FJTSY vs. AVGO
FJTSY (Fujitsu Ltd ADR) and AVGO (Broadcom Inc.) are both stocks. Both are in the Technology sector — FJTSY in Information Technology Services, AVGO in Semiconductors. Over the past 10 years, FJTSY returned 18.79%/yr vs 42.25%/yr for AVGO. At a 0.23 correlation, their price movements are largely independent.
Performance
FJTSY vs. AVGO - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -28.65% return, which is significantly lower than AVGO's 9.88% return. Over the past 10 years, FJTSY has underperformed AVGO with an annualized return of 18.79%, while AVGO has yielded a comparatively higher 42.25% 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%
AVGO
- 1D
- -0.83%
- 1M
- -10.07%
- YTD
- 9.88%
- 6M
- 8.59%
- 1Y
- 44.22%
- 3Y*
- 68.46%
- 5Y*
- 55.20%
- 10Y*
- 42.25%
FJTSY vs. AVGO - 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% |
AVGO Broadcom Inc. | 9.88% | 50.63% | 110.49% | 104.18% | -13.27% | 56.48% | 44.88% | 29.05% | 2.18% | 48.19% |
Correlation
The correlation between FJTSY and AVGO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.23 |
Fundamentals
FJTSY:
$33.82B
AVGO:
$1.85T
FJTSY:
¥257.52
AVGO:
$6.01
FJTSY:
12.22
AVGO:
63.05
FJTSY:
0.29
AVGO:
0.78
FJTSY:
1.56
AVGO:
24.49
FJTSY:
2.69
AVGO:
21.07
FJTSY:
¥3.55T
AVGO:
$75.47B
FJTSY:
¥1.32T
AVGO:
$50.53B
FJTSY:
¥439.05B
AVGO:
$42.03B
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Return for Risk
FJTSY vs. AVGO — Risk / Return Rank
FJTSY
AVGO
FJTSY vs. AVGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Broadcom Inc. (AVGO). 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 | AVGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.55 | -2.02 |
| Martin ratioReturn relative to average drawdown | -0.96 | 3.47 | -4.43 |
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Drawdowns
FJTSY vs. AVGO - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for FJTSY and AVGO.
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Drawdown Indicators
| FJTSY | AVGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -48.30% | -13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -28.67% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -41.15% | +7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | -41.15% | -6.40% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -48.30% | +0.75% |
Current DrawdownCurrent decline from peak | -33.07% | -21.19% | -11.88% |
Average DrawdownAverage peak-to-trough decline | -22.76% | -8.01% | -14.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.40% | 12.77% | +3.63% |
Volatility
FJTSY vs. AVGO - Volatility Comparison
The current volatility for Fujitsu Ltd ADR (FJTSY) is 14.87%, while Broadcom Inc. (AVGO) has a volatility of 21.65%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | AVGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 21.65% | -6.78% |
Volatility (6M)Calculated over the trailing 6-month period | 35.25% | 33.33% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.55% | 46.34% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 43.62% | -9.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 39.59% | -7.85% |
Dividends
FJTSY vs. AVGO - Dividend Comparison
FJTSY has not paid dividends to shareholders, while AVGO's dividend yield for the trailing twelve months is around 0.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVGO Broadcom Inc. | 0.67% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
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. AVGO - Financials Comparison
This section allows you to compare key financial metrics between Fujitsu Ltd ADR and Broadcom 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.
Total Revenue: Total amount of money received from sales and other business activities
FJTSY vs. AVGO - Profitability Comparison
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%.
AVGO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a gross profit of 14.92B and revenue of 22.19B. Therefore, the gross margin over that period was 67.2%.
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%.
AVGO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported an operating income of 10.87B and revenue of 22.19B, resulting in an operating margin of 49.0%.
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%.
AVGO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Broadcom Inc. reported a net income of 9.31B and revenue of 22.19B, resulting in a net margin of 42.0%.
Frequently Asked Questions
FJTSY and AVGO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVGO has higher volatility (21.65%) compared to FJTSY (14.87%). In terms of maximum drawdown, FJTSY dropped -62.04% vs AVGO's -48.30%.
AVGO currently has the higher Sharpe Ratio (0.96 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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