.88%	40.70%	-46.75%	1.74%	107.20%	25.94%	-7.89%	52.26%

Correlation

The correlation between FJTSY and ARKQ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Sep 30, 2014	0.28

Return for Risk

FJTSY vs. ARKQ — Risk / Return Rank

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

FJTSY

FJTSY Risk / Return Rank: 26
FJTSY Sharpe Ratio Rank: 28
FJTSY Sortino Ratio Rank: 26
FJTSY Omega Ratio Rank: 27
FJTSY Calmar Ratio Rank: 27
FJTSY Martin Ratio Rank: 24

ARKQ

ARKQ Risk / Return Rank: 43
ARKQ Sharpe Ratio Rank: 43
ARKQ Sortino Ratio Rank: 40
ARKQ Omega Ratio Rank: 38
ARKQ Calmar Ratio Rank: 51
ARKQ Martin Ratio Rank: 44

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. ARKQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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.

	FJTSY	ARKQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.36	1.33	-1.69
Sortino ratio: Return per unit of downside risk	-0.26	1.85	-2.11
Omega ratio: Gain probability vs. loss probability	0.97	1.23	-0.26
Calmar ratio: Return relative to maximum drawdown	-0.47	2.19	-2.66
Martin ratio: Return relative to average drawdown	-0.96	6.26	-7.21

FJTSY vs. ARKQ - Sharpe Ratio Comparison

The current FJTSY Sharpe Ratio is -0.36, which is lower than the ARKQ Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FJTSY and ARKQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FJTSY vs. ARKQ - Drawdown Comparison

The maximum FJTSY drawdown since its inception was -62.04%, roughly equal to the maximum ARKQ drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for FJTSY and ARKQ.

Drawdown Indicators

	FJTSY	ARKQ	Difference
Max Drawdown Largest peak-to-trough decline	-62.04%	-59.89%	-2.15%
Max Drawdown (1Y) Largest decline over 1 year	-33.59%	-20.58%	-13.01%
Max Drawdown (3Y) Largest decline over 3 years	-33.59%	-30.76%	-2.83%
Max Drawdown (5Y) Largest decline over 5 years	-47.55%	-55.71%	+8.16%
Max Drawdown (10Y) Largest decline over 10 years	-47.55%	-59.89%	+12.34%
Current Drawdown Current decline from peak	-33.07%	-13.89%	-19.18%
Average Drawdown Average peak-to-trough decline	-22.76%	-17.20%	-5.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.40%	7.21%	+9.19%

Volatility

FJTSY vs. ARKQ - Volatility Comparison

Fujitsu Ltd ADR (FJTSY) has a higher volatility of 14.87% compared to ARK Autonomous Technology & Robotics ETF (ARKQ) at 12.43%. This indicates that FJTSY's price experiences larger fluctuations and is considered to be riskier than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FJTSY	ARKQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.87%	12.43%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	35.25%	25.96%	+9.29%
Volatility (1Y) Calculated over the trailing 1-year period	43.55%	33.93%	+9.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.91%	32.60%	+1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.74%	30.00%	+1.74%

Dividends

FJTSY vs. ARKQ - Dividend Comparison

FJTSY has not paid dividends to shareholders, while ARKQ's dividend yield for the trailing twelve months is around 0.25%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARKQ ARK Autonomous Technology & Robotics ETF	0.25%	0.27%	0.00%	0.00%	0.00%	0.80%	0.86%	0.00%	2.86%	1.54%	0.00%	0.98%
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%

Frequently Asked Questions

Can I hold both FJTSY and ARKQ in my portfolio?

FJTSY and ARKQ have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FJTSY or ARKQ?

FJTSY has higher volatility (14.87%) compared to ARKQ (12.43%). In terms of maximum drawdown, FJTSY dropped -62.04% vs ARKQ's -59.89%.

Which has better risk-adjusted returns?

ARKQ currently has the higher Sharpe Ratio (1.33 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.